Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to outline two novel ideas for stock pricing. We also test each of our suggested algorithms for predicting the price of 6 stocks from different sectors. To show the efficiency of our proposed algorithm, we compare the predicted prices with real values and also perform a backtest to verify that the annual returns based on real data and predicted price are almost the same.
翻译:股票价格预测是一项复杂且有趣的任务。其价格趋势中的噪声使得股价变动敏感而复杂,而背后蕴含的经济动机又使其始终吸引着研究者与投资者的兴趣。本文旨在提出两种新颖的股票定价思路。我们分别测试了每种算法对来自不同行业的六只股票价格的预测效果。为验证所提算法的有效性,我们将预测价格与实际值进行了对比,并进行了回测,以证实基于真实数据与预测价格所获得的年化收益率几乎相同。