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Application of Improved Deep Belief Network Based on Intelligent Algorithm in Stock Price Prediction

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  • Hongxia Zhu
  • Liqiang Fan
  • Zaoli Yang

Abstract

In order to improve the prediction accuracy of stock price, an improved model QPSO-DBN-GABP using quantum particle swarm optimization algorithm to optimize deep belief network is proposed. In this model, the quantum particle swarm optimization algorithm is used to find the optimal combination of the number of neurons in each layer of RBM, and the genetic algorithm is used to optimize the initial weight and threshold of BP neural network, so as to obtain the optimized combination prediction model. The prediction results are compared with those of DBN, PSO-DBN, and QPSO-DBN models. Through the comparison of experimental results, it is found that compared with the above three prediction models, the prediction error index RMSE of the model is reduced by about 10.1%, 9.1%, 1.3%, and MAE is reduced by 8.1%, 5.7%, and 0.67%. The prediction accuracy of the model is improved to 96.435%.

Suggested Citation

  • Hongxia Zhu & Liqiang Fan & Zaoli Yang, 2022. "Application of Improved Deep Belief Network Based on Intelligent Algorithm in Stock Price Prediction," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-7, August.
    • Handle: RePEc:hin:jnlmpe:9362283
    DOI: 10.1155/2022/9362283
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