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ディープラーニングを使用した株価動向予測 －LSTM（Long Short Term Memory）の予測モデル－
https://ic.repo.nii.ac.jp/records/2000127
https://ic.repo.nii.ac.jp/records/200012757dba70d-bbe9-4e79-8503-b28f223ac6ce
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
2-08_Hasegawa.pdf (1.1 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||||||
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| 公開日 | 2026-02-02 | |||||||||||
| タイトル | ||||||||||||
| タイトル | ディープラーニングを使用した株価動向予測 －LSTM（Long Short Term Memory）の予測モデル－ | |||||||||||
| 言語 | ja | |||||||||||
| タイトル | ||||||||||||
| タイトル | Stock Price Prediction Using Deep Learning Model: LSTM | |||||||||||
| 言語 | en | |||||||||||
| 言語 | ||||||||||||
| 言語 | jpn | |||||||||||
| 資源タイプ | ||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||
| 資源タイプ | departmental bulletin paper | |||||||||||
| 著者 |
長谷川, 博康
× 長谷川, 博康
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| 抄録 | ||||||||||||
| 内容記述タイプ | Abstract | |||||||||||
| 内容記述 | Asset management has become popular, and many people are interested in stock investment. Investors are concerned with the rise and fall of stock prices. Stock forecasts predictive models can be linear or nonlinear. The predictive model in this paper deals with economic models, which involve many factors and are therefore highly nonlinear. This paper focuses on nonlinear models. Stock price predictions were performed using LSTM (Long Short-Term Memory), a deep learning technique for nonlinear models. Predictions were performed for 35 stocks on the Tokyo Prime Market. The data used for the predictive model was divided into training data and valid data. A predictive model was created from the training data and then applied to the valid data. The accuracy of the predictions was measured using an error. The MAPE (Mean Absolute Percentage Error) achieved predictions with an error range of 1.434% to 5.978% on the valid data. | |||||||||||
| 言語 | en | |||||||||||
| 書誌情報 |
ja : 茨城キリスト教大学紀要 II.社会・自然科学 en : Journal of Ibaraki Christian University II. Social and Natural Sciences 巻 59, p. 197-205, 発行日 2025 |
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| 出版者 | ||||||||||||
| 出版者 | 茨城キリスト教大学 | |||||||||||
| 言語 | ja | |||||||||||
| 出版者 | ||||||||||||
| 出版者 | Ibaraki Christian University | |||||||||||
| 言語 | en | |||||||||||
| ISSN | ||||||||||||
| 収録物識別子タイプ | PISSN | |||||||||||
| 収録物識別子 | 1342-6370 | |||||||||||
