Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction

作者：

Highlights：

• The industrial chain information is introduced to improve the stock forecast results.

• DM test was carried out on the results, conclusion was statistically supported.

• An interpreter based on LIME algorithm is constructed to explain the results.

• The investment strategy is constructed, and the yield of maturity exceeds that of the buy-and-hold strategy.

摘要

•The industrial chain information is introduced to improve the stock forecast results.•DM test was carried out on the results, conclusion was statistically supported.•An interpreter based on LIME algorithm is constructed to explain the results.•The investment strategy is constructed, and the yield of maturity exceeds that of the buy-and-hold strategy.

论文关键词：Stock prediction,Deep learning,Industrial chain,Transfer learning

论文评审过程：Received 4 April 2021, Revised 15 June 2021, Accepted 17 November 2021, Available online 25 November 2021, Version of Record 3 December 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.116257