• The Journal of the Korea Contents Association
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• v.22 no.3
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• pp.81-93
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• 2022

The stock investing is one of the most popular investment techniques. However, since it is not easy to obtain a return through actual investment, various strategies have been devised and tried in the past to obtain an effective and stable return. Among them, the volatility breakout strategy identifies a strong uptrend that exceeds a certain level on a daily basis as a breakout signal, follows the uptrend, and quickly earns daily returns. It is one of the popular investment strategies that are widely used to realize profits. However, it is difficult to predict stock prices by understanding the price trend pattern of stocks. In this paper, we propose a method of buying and selling stocks by predicting the return in trading based on the volatility breakout strategy using a bi-directional long short-term memory deep neural network that can realize a return in a short period of time. As a result of the experiment assuming actual trading on the test data with the learned model, it can be seen that the results outperform both the return and stability compared to the existing closing price prediction model using the long-short-term memory deep neural network model.

• Journal of the Korea Society of Computer and Information
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• v.28 no.7
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• pp.11-18
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• 2023

In this paper, we evaluate deep learning time series forecasting models. Recent studies show that those models perform better than the traditional prediction model such as ARIMA. Among them, recurrent neural networks to store previous information in the hidden layer are one of the prediction models. In order to solve the gradient vanishing problem in the network, LSTM is used with small memory inside the recurrent neural network along with BI-LSTM in which the hidden layer is added in the reverse direction of the data flow. In this paper, we compared the performance of Informer by comparing with other models (LSTM, BI-LSTM, and Transformer) for real Nitrogen dioxide (NO2) data. In order to evaluate the accuracy of each method, mean square root error and mean absolute error between the real value and the predicted value were obtained. Consequently, Informer has improved prediction accuracy compared with other methods.