{"id":1428,"date":"2024-09-17T07:12:00","date_gmt":"2024-09-16T23:12:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1428"},"modified":"2024-09-07T14:23:13","modified_gmt":"2024-09-07T06:23:13","slug":"%e4%bc%98%e5%8c%96%e9%87%91%e8%9e%8d%e5%b8%82%e5%9c%ba%e9%a2%84%e6%b5%8b%ef%bc%9a%e5%9b%a0%e6%9e%9c%e9%a9%b1%e5%8a%a8%e7%9a%84%e7%89%b9%e5%be%81%e7%ad%9b%e9%80%89","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/09\/17\/%e4%bc%98%e5%8c%96%e9%87%91%e8%9e%8d%e5%b8%82%e5%9c%ba%e9%a2%84%e6%b5%8b%ef%bc%9a%e5%9b%a0%e6%9e%9c%e9%a9%b1%e5%8a%a8%e7%9a%84%e7%89%b9%e5%be%81%e7%ad%9b%e9%80%89\/","title":{"rendered":"\u4f18\u5316\u91d1\u878d\u5e02\u573a\u9884\u6d4b\uff1a\u56e0\u679c\u9a71\u52a8\u7684\u7279\u5f81\u7b5b\u9009"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-37-1024x507.png\" alt=\"\" class=\"wp-image-1799\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u8fd9\u7bc7\u8bba\u6587\u4ecb\u7ecd\u4e86\u4e00\u4e2a\u540d\u4e3aFinSen\u7684\u65b0\u578b\u91d1\u878d\u6570\u636e\u96c6\uff0c\u5b83\u901a\u8fc7\u7ed3\u5408197\u4e2a\u56fd\u5bb6\u7684\u7ecf\u6d4e\u91d1\u878d\u65b0\u95fb\u6587\u7ae0\u548c\u80a1\u5e02\u6570\u636e\uff0c\u63d0\u4f9b\u4e86\u4e00\u4e2a\u65f6\u95f4\u8de8\u5ea6\u4e3a15\u5e74\u7684\u5168\u9762\u6570\u636e\u89c6\u89d2\u3002\u5229\u7528\u8fd9\u4e2a\u6570\u636e\u96c6\uff0c\u7814\u7a76\u8005\u4eec\u91c7\u7528\u56e0\u679c\u9a8c\u8bc1\u7684\u60c5\u611f\u5206\u6790\u548c\u957f\u77ed\u671f\u8bb0\u5fc6\uff08LSTM\uff09\u6a21\u578b\u6765\u589e\u5f3a\u5e02\u573a\u9884\u6d4b\u7684\u51c6\u786e\u6027\u548c\u53ef\u9760\u6027\u3002\u4ed6\u4eec<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u63d0\u51fa\u4e86\u4e00\u79cd\u65b0\u7684\u635f\u5931\u51fd\u6570\u2014\u2014Focal Calibration Loss\uff0c\u663e\u8457\u964d\u4f4e\u4e86\u9884\u671f\u6821\u51c6\u8bef\u5dee\uff08ECE\uff09\uff0c\u4f7f\u5f97\u9884\u6d4b\u7ed3\u679c\u4e0e\u5b9e\u9645\u5e02\u573a\u8868\u73b0\u66f4\u52a0\u543b\u5408\uff0c\u8fd9\u5bf9\u4e8e\u91d1\u878d\u9886\u57df\u4e2d\u5bf9\u9884\u6d4b\u51c6\u786e\u6027\u8981\u6c42\u6781\u9ad8\u7684\u6295\u8d44\u51b3\u7b56\u5177\u6709\u91cd\u8981\u610f\u4e49\u3002<\/mark><\/pre>\n<\/blockquote>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. \u5f15\u8a00<\/strong><\/h3>\n\n\n\n<p>\u9884\u6d4b\u80a1\u5e02\u6ce2\u52a8\u6027\u5bf9\u4e8e\u6295\u8d44\u7b56\u7565\u3001\u7ecf\u6d4e\u9884\u6d4b\u548c\u98ce\u9669\u7ba1\u7406\u5b9e\u8df5\u7684\u57fa\u7840\u6027\u4f5c\u7528\u3002\u4f5c\u8005\u5206\u6790\u4e86\u5e02\u573a\u7684\u975e\u7ebf\u6027\u548c\u56fa\u6709\u6ce2\u52a8\u6027\uff0c\u4ee5\u53ca\u7531\u4e8e\u5e02\u573a\u5bf9\u6700\u65b0\u4e8b\u4ef6\u548c\u60c5\u7eea\u7684\u654f\u611f\u6027\u5bfc\u81f4\u7684\u9884\u6d4b\u51c6\u786e\u6027\u7684\u6311\u6218\u3002\u6b64\u5916\uff0c\u63d0\u5230\u4e86\u4f20\u7edf\u6a21\u578b\u4e3b\u8981\u4f9d\u8d56\u5386\u53f2\u6570\u636e\uff0c\u5728\u6355\u6349\u5e02\u573a\u6ce2\u52a8\u7684\u591a\u7ef4\u52a8\u6001\u65b9\u9762\u7684\u4e0d\u8db3\u3002\u6700\u540e\uff0c\u63d0\u51fa\u4e86\u4e00\u4e2a\u5173\u952e\u7684\u7814\u7a76\u95ee\u9898\uff1a\u65b0\u95fb\u4e8b\u4ef6\u4e2d\u7684\u60c5\u611f\u662f\u5426\u80fd\u591f\u4f5c\u4e3a\u5e02\u573a\u6ce2\u52a8\u7684\u53ef\u9760\u9884\u6d4b\u56e0\u7d20\uff0c\u5e76\u6307\u51fa\u4e86\u516c\u5171\u6570\u636e\u96c6\u5728\u63d0\u4f9b\u7cbe\u786e\u65f6\u95f4\u4fe1\u606f\u65b9\u9762\u7684\u7f3a\u5931\uff0c\u8fd9\u589e\u52a0\u4e86\u5bfb\u627e\u5bf9\u5e02\u573a\u6ce2\u52a8\u6709\u91cd\u5927\u5f71\u54cd\u7684\u672a\u77e5\u56e0\u7d20\u7684\u590d\u6742\u6027\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. \u76f8\u5173\u5de5\u4f5c<\/strong><\/h3>\n\n\n\n<p><strong>2.1 \u4e0e\u80a1\u7968\u5e02\u573a\u9884\u6d4b\u76f8\u5173\u7684\u60c5\u7eea\u6570\u636e\u96c6<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Financial PhraseBank\uff1a\u5305\u542b\u91d1\u878d\u65b0\u95fb\u4e2d\u7684\u53e5\u5b50\uff0c\u5206\u4e3a\u6b63\u9762\u3001\u8d1f\u9762\u548c\u4e2d\u6027\u60c5\u7eea\uff0c\u4e13\u4e3a\u91d1\u878d\u8bed\u5883\u8bbe\u8ba1\u3002<\/li>\n\n\n\n<li>Reuters-21578 News Dataset\uff1a\u4f5c\u4e3a\u6587\u672c\u5206\u7c7b\u4efb\u52a1\u7684\u57fa\u7840\u57fa\u51c6\uff0c\u5305\u542b1987\u5e74\u8def\u900f\u793e\u65b0\u95fb\u4e13\u7ebf\u7684\u6587\u6863\u3002<\/li>\n\n\n\n<li>StockTwits Dataset\uff1a\u5305\u62ec\u6765\u81eaStockTwits\u5e73\u53f0\u7684\u6d88\u606f\uff0c\u7528\u6237\u6807\u8bb0\u4e86\u60c5\u7eea\uff0c\u63d0\u4f9b\u4e86\u5bf9\u80a1\u7968\u7684\u4f17\u5305\u60c5\u7eea\u5206\u6790\u3002<\/li>\n\n\n\n<li>TweetFinSent\uff1a\u9488\u5bf9\u80a1\u7968\u5e02\u573a\u9886\u57df\u8bbe\u8ba1\uff0c\u4e13\u6ce8\u4e8e\u201c\u8ff7\u56e0\u80a1\u7968\u201d\u7684\u60c5\u7eea\u5206\u6790\u6570\u636e\u96c6\u3002<\/li>\n\n\n\n<li>PsychSignal Dataset\uff1a\u4ece\u591a\u4e2a\u6765\u6e90\u6536\u96c6\u6570\u636e\uff0c\u5305\u62ecTwitter\u3001StockTwits\u548c\u5404\u79cd\u793e\u4ea4\u5a92\u4f53\u53ca\u5728\u7ebf\u5e73\u53f0\u4e0a\u7684\u5e02\u573a\u60c5\u7eea\u3002<\/li>\n\n\n\n<li>AG News\uff1a\u5e38\u7528\u4e8e\u6587\u672c\u5206\u7c7b\u4efb\u52a1\uff0c\u5305\u542b\u6765\u81eaAG\u7684\u65b0\u95fb\u6587\u7ae0\uff0c\u5206\u4e3a\u4e16\u754c\u3001\u4f53\u80b2\u3001\u5546\u4e1a\u548c\u79d1\u5b66\u56db\u4e2a\u4e3b\u8981\u4e3b\u9898\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-38-1024x409.png\" alt=\"\" class=\"wp-image-1800\"\/><\/figure>\n\n\n\n<p><strong>2.2 \u4e0e\u80a1\u7968\u5e02\u573a\u9884\u6d4b\u76f8\u5173\u7684\u65b9\u6cd5<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5c06\u60c5\u7eea\u5206\u6790\u4e0e\u673a\u5668\u5b66\u4e60\u6280\u672f\u76f8\u7ed3\u5408\uff0c\u5df2\u6210\u4e3a\u80a1\u7968\u5e02\u573a\u9884\u6d4b\u9886\u57df\u4e00\u4e2a\u6709\u524d\u666f\u7684\u7814\u7a76\u65b9\u5411\u3002<\/li>\n\n\n\n<li>LSTM\u6a21\u578b\u7ed3\u5408\u6ce8\u610f\u529b\u673a\u5236\u5728\u9884\u6d4b\u51c6\u786e\u6027\u65b9\u9762\u8868\u73b0\u51fa\u4f18\u8d8a\u6027\uff0c\u4f46\u5728\u63d0\u4f9b\u53ef\u9760\u7684\u7f6e\u4fe1\u4f30\u8ba1\u65b9\u9762\u5b58\u5728\u4e0d\u8db3\u3002<\/li>\n\n\n\n<li>\u5148\u524d\u7684\u7814\u7a76\u663e\u793a\u4e86\u5404\u79cd\u6280\u672f\u5728\u91d1\u878d\u9884\u6d4b\u4e2d\u7684\u6709\u6548\u6027\uff0c\u4f46\u5b83\u4eec\u5ffd\u7565\u4e86\u6a21\u578b\u7684\u53ef\u89e3\u91ca\u6027\u548c\u53ef\u4fe1\u5ea6\uff0c\u589e\u52a0\u4e86\u5b9e\u9645\u5e02\u573a\u4e2d\u6295\u8d44\u5931\u8d25\u7684\u98ce\u9669\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>2.3 \u795e\u7ecf\u7f51\u7edc\u6a21\u578b\u6821\u51c6\u6280\u672f<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6a21\u578b\u6821\u51c6\u7684\u521d\u6b65\u5de5\u4f5c\uff0c\u5982Platt Scaling\u548cIsotonic Regression\uff0c\u4e3b\u8981\u5173\u6ce8\u8c03\u6574\u5df2\u8bad\u7ec3\u6a21\u578b\u7684\u8f93\u51fa\u3002<\/li>\n\n\n\n<li>\u540e\u6765\u7684\u635f\u5931\u51fd\u6570\u4fee\u6539\uff0c\u5982Focal Loss\uff0c\u901a\u8fc7\u66f4\u591a\u5173\u6ce8\u96be\u4ee5\u5206\u7c7b\u7684\u793a\u4f8b\u6765\u4fee\u6539\u6807\u51c6\u4ea4\u53c9\u71b5\u635f\u5931\uff0c\u4f46\u6ca1\u6709\u76f4\u63a5\u89e3\u51b3\u9884\u6d4b\u6982\u7387\u53cd\u6620\u4e8b\u4ef6\u771f\u5b9e\u53ef\u80fd\u6027\u7684\u51c6\u786e\u6027\u95ee\u9898\u3002<\/li>\n\n\n\n<li>\u5404\u79cd\u7f51\u7edc\u6821\u51c6\u6280\u672f\u901a\u8fc7\u590d\u6742\u7684\u5ea6\u91cf\u6807\u51c6\u6765\u8861\u91cf\u6821\u51c6\u8d28\u91cf\uff0c\u5982\u9884\u671f\u6821\u51c6\u8bef\u5dee\uff08ECE\uff09\u548cBrier Score\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. \u6570\u636e\u548c\u65b9\u6cd5\u8bba<\/strong><\/h3>\n\n\n\n<p><strong>3.1 FinSen\u6570\u636e\u6536\u96c6\u4e0e\u9884\u5904\u7406<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6570\u503c\u6570\u636e\uff1a\u4f7f\u7528Yahoo Finance API\u6536\u96c6\u4e86\u4ece2020\u5e741\u6708\u81f32023\u5e746\u6708\u7684\u6807\u51c6\u666e\u5c14500\u6307\u6570\uff08S&amp;P 500\uff09\u7684OHLCV\u6570\u636e\uff0c\u5305\u62ec\u5f00\u76d8\u3001\u6700\u9ad8\u3001\u6700\u4f4e\u3001\u6536\u76d8\u548c\u4ea4\u6613\u91cf\uff0c\u7528\u4e8e\u63d0\u53d6\u4ef7\u683c\u52a8\u91cf\u548c\u6ce2\u52a8\u6027\u3002<\/li>\n\n\n\n<li>\u6587\u672c\u6570\u636e\uff1a\u901a\u8fc7\u9ad8\u7ea7\u7f51\u7edc\u6293\u53d6\u6280\u672f\u4eceTrading Economics\u7f51\u7ad9\u6536\u96c6\u65b0\u95fb\u6807\u9898\u548c\u5185\u5bb9\uff0c\u8be5\u7f51\u7ad9\u63d0\u4f9b\u6765\u81ea196\u4e2a\u56fd\u5bb6\u7684\u8d85\u8fc72000\u4e07\u4e2a\u6307\u6807\uff0c\u5305\u62ec\u6c47\u7387\u3001\u80a1\u7968\u3001\u6307\u6570\u3001\u503a\u5238\u548c\u5546\u54c1\u4ef7\u683c\u7684\u5386\u53f2\u548c\u5f53\u524d\u6570\u636e\u3002<\/li>\n\n\n\n<li>\u60c5\u7eea\u5206\u6790\uff1a\u4f7f\u7528FinBERT\u6a21\u578b\u5bf9\u9884\u5904\u7406\u540e\u7684\u91d1\u878d\u65b0\u95fb\u6587\u7ae0\u8fdb\u884c\u60c5\u7eea\u5206\u6790\u548c\u6ce8\u91ca\uff0c\u5c06\u5b9a\u6027\u7684\u65b0\u95fb\u5185\u5bb9\u8f6c\u5316\u4e3a\u5b9a\u91cf\u7684\u60c5\u7eea\u5206\u6570\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-39-1024x612.png\" alt=\"\" class=\"wp-image-1801\"\/><\/figure>\n\n\n\n<p><strong>3.2 \u63d0\u51fa\u7684\u65b9\u6cd5<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5c06\u60c5\u7eea\u5206\u6570\u4e0eLSTM\u6a21\u578b\u7ed3\u5408\u7528\u4e8e\u6ce2\u52a8\u6027\u9884\u6d4b\uff1a\u901a\u8fc7Granger\u56e0\u679c\u68c0\u9a8c\u786e\u5b9a\u5e02\u573a\u60c5\u7eea\u5206\u6570\uff08X\uff09\u4e0e\u6807\u51c6\u666e\u5c14500\u6307\u6570\u6ce2\u52a8\u6027\uff08y\uff09\u4e4b\u95f4\u7684\u56e0\u679c\u5173\u7cfb\uff0c\u5e76\u5c06\u60c5\u7eea\u5206\u6790\u6574\u5408\u5230LSTM\u6a21\u578b\u4e2d\u4ee5\u9884\u6d4b\u6ce2\u52a8\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-40-1024x1012.png\" alt=\"\" class=\"wp-image-1802\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5c06\u56e0\u679c\u9a8c\u8bc1\u7279\u5f81\u5d4c\u5165DAN 3\u6a21\u578b\u8fdb\u884c\u6587\u672c\u5206\u7c7b\uff1a\u4f7f\u7528Deep Averaging Network\uff08DAN 3\uff09\u5904\u7406\u6587\u672c\u6570\u636e\uff0c\u9996\u5148\u5c06\u6807\u8bb0\u7d22\u5f15\u8f6c\u6362\u4e3a\u5bc6\u96c6\u5d4c\u5165\uff0c\u7136\u540e\u5bf9\u8fd9\u4e9b\u5d4c\u5165\u8fdb\u884c\u5e73\u5747\uff0c\u5f62\u6210\u6bcf\u4e2a\u6587\u672c\u5b9e\u4f8b\u7684\u56fa\u5b9a\u5927\u5c0f\u5411\u91cf\u8868\u793a\u3002<\/li>\n\n\n\n<li>Focal Calibration Loss\uff1a\u8bbe\u8ba1\u4e86\u4e00\u79cd\u65b0\u7684\u635f\u5931\u51fd\u6570\uff0c\u65e8\u5728\u89e3\u51b3\u6587\u672c\u5206\u7c7b\u5668\u8bad\u7ec3\u671f\u95f4\u7684\u7c7b\u522b\u4e0d\u5e73\u8861\u548c\u6a21\u578b\u6821\u51c6\u95ee\u9898\uff0c\u901a\u8fc7\u7ed3\u5408Focal Loss\u548c\u6821\u51c6\u8bef\u5dee\uff0c\u5f15\u5165\u6b63\u5219\u5316\u53c2\u6570\u03bb\u6765\u5e73\u8861\u5173\u6ce8\u96be\u4f8b\u548c\u786e\u4fdd\u6a21\u578b\u9884\u6d4b\u9002\u5f53\u6821\u51c6\u4e4b\u95f4\u7684\u6743\u8861\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-41-1024x187.png\" alt=\"\" class=\"wp-image-1803\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. \u5b9e\u9a8c\u548c\u7ed3\u679c<\/strong><\/h3>\n\n\n\n<p><strong>4.1 \u5efa\u7acb\u56e0\u679c\u5173\u7cfb\uff1a\u60c5\u7eea\u5206\u6570\u5bf9\u5e02\u573a\u6ce2\u52a8\u6027\u7684\u5f71\u54cd<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u901a\u8fc7ADF\u68c0\u9a8c\u9a8c\u8bc1\u4e86\u6807\u51c6\u666e\u5c14500\u6307\u6570\u6ce2\u52a8\u6027\u548c\u65b0\u95fb\u60c5\u7eea\u5206\u6570\u7684\u5e73\u7a33\u6027\uff0c\u4ee5\u786e\u5b9a\u5b83\u4eec\u9002\u5408\u8fdb\u884c\u683c\u5170\u6770\u56e0\u679c\u5173\u7cfb\u68c0\u9a8c\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-42-1024x237.png\" alt=\"\" class=\"wp-image-1804\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u91c7\u7528\u56de\u5f52\u6a21\u578b\u9884\u6d4b\u6807\u51c6\u666e\u5c14500\u6307\u6570\u7684\u767e\u5206\u6bd4\u53d8\u5316\uff08\u8bb0\u4e3a\u2206SP500\uff09\uff0c\u57fa\u4e8e\u91d1\u878d\u65b0\u95fb\u6587\u7ae0\u7684\u60c5\u7eea\u5206\u6570\u3002<\/li>\n\n\n\n<li>\u6a21\u578b\u5305\u62ec\u6700\u591a30\u5929\u7684\u60c5\u7eea\u5206\u6570\u6ede\u540e\uff0c\u4f7f\u7528F\u68c0\u9a8c\u6765\u786e\u5b9a\u60c5\u7eea\u5206\u6570\u662f\u5426\u201c\u683c\u5170\u6770\u5bfc\u81f4\u201d\u6807\u51c6\u666e\u5c14500\u6307\u6570\u7684\u6ce2\u52a8\u6027\u3002<\/li>\n\n\n\n<li>\u7ed3\u679c\u663e\u793a\uff0c\u57281\u30013\u30017\u300114\u548c30\u5929\u7684\u6ede\u540e\u4e0b\uff0c\u60c5\u7eea\u5206\u6570\u201c\u683c\u5170\u6770\u5bfc\u81f4\u201d\u2206SP500\uff0c\u4f46\u2206SP500\u5e76\u672a\u201c\u683c\u5170\u6770\u5bfc\u81f4\u201d\u60c5\u7eea\u5206\u6570\uff0c\u8868\u660e\u60c5\u7eea\u5206\u6570\u786e\u5b9e\u201c\u683c\u5170\u6770\u5bfc\u81f4\u201d\u6ce2\u52a8\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>4.2 \u5229\u7528\u56e0\u679c\u9a8c\u8bc1\u7684\u60c5\u7eea\u5206\u6570\u589e\u5f3aLSTM\u6a21\u578b<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5b9e\u9a8c\u8bbe\u7f6e\u548c\u7a0b\u5e8f\u4ece\u6536\u96c6\u65b0\u95fb\u6587\u7ae0\u548c\u5386\u53f2\u80a1\u7968\u6570\u636e\u5f00\u59cb\uff0c\u9996\u5148\u5728\u6bcf\u7bc7\u65b0\u95fb\u6587\u7ae0\u4e2d\u5bf9\u6bcf\u4e2a\u53e5\u5b50\u8fdb\u884c\u60c5\u7eea\u6ce8\u91ca\u3002<\/li>\n\n\n\n<li>\u4f7f\u7528FinBERT\u9884\u8bad\u7ec3\u6a21\u578b\u4e3a\u6bcf\u4e2a\u53e5\u5b50\u5206\u914d\u60c5\u7eea\u5206\u6570\uff0c\u7136\u540e\u5c06\u8fd9\u4e9b\u5206\u6570\u805a\u5408\u4ee5\u8ba1\u7b97\u6bcf\u65e5\u7684\u603b\u4f53\u60c5\u7eea\u5206\u6570\u3002<\/li>\n\n\n\n<li>\u51c6\u5907\u597d\u5e02\u573a\u6ce2\u52a8\u6027\u548c\u805a\u5408\u7684\u60c5\u7eea\u5206\u6570\u540e\uff0c\u5c06\u5b83\u4eec\u8f93\u5165\u5230\u63d0\u51fa\u7684LSTM\u6a21\u578b\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-43-1024x507.png\" alt=\"\" class=\"wp-image-1805\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6a21\u578b\u901a\u8fc7\u4e00\u4e2a\u521d\u59cb\u5c42\u63a5\u53d7\u8f93\u5165\uff0c\u914d\u7f6e\u4e3a\u5904\u7406\u6570\u636e\u5e8f\u5217\uff0c\u8f93\u5165\u5f62\u72b6\u6307\u5b9a\u4e3a\u65f6\u95f4\u6b65\u548c\u7ef4\u5ea6\uff0c\u65f6\u95f4\u6b65\u8bbe\u7f6e\u4e3a1\uff0c\u4ee5\u5355\u65f6\u95f4\u6b65\u589e\u91cf\u5904\u7406\u6570\u636e\uff0c\u7ef4\u5ea6\u4ece1\u6269\u5c55\u52302\uff0c\u4ee5\u5bb9\u7eb3\u6ce2\u52a8\u6027\u548c\u60c5\u7eea\u5206\u6570\u4f5c\u4e3a\u7279\u5f81\u3002<\/li>\n\n\n\n<li>\u6a21\u578b\u7f16\u8bd1\u4f7f\u7528Adam\u4f18\u5316\u5668\u548c\u5747\u65b9\u8bef\u5dee\uff08MSE\uff09\u4f5c\u4e3a\u635f\u5931\u51fd\u6570\uff0c\u8bad\u7ec3\u8fdb\u884c100\u4e2a\u5468\u671f\uff0c\u6279\u91cf\u5927\u5c0f\u4e3a32\u3002<\/li>\n\n\n\n<li>\u8bad\u7ec3\u5b8c\u6210\u540e\uff0c\u6d4b\u8bd5\u6570\u636e\u96c6\u751f\u6210\u6ce2\u52a8\u6027\u9884\u6d4b\uff0c\u5e76\u4e0e\u6ca1\u6709\u60c5\u7eea\u5206\u6570\u7684\u57fa\u7ebf\u6a21\u578b\u8fdb\u884c\u6bd4\u8f83\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-44-1024x654.png\" alt=\"\" class=\"wp-image-1806\"\/><\/figure>\n\n\n\n<p><strong>4.3 \u6821\u51c6\uff1a\u5d4c\u5165\u589e\u5f3a\u7684DAN 3\u6a21\u578b<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f7f\u752820 Newsgroups\u3001Financial PhraseBank\u3001AG News\u548cFinSen\u6570\u636e\u96c6\u8bad\u7ec3\u5168\u5c40\u6c60\u5316CNN\u7f51\u7edc\u548cDAN 3\u6a21\u578b\u3002<\/li>\n\n\n\n<li>\u6570\u636e\u96c6\u7ecf\u8fc7\u9884\u5904\u7406\uff0c\u52a0\u8f7d\u6587\u672c\u53ca\u5176\u76f8\u5e94\u7684\u6807\u7b7e\uff0c\u4f7f\u7528\u57fa\u672c\u7684\u82f1\u8bed\u5206\u8bcd\u5668\u5bf9\u6587\u672c\u8fdb\u884c\u5206\u8bcd\uff0c\u5e76\u4ece\u5206\u8bcd\u6587\u672c\u4e2d\u6784\u5efa\u8bcd\u6c47\u8868\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-45-1024x321.png\" alt=\"\" class=\"wp-image-1807\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5728\u5b9e\u73b0\u4e2d\uff0cDAN 3\u6587\u672c\u5206\u7c7b\u6a21\u578b\u4e2d\u4f7f\u7528\u4e86GloVe\uff08Global Vectors for Word Representation\uff09\u5d4c\u5165\u3002<\/li>\n\n\n\n<li>\u6587\u672c\u901a\u8fc7\u5411\u91cf\u5316\u548c\u586b\u5145\u5230\u7edf\u4e00\u957f\u5ea6\u6765\u9002\u5e94\u4e0d\u540c\u957f\u5ea6\u7684\u6587\u672c\u6570\u636e\uff0c\u786e\u4fdd\u6bcf\u4e2a\u8f93\u5165\u6a21\u578b\u7684\u5927\u5c0f\u76f8\u540c\u3002<\/li>\n\n\n\n<li>\u6a21\u578b\u5728\u8fd9\u4e9b\u6570\u636e\u96c6\u4e0a\u4f7f\u7528\u4ea4\u53c9\u71b5\uff08CE\uff09\u3001AdaFocal\u3001DualFocal\u548cFocal Calibration Loss\u8fdb\u884c\u8bad\u7ec3\uff0c\u4f7f\u752820\u4e2a\u5468\u671f\uff0c\u5e76\u7528\u9884\u671f\u6821\u51c6\u8bef\u5dee\uff08ECE\uff09\u548c\u53ef\u9760\u6027\u56fe\u8fdb\u884c\u6d4b\u91cf\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-46-1024x361.png\" alt=\"\" class=\"wp-image-1808\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. \u7ed3\u8bba<\/strong><\/h3>\n\n\n\n<p>\u672c\u6587\u901a\u8fc7\u786e\u7acb\u60c5\u7eea\u5206\u6570\u4e0e\u5e02\u573a\u6ce2\u52a8\u6027\u4e4b\u95f4\u7684\u56e0\u679c\u5173\u7cfb\uff0c\u5e76\u5c06\u8fd9\u4e9b\u7ecf\u8fc7\u56e0\u679c\u9a8c\u8bc1\u7684\u7279\u5f81\u6574\u5408\u5230LSTM\u6a21\u578b\u4e2d\uff0c\u5b9e\u73b0\u4e86\u66f4\u7ec6\u81f4\u548c\u53ef\u9760\u7684\u5e02\u573a\u9884\u6d4b\u3002FinSen\u6570\u636e\u96c6\u5728\u6587\u672c\u5206\u7c7b\u4efb\u52a1\u7684\u6821\u51c6\u65b9\u9762\u8868\u73b0\u8f83\u597d\uff0c\u7279\u522b\u662f\u5728\u5e94\u7528Focal Calibration Loss\u540e\uff0cDAN 3\u6a21\u578b\u5728\u9884\u671f\u6821\u51c6\u8bef\u5dee\uff08ECE\uff09\u4e0a\u663e\u8457\u964d\u4f4e\u81f33.34%\uff0c\u8868\u660e\u6a21\u578b\u4e0d\u4ec5\u51c6\u786e\u5ea6\u9ad8\uff0c\u5176\u6982\u7387\u9884\u6d4b\u4e5f\u4e0e\u5b9e\u9645\u7ed3\u679c\u7d27\u5bc6\u5bf9\u9f50\uff0c\u975e\u5e38\u9002\u5408\u7528\u4e8e\u91d1\u878d\u51b3\u7b56\u8fc7\u7a0b\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/mark><\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2024\/09\/17\/%e4%bc%98%e5%8c%96%e9%87%91%e8%9e%8d%e5%b8%82%e5%9c%ba%e9%a2%84%e6%b5%8b%ef%bc%9a%e5%9b%a0%e6%9e%9c%e9%a9%b1%e5%8a%a8%e7%9a%84%e7%89%b9%e5%be%81%e7%ad%9b%e9%80%89\/\">Continue reading<span class=\"screen-reader-text\">\u4f18\u5316\u91d1\u878d\u5e02\u573a\u9884\u6d4b\uff1a\u56e0\u679c\u9a71\u52a8\u7684\u7279\u5f81\u7b5b\u9009<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[4,6],"class_list":["post-1428","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1428","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=1428"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1428\/revisions"}],"predecessor-version":[{"id":1429,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1428\/revisions\/1429"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=1428"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=1428"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=1428"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}