In this paper, we build a deep learning network to predict the trends of natural gas prices. Given a time series, for each day, the gas price trend is classified as “up” and “down” according to the price compared to the last day. Meanwhile, we collect news articles as experimental materials from some natural gas related websites. Every article was then embedded into vectors by word2vec, weighted with its sentiment score, and labeled with corresponding day’s price trend. A CNN and LSTM fused network was then trained to predict price trend by these news vectors. Finally, the model’s predictive accuracy reached 62.3%, which outperformed most of other traditional classifiers.
IOS Press, Inc.
6751 Tepper Drive
Clifton, VA 20124
Tel.: +1 703 830 6300
Fax: +1 703 830 2300 firstname.lastname@example.org
(Corporate matters and books only) IOS Press c/o Accucoms US, Inc.
For North America Sales and Customer Service
West Point Commons
Lansdale PA 19446
Tel.: +1 866 855 8967
Fax: +1 215 660 5042 email@example.com