%0 Journal Article %A JIAN Mu-Wei %A LI Qiang-Shou %A LIN Pei-Guang %A YU Ji-Hou %A ZHANG Yan %A ZHOU Jia-Qian %T Stock Index Forecasting Method based on Corporate Financial Statement Data %D %R %J Journal of Computer Applications %P 0-0 %V %N %X All the market activities of the stock market participants had a comprehensive impact on the changes of the stock market, which made the fluctuation of the stock market full of complexity and became a difficult problem to accurately predict the stock price. Among these activities that affected stock market movements, financial disclosure was an attractive and potentially financially rewarding means of predicting changes in stock indexes. In order to deal with the complex changes of the stock market, proposed a method to forecast the stock index based on the financial statement data disclosed by the company. This method firstly preprocessed the historical data of stock index and the data of corporate financial statements, mainly reduced the dimension of the high-dimensional matrix generated by the data of corporate financial statements, and then used the double-channel Long-Short Term Memory (LSTM) to forecast the normalized data. Experimental results on SSE 50 index and CSI 300 index show that the prediction effect of this method is better than that using only the historical data of stock index. %U http://www.joca.cn/EN/abstract/article_24986.shtml