Predicting Stock Market Price: A Logical Strategy using Deep Learning

被引：6

作者：

Biswas, Milon ^{[1
]}

Shome, Atanu ^{[2
]}

Islam, Md Ashraful ^{[1
]}

Nova, Arafat Jahan ^{[1
]}

Ahmed, Shamim ^{[1
]}

机构：

[1] Bangladesh Univ Business & Technol, Comp Sci & Engn, Dhaka, Bangladesh

[2] Khulna Univ, Comp Sci & Engn, Khulna, Bangladesh

来源：

11TH IEEE SYMPOSIUM ON COMPUTER APPLICATIONS & INDUSTRIAL ELECTRONICS (ISCAIE 2021) | 2021年

关键词：

Stock Market Prediction; LSTM; XGBoost; Linear Regression; Moving Average; Last Value Model; Machine Learning; Deep Learning;

D O I：

10.1109/ISCAIE51753.2021.9431817

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In time series data analysis, stock market prediction is particularly hard. In addition, for the best estimation of stock prices, proper tuning of the model is crucial. This research work uses the frequently used algorithms Long Short Term Memory, Extreme Gradient Boosting (XGBoost), Linear Regression, Moving Average, and Last Value model on more than twelve months of historical stock data to build up a prediction model for forecasting stock price. For the purpose of comparing among the models, the measurement of Mean Absolute Percentage Error (MAPE) is used and it is observed that the LSTM method exceeds all the other methods with a MAPE of 0.635. Furthermore, the highest error rate among the five models is found for Moving Average for our case.

引用

页码：218 / 223

页数：6

共 50 条

[31] Deep Learning for Stock Market Prediction Using Sentiment and Technical Analysis
Chatziloizos G.-M.
Gunopulos D.
Konstantinou K.
SN Computer Science, 5 (5)
[32] Predicting Stock Price Bubbles in China Using Machine Learning
Wang, Yunxi
Yampaka, Tongjai
International Journal of Advanced Computer Science and Applications, 2024, 15 (11): : 415 - 425
[33] Short-term stock market price trend prediction using a comprehensive deep learning system
Jingyi Shen
M. Omair Shafiq
Journal of Big Data, 7
[34] Predicting Stock Prices Using Machine Learning Methods and Deep Learning Algorithms: The Sample of the Istanbul Stock Exchange
Demirel, Ugur
Cam, Handan
Unlu, Ramazan
GAZI UNIVERSITY JOURNAL OF SCIENCE, 2021, 34 (01): : 63 - 82
[35] Harvesting social media sentiment analysis to enhance stock market prediction using deep learning
Mehta, Pooja
Pandya, Sharnil
Kotecha, Ketan
PEERJ COMPUTER SCIENCE, 2021, 7 : 1 - 21
[36] Stock price prediction using deep learning and frequency decomposition
Rezaei, Hadi
Faaljou, Hamidreza
Mansourfar, Gholamreza
EXPERT SYSTEMS WITH APPLICATIONS, 2021, 169
[37] Short Term Stock Price Prediction Using Deep Learning
Khare, Kaustubh
Darekar, Omkar
Gupta, Prafull
Attar, V. Z.
2017 2ND IEEE INTERNATIONAL CONFERENCE ON RECENT TRENDS IN ELECTRONICS, INFORMATION & COMMUNICATION TECHNOLOGY (RTEICT), 2017, : 482 - 486
[38] Stock Price Prediction using Deep-Learning Model
Pralcash, Tamil A.
Sudha
2024 4TH INTERNATIONAL CONFERENCE ON PERVASIVE COMPUTING AND SOCIAL NETWORKING, ICPCSN 2024, 2024, : 533 - 538
[39] Short-term stock market price trend prediction using a comprehensive deep learning system
Shen, Jingyi
Shafiq, M. Omair
JOURNAL OF BIG DATA, 2020, 7 (01)
[40] Stock Price Analysis with Deep-Learning Models
Arosemena, Juan
Perez, Noel
Benitez, Diego
Riofrio, Daniel
Flores-Moyano, Ricardo
2021 IEEE COLOMBIAN CONFERENCE ON APPLICATIONS OF COMPUTATIONAL INTELLIGENCE - COLCACI, 2021,

← 1 2 3 4 5 →