Multi-Criteria Decision Support System for Predicting Financial Futures Using Ensemble of Deep Learning Algorithms with Heuristic Search Mechanisms

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Financial markets are an intricate dynamic system. The difficulty comes from the contact among a market and its applicants, which means, the integrated consequence of the activities of whole applicants decides the market trend, while the market trend disturbs the actions of applicants. These linked interactions make financial markets keep developing. Financial markets are interchange financial instruments like savings certificates, bonds, stocks, and much more. Particularly in stocks, because variations in stock prices are inclined by numerous factors, with economic cycles, financial trends, financial structure, and other macro issues, as well as industry growth, listed businesses’ financial quality. In the last few years, deep learning (DL) and machine learning (ML) techniques have been very effective in predicting financial futures. This study develops a Multi-Criteria Decision Support System for Predicting Financial Futures Using Ensemble of Deep Learning Algorithms with Heuristic Search Mechanisms (MDSSPFF-EDLAHS) model. The main intention of the MDSSPFF-EDLAHS method is to predict future of finances using advanced ensemble models. At first, the data normalization stage applies min-max normalization for transforming input data into a beneficial format. Besides, the ensemble of deep learning models namely variational auto encoder (VAE), bidirectional long short-term memory (Bi-LSTM) technique, and dueling double deep Q-network (DDQN) system have been executed for the prediction of financial futures. At last, the spider wasp optimization (SWO) algorithm adjusts the hyperparameter values of the ensemble models optimally and outcomes in greater prediction performance. The experimental evaluation of the MDSSPFF-EDLAHS is examined on a benchmark dataset. The extensive outcomes highlight the significant solution of the MDSSPFF-EDLAHS approach to the financial future predicting process