Market Prediction Research Articles

Novel Deep Learning Approach for Predicting Stock Market Trends

Stock Market Prediction a Major Achievement in financial markets is precisely forecasting stock market trends, which remains a considerable hurdle. Deep learning, a subset of machine learning, has grown to be a potent tool for untangling complex relationships within data. What distinguishes deep learning is its capacity to handle large amounts of data, unwrinkle difficult characteristics, and adapt to dynamic structures, all while unearthing concealed truths. Deep learning, at its core, is predicated on artificial neural networks that simulate human brain learning and pattern recognition capabilities, making it ideal for analyzing financial data. Through novel profound neural systems, the strategy applies a varied collection of the distributed showcase information, including, but not limited to, authentic stock costs, trading volumes, and calculations extracted from news sources. Keywords— stock advertise patterns, back, profound learning, designs, authentic information, design acknowledgment, sentiments.

USER PERCEPTION TOWARDS STOCK PRICE PREDICTION USING LINEAR REGRESSION MODEL

Stock market prediction is a critical area of research with profound implications for investors, financial analysts, and policymakers. This study explores the efficacy of linear regression analysis within the domain of business analytics for forecasting stock market movements. Leveraging historical stock prices and relevant economic indicators, we employ a rigorous methodology to construct and evaluate predictive models using linear regression techniques. Technological advancement increases the study on stock and share market industry. Decision making is enhanced by various statistical and machine learning algorithms. Enormous research work has been concentrated on the feature prediction of stock prices based on historical prices and volume. Performance measures are analyzed in this work with S&P 500 Index using statistical methods in Python environment. Results obtained in this study are superior than the existing methods. The conventional methods for financial market analysis are based on linear regression. This paper focuses on the best independent variables to predict the closing value of the stock market. This study is used to determine specific factors which are providing the most impact on the prediction of the closing price.

Stock Market Prediction and Visualisation

Abstract: Stock price forecasting is a widely discussed and significant topic in both financial and academic circles. The stock market is inherently unpredictable, lacking clear rules for estimating or predicting share prices. Various methods, including technical analysis, fundamental analysis, time series analysis, and statistical analysis, have been employed to forecast stock prices. However, none of these methods consistently serve as reliable prediction tools. In this paper, we explore the implementation, prediction, and analysis of stock market prices. Artificial Neural Networks and Machine Learning prove effective for forecasting stock prices, returns, and modeling stock behavior. By conducting statistical analyses, we establish relationships between selected factors and share prices, contributing to more accurate predictions. While the stock market remains inherently uncertain, this paper aims to apply data analysis and prediction concepts to forecast stock prices. In the era of global digitization, stock market prediction has undergone significant technological advancements, transforming traditional trading models. As market capitalization continues to rise, stock trading becomes a focal point for financial investors. Analysts and researchers have developed tools and techniques to predict stock price movements, aiding decision-making. Advanced models leverage non-traditional textual data from social platforms for market prediction. Machine learning approaches, including text data analytics and ensemble methods, have significantly improved prediction accuracy. However, analyzing and predicting stock markets remains challenging due to dynamic, erratic, and chaotic data. This study explores machine learning-based approaches for stock market prediction, emphasizing a generic framework. By critically analyzing findings from the last decade (2011–2021) from digital libraries like ACM and Scopus, we provide insights for emerging researchers to delve into this promising area.

Technical Indicator based Stock Market Prediction using Recurrent Neural Network

The Indian stock market is highly volatile and complex by nature. However, notion of stock price predictability is typical, many researchers suggest that the Buy & Sell prices are predictable and investor can make above-average profits using Stock Technical Indicator (STIs).Most of the earlier prediction models predict individual stocks and the results are mostly influenced by company’s reputation, news, sentiments and other fundamental issues. In this work, architecture of project is given. As a part of prediction model the Recurrent Neural Network (RNN) Deep Learning Algorithm is used to predict future prices of Stocks Using Technical Indicators (STIs) and also buy sell signals are generated. The project will be carried on National Stock Exchange (NSE) Stocks of India.

Exploring the Future of Stock Market Prediction through Machine Learning: An Extensive Review and Outlook

A thorough analysis of trends and future directions reveals how machine learning is revolutionizing stock market forecasting. The most recent research on machine learning applications for stock market prediction during the previous 20 years is methodically reviewed in this article. Artificial neural networks, support vector machines, genetic algorithms in conjunction with other methodologies, and hybrid or alternative AI approaches were the categories used to group journal articles. Every category was examined to identify trends, distinct perspectives, constraints, and areas that needed more research. The results provide insightful analysis and suggestions for further study in this developing topic.

Graph Convolutional Networks in Stock Market Predictions: A Review of Enhanced Investment Strategies

Abstract: Machine learning analyses large datasets, finds patterns, and forecasts market trends, transforming stock market recommendation systems. Using data-driven insights, this dynamic method gives investors the power to make well-informed decisions. In this thorough analysis, we examine how machine learning has revolutionised stock market recommendation systems. We explore how dynamic approaches are used to forecast market trends, find patterns in large datasets, and analyse them. We illustrate the crucial role of data-driven insights in directing investors towards profitable possibilities and efficient risk management by highlighting the practical application of AI in moulding investment decisions. In today's quickly changing financial scene, this analysis offers a comprehensive grasp of the implications of machine learning for stock market recommendations by critically examining how it is changing the recommendations given by the market

Advance Sequential Models for Asset Trading: Leveraging LSTM & RNN with Stochastic RSI and MACD Indicators

Abstract: The goal of stock market prediction is to forecast a company's financial stocks' future worth. The application of machine learning, which creates predictions based on the values of the current stock market indices by training on their prior values, is a recent trend in stock market prediction technologies. Machine learning utilises many models to facilitate accurate and reliable prediction. The study focuses on stock value prediction using regression and LSTM-based machine learning. Considered factors are volume, low, high, open, and closed. We also employ algorithmic trading, which is a technique for automatically executing orders based on pre-programmed trading instructions that take volume, price, and time into account. This kind of trading aims to take advantage of a computer's speed and computational power in comparison to human traders. Algorithmic trading has become more popular in the twenty-first century, prompting traders to respond. According to a 2019 research, 92% of traders use algorithms rather than people. The moving average convergence & divergence and the relative strength index are our primary tools. One technical tool employed in financial market analysis is the relative strength index, or RSI. Charting a stock's historical and present strength or weakness with retail and institutional traders is the goal. Investment banks, mutual funds, pension funds, and hedge funds all utilise it extensively when they need to perform trades. based on the closing prices of a recent trading period, too fast for a human or the market. It is important to distinguish the indicator from relative strength. The RSI measures the speed and size of price changes and is categorised as a momentum oscillator. The rate at which prices rise or fall is known as momentum. The ratio of higher closes to lower closes, where closures are defined as averages of absolute values of price changes, is the relative strength, or RS. The RSI determines momentum by dividing higher closes by overall closes, or stocks with more or stronger positive moves. The RSI is most commonly employed during a 14-day period and is scaled from 0 to 100, with 70 and 30 representing the high and low readings, respectively. Alternately shorter or longer outlooks are associated with shorter or longer time frames. Although they happen less frequently, high and low levels— 80 and 20, or 90 and 10—indicate increased momentum. J. Welles Wilder created the relative strength index, which was first published in the June 1978 issue of commodities magazine and in his 1978 book New concepts in technical trading systems, and in commodities magazine in the June 1978 issue.

Stock Market Prediction Using Machine Learning Techniques

The prediction of stock market prices holds significant importance within the contemporary economic landscape. Consequently, there has been a notable surge in scholarly interest directed towards exploring novel avenues for enhancing stock market prediction capabilities. Recent research endeavors have illuminated the potential predictive value inherent in various data streams, including historical stock data and user-generated content sourced from platforms such as Twitter and web news. These investigations have revealed a discernible relationship between social mood, as reflected in online discourse, and future stock price movements. However, prior studies have often overlooked the incorporation of such sentiment-derived information, thus presenting an information gap. In the present study, we address this gap by proposing an effective methodology for the integration and analysis of multiple information sources to facilitate more accurate stock price predictions. Leveraging Long Short-Term Memory Recurrent Neural Network (LSTM-RNN) models, we conduct a comprehensive analysis of disparate data sources. Furthermore, we employ an ensemble approach, incorporating Weighted Average and Differential Evolution techniques, to refine the predictive accuracy of our models. Our findings demonstrate the efficacy of the proposed methodology in generating highly accurate stock price predictions across varying future time horizons, including one-day, seven-day, 15-day, and 30-day intervals. These predictions offer valuable insights for investors seeking to make informed decisions regarding their investment strategies and enable companies to gauge their anticipated performance within the stock market landscape.

Stock Market Prediction and Analysis using Supervised Learning

The Stock Market Remains a Captivating Subject for Stockbrokers and Investors Seeking Financial Success Through Strategic Equity Trading. Informed Decisions Are Pivotal in Navigating the Dynamic Landscape of Stock Investments, Prompting the Adoption of Various Predictive Techniques. This Study Introduces a Novel Prediction Algorithm That Elucidates the Intricate Relationship Between Independent Variables—Comprising Opening and Closing Prices, High and Low Stock Values, and Trading Volume—and the Dependent Variable, Which Is the Stock Price. Leveraging a Deep Learning System, We Demonstrate the Efficacy of Generating Precise Stock Price Forecasts. Our Research Ambit Encompasses a Comprehensive Exploration of Diverse Deep-Learning Architectures Tailored to Anticipate Stock Prices for Global Conglomerates and Indian Enterprises. A Primary Objective Is to Conduct a Comparative Analysis of These Architectures, Discerning Their Respective Performances in Stock Price Prediction Scenarios. Notably, Long Short-Term Memory (Lstm) Algorithms Are Instrumental in Achieving Heightened Accuracy and Robust Prediction Outcomes. The Methodology Entails Meticulous Data Collection From Historical Stock Market Datasets Spanning Various Companies of Global and Indian Origin. Subsequent Data Preprocessing Involves Addressing Missing Values, Standardizing Features, and Structuring the Data Into Sequences Conducive to Lstm Model Input. The Lstm Architecture, Characterized by Its Adeptness in Capturing Long-Term Dependencies and Temporal Patterns, Forms the Cornerstone of Our Prediction Model. Through This Research Endeavor, We Aim to Provide Valuable Insights Into the Potential of Deep Learning Algorithms, Particularly Lstm, in Facilitating Informed Decision-Making for Investors and Stock Market Participants

Enhancing Stock Market Forecasts with Double Deep Q-Network in Volatile Stock Market Environments

Stock market prediction is a subject of great interest within the finance industry and beyond. In this context, our research investigates the use of reinforcement learning through implementing the double deep Q-network (DDQN) alongside technical indicators and sentiment analysis, utilizing data from Yahoo Finance and StockTwits to forecast NVIDIA’s short-term stock movements over the dynamic and volatile period from 2 January 2020, to 21 September 2023. By incorporating financial data, the model’s effectiveness is assessed in three stages: initial reliance on closing prices, the introduction of technical indicators, and the integration of sentiment analysis. Early findings showed a dominant buy tendency (63.8%) in a basic model. Subsequent phases used technical indicators for balanced decisions and sentiment analysis to refine strategies and moderate rewards. Comparative analysis underscores a progressive increase in profitability, with average profits ranging from 57.41 to 119.98 with full data integration and greater outcome variability. These results reveal the significant impact of combining diverse data sources on the model’s predictive accuracy and profitability, suggesting that integrating sentiment analysis alongside traditional financial metrics can significantly enhance the sophistication and effectiveness of algorithmic trading strategies in fluctuating market environments.

StockInsights: Stock Market Prediction Using Machine Learning

StockInsights: Stock Market Prediction Using Machine Learning

Enhancing Stock Market Prediction: A Hybrid RNN-LSTM Framework with Sentiment Analysis

Objectives: Predicting stock prices with accuracy is a difficult but crucial endeavor for market participants. To increase the precision of stock market forecasts, this study suggests a novel method that blends sophisticated neural network algorithms with sentiment assessment. Methods: News data is pre-processed. Each text document received a sentiment score reflecting overall sentiment. These scores were integrated into the feature set, combining textual sentiment information with historical stock price data from BSE Sensex. The proposed model of hybrid RNN-LSTM is applied and compared with the Random Forest Regressor (RFR), and Support Vector Regressor (SVR). The LSTM model is also applied and tested on data without sentiment analysis scores. Findings: The proposed model yields promising results in stock market prediction accuracy. It significantly gives a low value for mean absolute error (0.036), mean squared error (0.021), and root mean square error (0.046) when compared with the SVR and RFR models. The R2 value is also compared with literature methods, and it shows a 0.40% to 5.5% enhancement in the scores. The results prove that the incorporation of sentiment analysis enriches the predictive capabilities of the model. Novelty: Sentiment analysis combined with the hybrid RNN-LSTM framework provides a new technique to increase the accuracy of stock market forecasts. Using sophisticated knowledge of market dynamics and sentiments, the proposed approach gives important results to market participants, investors, and analysts of financial markets. Keywords: Stock Market, Sentiment Analysis, Evaluation Metric, Prediction

A Comprehensive Discourse on Shallow Learning and its Applications

Shallow learning, a fundamental approach in machine learning, encompasses a variety of algorithms and techniques aimed at learning patterns and making predictions from labelled data. Unlike deep learning, which involves complex architectures with multiple layers of abstraction, shallow learning focuses on simpler models with limited complexity. This abstract explores the essence of shallow learning, its algorithms, applications, and challenges. Shallow learning algorithms include classic methods such as decision trees, support vector machines, k-nearest neighbours, and logistic regression, among others. These algorithms are typically trained using supervised learning techniques, where the model learns from input-output pairs to make predictions on new, unseen data. Shallow learning models excel in tasks such as classification and regression, where the goal is to assign labels or predict continuous values to input data. Applications of shallow learning span across various domains, including healthcare, finance, marketing, and cyber security. In healthcare, shallow learning models are used for disease diagnosis and prognosis prediction based on patient data. In finance, these models aid in fraud detection, credit scoring, and stock market prediction. Marketing applications involve customer segmentation and churn prediction, while in cyber security; shallow learning is utilized for malware detection and network intrusion detection.

Enhancing Stock Trend Prediction Using BERT-Based Sentiment Analysis and Machine Learning Techniques

Predicting stock trends with precision in the ever-evolving financial markets continues to be a formidable challenge. This research investigates an innovative approach that amalgamates the capabilities of BERT (Bidirectional Encoder Representations from Transformers) for sentiment classification (Pang et al., 2002; ?) with supervised machine learning techniques to elevate the accuracy of stock trend prediction. By harnessing the natural language processing process of BERT and its capacity to understand context and sentiment in textual data, coupled with established machine learning methodologies, we aim to provide a robust solution to the intricacies of stock market prediction. By leveraging BERT's natural language processing capabilities, we extract sentiment features from financial news articles. These sentiment scores, combined with traditional financial indicators, form a comprehensive set of features for our predictive model. We aggregate daily net sentiment, among other metrics, and demonstrate its statistically significant predictive efficacy concerning subsequent movements in the stock market. We employed a machine learning model to establish a quantitative relationship between the aggregation of daily net sentiment and trends in stock market movements. Which improved the state-of-the-art performance by 15 percentage points. This research contributes to the ongoing effort to improve stock trend prediction methods, ultimately aiding market participants in making informed investment choices.

Deep Learning for Stock Market Prediction Using Sentiment and Technical Analysis

Deep Learning for Stock Market Prediction Using Sentiment and Technical Analysis

Generative AI in Stock Market Prediction: A Study on Adoption and Perception Among Experts and Young Investors

Generative AI in Stock Market Prediction: A Study on Adoption and Perception Among Experts and Young Investors

Research on the Application of Convolutional Neural Network in Stock Market Forecasting

With the continuous development and complexity of financial markets, stock market forecasting has become a hot topic of concern for investors and decision-makers. This study aims to explore the application of Convolutional Neural Networks (CNN) in stock market prediction, and evaluate their performance in stock index prediction by comparing them with traditional methods such as BP Neural Networks (BPNN) and Support Vector Machines (SVM). In order to further improve the performance of the model, we introduce a model that combines CNN and SVM(CNN-SVM). Experiments show that CNN-SVM model has achieved remarkable advantages in accuracy and robustness, showing the potential value of combining deep learning with traditional machine learning methods. In the empirical analysis, it is found that using CNN-SVM to predict the stock market can achieve relatively superior performance. CNN-SVM can better capture nonlinear relations and complex patterns in time series data through its excellent feature extraction ability. Compared with traditional methods, CNN-SVM shows higher accuracy, precision and recall rate, which verifies its effectiveness in the financial field. The results of this study not only provide investors with more accurate stock market forecasting tools, but also provide a new perspective for the academic research on the combination of deep learning technology in the financial field.

Enhancing Financial Sentiment Analysis: A Deep Dive into Natural Language Processing for Market Prediction Industries

The purpose of this study is to investigate the enhancement of Financial Sentiment Analysis by conducting an in-depth investigation of Natural Language Processing (NLP) approaches for the purpose of improving market prediction. The purpose of this research is to investigate the potential of natural language processing (NLP) to improve the accuracy and efficiency of sentiment analysis. This is in response to the complex structure of financial markets and the crucial role that sentiment plays. The examination of the relevant literature highlights the limits of traditional methods and the urgent need for creative solutions in the field of financial sentiment research. The approach that we use entails the careful collecting of data from social media and financial news, with a particular emphasis on the utilization of strong pre-processing tools. The research assesses the performance parameters of accuracy, precision, recall, and correlation with market trends by using natural language processing (NLP) technologies such as algorithms for sentiment analysis, Named Entity Recognition, and deep learning models. The findings include a comparative examination of conventional methods and those based on natural language processing (NLP), therefore revealing insights into the significant influence that sentiment has on market patterns. The results not only provide a contribution to the theoretical knowledge of sentiment research, but they also offer real consequences for financial analysts who are looking to make market forecasts that are more accurate and timelier. The research suggests ways for refinement, with an emphasis on enhanced pre-processing and Explainable AI integration. These tactics are being proposed to address issues in data quality and bias. When looking to the future, the study provides an overview of potential future paths, which include the investigation of external influences and the development of deep learning models for accurate market forecasting respectively. To summaries, the findings of this research establish natural language processing (NLP) as a revolutionary force in the process of redefining financial sentiment analysis. Furthermore, it offers a path for future developments in the ever-changing world of market prediction.

News-driven stock market index prediction based on trellis network and sentiment attention mechanism

Applying deep learning, especially time series neural network, to stock market prediction, has become one of the important applications in the quantitative finance field. However, due to the multi-correlation and volatility of the stock market, how to timely and accurately predict it has become a challenging issue. In order to cope with this challenge, a news-driven stock market index prediction model based on TrellisNet and a sentiment attention mechanism (SA-TrellisNet) is proposed. A sentiment analysis model based on CNN and LSTM is presented to obtain the sentiment index of massive news crawled from authoritative financial websites. Furthermore, a sentiment attention mechanism is designed for data fusion of stock data and news sentiment index as the input of the simple and efficient TrellisNet network for model training and prediction. The performance of our model is systematically evaluated using seven major international stock market indices including S&P500, NYSE, DJI, NASDAQ, FTSE 100, Nikkei 225 and SSE, and comparative experiments demonstrate that SA-TrellisNet is competitive to the other state-of-the-art methods in predicting stock market indices.

Towards efficient similarity embedded temporal Transformers via extended timeframe analysis

Price prediction remains a crucial aspect of financial market research as it forms the basis for various trading strategies and portfolio management techniques. However, traditional models such as ARIMA are not effective for multi-horizon forecasting, and current deep learning approaches do not take into account the conditional heteroscedasticity of financial market time series. In this work, we introduce the similarity embedded temporal Transformer (SeTT) algorithms, which extend the state-of-the-art temporal Transformer architecture. These algorithms utilise historical trends in financial time series, as well as statistical principles, to enhance forecasting performance. We conducted a thorough analysis of various hyperparameters including learning rate, local window size, and the choice of similarity function in this extension of the study in a bid to get optimal model performance. We also experimented over an extended timeframe, which allowed us to more accurately assess the performance of the models in different market conditions and across different lengths of time. Overall, our results show that SeTT provides improved performance for financial market prediction, as it outperforms both classical financial models and state-of-the-art deep learning methods, across volatile and non-volatile extrapolation periods, with varying effects of historical volatility on the extrapolation. Despite the availability of a substantial amount of data spanning up to 13 years, optimal results were primarily attained through a historical window of 1–3 years for the extrapolation period under examination.