Stock Price Prediction Research Articles

Real-Time Stock Forecasting: Leveraging Live Data and Advanced Algorithms for Accurate Predictions

This groundbreaking research introduces an innovative stock market prediction methodology that integrates financial modeling, machine learning, and real-time data analysis. Anchored in a deep understanding of stock market dynamics, including economic statistics, company performance, and market sentiment, our approach employs natural language processing (NLP) and predictive modeling to analyze live data for accurate stock price predictions. The method involves collecting and preprocessing a dynamic dataset enriched with financial indicators and historical stock prices. Utilizing Long Short-Term Memory (LSTM) algorithms, our model exhibits an impressive 96% accuracy in forecasting stock movements, showcasing adaptability to diverse market scenarios and responsiveness to economic factors and sentiment shifts. The incorporation of live data proves pivotal in providing timely insights for informed decision-making, establishing our model as a valuable tool for navigating the complexities of the modern financial landscape.

ARIMA-GARCH MODEL IN OVERCOMING HETEROSCHEDSDATICITY IN STOCK PRICE PREDICTION (CASE STUDY: PT INDOFOOD, TBK (INDF))

Ensuring access to future stock price information holds significant weight for investors in formulating investment strategies. The Indonesian capital market serves pivotal economic and financial roles within the economy, offering various instruments, such as stocks. Among these, blue-chip stocks are recognized for their minimal risk exposure. The impact of the COVID-19 pandemic is anticipated to influence stock price dynamics, including those of blue-chip stocks. Statistical methodologies, such as Autoregressive Integrated Moving Average (ARIMA), are commonly utilized for stock price prediction. However, the efficacy of ARIMA is contingent upon the fulfillment of homoscedasticity assumptions. Failure to meet this assumption due to fluctuating stock price developments poses a challenge. Consequently, an ARIMA-GARCH hybrid model has been developed to address heteroskedasticity concerns in stock price forecasting. This study focuses on INDF stock data, exemplifying a blue-chip stock with positive performance. Results indicate that combining ARIMA-GARCH models, particularly the ARIMA(0,1,3)-GARCH(1,3) model, yields optimal predictions for subsequent stock prices. The MAPE value of the ARIMA-GARCH model stands at 1.41%, indicating superior performance compared to standalone ARIMA modeling. These findings are expected to serve as a valuable resource for investors navigating investment decisions.

Stock Market Prediction Using Machine Learning Techniques

The stock market is a very important activity in the finance business. Its demand is consistently growing. Stock market prediction is the process of determining the future value of company stock or other financial instruments traded on a financial exchange. For some decades Artificial Neural Network (ANN), which is one intelligent data mining technique has been used for Stock Price Prediction. It has been trusted as the most accurate consideration. This paper surveys different machine learning models for stock price prediction. We have trained the available stockdataofAmericanAirlinesforthisproject.Th eprogramminglanguagethatwe have used in this paper is Python. The Machine Learning (ML) models used in this project are Decision Tree (DT), Support Vector Regression (SVR), Random Forest (RF),and ANN. The datahereissplitinto70%fortrainingand30%fort esting.The dataset contains stock data for the last 5 years. From the simulation results, it is shown that Random Forest performs better as compared to others. Thus, it can be used in the real-time implementation. Keywords Machine Learning, Stock Price, Prediction, American Airlines, Support Vector Machine (SVR), Artificial Neural Network (ANN), Random Forest (RF), Decision Tree (DT).

Hybrid machine learning for stock price prediction in the Moroccan banking sector

Analyzing historical stock market data using machine-learning techniques is crucial for data scientists and researchers to optimize stock price prediction models. This study uses machine learning regression algorithms and feature selection methods to optimize a simulated stock price prediction model using real historical data from Bank of Africa, a Moroccan bank. The approach compares multiple supervised regression algorithms, such as linear regression, extreme gradient boosting, ordinary least squared, random forest regressor, a linear least-squares L2-regularized, epsilon-support vector regression, and linear support vector regression. Each of these algorithms is associated with different feature selection algorithms to improve the performance of the prediction model. The analysis results revealed that hybridizing algorithms between the highest score percentiles, univariate linear regression, and linear support vector regression perform better according to the root mean squared error and R2-Score measures. This approach overcomes the problems associated with high-dimensional data by reducing the number of features and improving prediction accuracy.

Revolutionizing Stock Price Prediction Using LSTM

Revolutionizing Stock Price Prediction Using LSTM

Evaluating the machine learning models based on natural language processing tasks

<span lang="EN-US">In the realm of natural language processing (NLP), a diverse array of language models has emerged, catering to a wide spectrum of tasks, ranging from speaker recognition and auto-correction to sentiment analysis and stock prediction. The significance of language models in enabling the execution of these NLP tasks cannot be overstated. This study proposes an approach to enhance accuracy by leveraging a hybrid language model, combining the strengths of long short-term memory (LSTM) and gated recurrent unit (GRU). LSTM excels in preserving long-term dependencies in data, while GRU's simpler gating mechanism expedites the training process. The research endeavors to evaluate four variations of this hybrid model: LSTM, GRU, <a name="_Hlk158992630"></a>bidirectional long short-term memory (Bi-LSTM), and a combination of LSTM with GRU. These models are subjected to rigorous testing on two distinct datasets: one focused on IBM stock price prediction, and the other on Jigsaw toxic comment classification (sentiment analysis). This work represents a significant stride towards democratizing NLP capabilities, ensuring that even in resource-constrained settings, NLP models can exhibit improved performance. The anticipated implications of these findings span a wide spectrum of real-world applications and hold the potential to stimulate further research in the field of NLP. </span>

Stacked BI-LSTM and E-Optimized CNN-A Hybrid Deep Learning Model for Stock Price Prediction

Stacked BI-LSTM and E-Optimized CNN-A Hybrid Deep Learning Model for Stock Price Prediction

Stock market prediction employing ensemble methods: the Nifty50 index

<span lang="EN-US">Accurately forecasting stock fluctuations can yield high investment returns while minimizing risk. However, market volatility makes these projections unlikely. As a result, stock market data analysis is significant for research. Analysts and researchers have developed various stock price prediction systems to help investors make informed judgments. Extensive studies show that machine learning can anticipate markets by examining stock data. This article proposed and evaluated different ensemble learning techniques such as max voting, bagging, boosting, and stacking to forecast the Nifty50 index efficiently. In addition, an embedded feature selection is performed to choose an optimal set of fundamental indicators as input to the model, and extensive hyperparameter tuning is applied using grid search to each base regressor to enhance performance. Our findings suggest the bagging and stacking ensemble models with random forest (RF) feature selection offer lower error rates. The bagging and stacking regressor model 2 outperformed all other models with the lowest root mean square error (RMSE) of 0.0084 and 0.0085, respectively, showing a better fit of ensemble regressors. Finally, the findings show that machine learning algorithms can help fundamental analyses make stock investment decisions.</span>

Stock Prediction using LSTM Technique

Abstract: We attempt to use a machine learning approach to anticipate stock prices in this project. Whenit comes to stock price predictions, machine learning works well. The goal is to forecast future stock prices. make more accurate and better investment decisions We propose incorporating mathematical functions into stock prices. To arrive at an acceptable timescale, examine the prediction system, machine learning, and other external factors. delivers accurate stock predictions and lucrative trades There are some There are two types of stocks. Day trading is another name forintraday trading. The phrase "day trading"was thrown around. Interday traders invest in a diverse range ofassets. at least one day after another, and frequently forseveral days or weeks, LSTMs are quite effective in solving sequence prediction problems.because they maystore information from the past.

Risk Management With S&P 500 Stock Price Regression Forecast

For short-term stock market traders who trade with large amounts of capital within a short time frame, having the analytical tool to predict stock price is crucial for the risk management and planning of entry and exit. While retail traders rely on the visualizations of technical indicators to anticipate general price direction and trend lines to estimate areas of concentrated demand or supply, multiple regression modeling uses known quantifiable indices whose functions are based on historical prices of an equity to yield a concise price prediction. This study aims to build an accessible and accurate model for retail traders without advanced software. In order to do that, we must optimize the quality of forecast while minimizing the number of independent variables. Through multiple linear regression and forward stepwise regression, we isolated 3 key variables – the daily closing price, Nasdaq 10-day moving average, and the Dow intraday average – which, when combined again in multiple regression, would produce a model with a multiple-R of 0.9995 and a low standard error of 2.44556268.

Stock Market Prediction

The prediction of stock market trends is a challenging yet critical task in the financial sector, given its significant implications for investors, traders, and financial institutions. This research leverages the Long Short-Term Memory (LSTM) algorithm, a type of recurrent neural network (RNN), to develop a robust model for forecasting stock prices. The study utilizes historical stock market data sourced from Yahoo Finance, accessed via the yfinance package in Python. The primary objectives are to preprocess the data, implement the LSTM model, and evaluate its performance against traditional models such as Random Forest and Linear Regression. Data preprocessing involved handling missing values, normalizing the dataset, and transforming it into sequences suitable for LSTM training. The model's architecture includes multiple LSTM layers designed to capture temporal dependencies in the data. The study evaluates the model's performance using metrics such as Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and prediction accuracy. Comparative analysis shows that the LSTM model outperforms both Random Forest and Linear Regression models, with lower MSE and RMSE values and higher accuracy in predicting stock prices. This research discovered that LSTM's ability to retain long-term dependencies makes it particularly effective for stock market prediction, where historical trends and patterns significantly influence future prices. The results indicate that the LSTM model provides more reliable and precise predictions, which can enhance decision-making in trading and investment. This research highlights the potential of advanced neural network architectures in financial forecasting, offering a valuable tool for investors aiming to optimize their strategies and mitigate risks. The significance of this study lies in its practical application in the financial industry, demonstrating that machine learning models, particularly LSTM, can substantially improve the accuracy of stock market predictions. Future research could explore the integration of additional features, such as macroeconomic indicators and sentiment analysis, to further enhance model performance. This study underscores the importance of continuous innovation and the adoption of sophisticated algorithms to navigate the complexities of financial markets.

Working of Stock Price Prediction Using LSTM

Our proposal centers on the development of a robust tool designed to forecast stock prices by leveraging a sophisticated combination of advanced techniques. We're merging spatial features, which essentially encapsulate the distinctive attributes of individual stocks, with the powerful capabilities of long-and-short-term memory networks (LSTM). These networks excel at recognizing and interpreting patterns and trends over extended periods. By integrating these two elements, our model gains the ability to capture both short-lived fluctuations and enduring trends within stock prices.This fusion of spatial features and LSTM networks represents a significant advancement in stock price prediction methodologies. We're confident that this innovative approach will surpass existing methods in terms of accuracy and reliability. To validate our confidence, we're conducting rigorous testing and refinement of the system using diverse sets of data. This ensures that our model performs effectively across various market conditions and scenarios, thereby instilling trust among investors seeking dependable insights into stock market trends. Key Word: Long and Short-Term Memory, Time-Series Data, Yahoo Finance.

Long Short Term Memory Method and Social Media Sentiment Analysis for Stock Price Prediction

The stock market is a complex arena of interest yet uncertainty. Trading stocks, binaries, gold, and bitcoin is growing in popularity, but is prone to price fluctuations influenced by economic and political factors. Social media, particularly Twitter, is where views on companies are shared. Social media sentiment analysis can provide additional insights to evaluate potential future stock price movements, preventing unwanted speculation. The purpose of this research is to develop a Tesla stock price prediction model by integrating the Long Short-Term Memory (LSTM) method and social media sentiment analysis from Twitter to improve prediction accuracy. Stock price data is obtained from Kaggle and Twitter sentiment data is processed through pre-processing. Evaluation values such as Mean Squared Error (MSE) and Root Mean Squared Error (RMSE) are lower in the model with sentiment indicating the ability of the model to more accurately model the dynamics of stock price movements. Lower MSE and RMSE indicate that the model's predictions are closer to the true values, and therefore, the model can be considered more reliable in projecting future stock price changes. These results provide support for the use of Twitter sentiment analysis as a useful source of additional information in improving the prediction accuracy of LSTM regression models in the context of stock market analysis

Unleashing the Power of Tweets and News in Stock-Price Prediction Using Machine-Learning Techniques

Price prediction tools play a significant role in small investors’ behavior. As such, this study aims to propose a method to more effectively predict stock prices in North America. Chiefly, the study addresses crucial questions related to the relevance of news and tweets in stock-price prediction and highlights the potential value of considering such parameters in algorithmic trading strategies—particularly during times of market panic. To this end, we develop innovative multi-layer perceptron (MLP) and long short-term memory (LSTM) neural networks to investigate the influence of Twitter count (TC), and news count (NC) variables on stock-price prediction under both normal and market-panic conditions. To capture the impact of these variables, we integrate technical variables with TC and NC and evaluate the prediction accuracy across different model types. We use Bloomberg Twitter count and news publication count variables in North American stock-price prediction and integrate them into MLP and LSTM neural networks to evaluate their impact during the market pandemic. The results showcase improved prediction accuracy, promising significant benefits for traders and investors. This strategic integration reflects a nuanced understanding of the market sentiment derived from public opinion on platforms like Twitter.

Stock Price Prediction Using LSTM Algorithm

ock price prediction is a challenging task due to the volatile and non-linear nature of the financial markets. This paper explores the application of the Long Short-Term Memory (LSTM) neural network, a type of Recurrent Neural Network (RNN), for predicting stock prices. The study demonstrates the effectiveness of LSTM in capturing the temporal dependencies in stock price data, comparing its performance with traditional models.

Analytical detection of “ Smart Stock Trading System” utilizing AI-model

In the realm of finance, stock trading stands out as one of the most significant activities. Predicting stock prices involves analyzing available market data to forecast the future value of a particular stock or share. In our research, we developed a machine learning model along with LSTM (Long Short-Term Memory) to predict stock prices. Our model follows the 70:30 principle, allowing the model to improve its accuracy over time. We collected a decade's worth of data from Yahoo Finance and employed customized feature engineering and deep learning techniques to analyze the stock market trends. Our approach has shown promising accuracy in predicting stock market trends. By carefully optimizing prediction term lengths, feature engineering methods, and data preprocessing techniques, our work contributes to advancing research in both financial analysis and technical modeling within the stock market domain. Keywords— LSTM, Machine learning, RNN, Data Prediction, finance, linear regression.

Comparison of Regressions and Multi-feature LSTM in Stock Price Prediction for Top Car Companies

Comparison of Regressions and Multi-feature LSTM in Stock Price Prediction for Top Car Companies

Research on Stock Price Prediction Based on LSTM Model and Random Forest

In this study, cutting-edge methods of applying deep learning techniques to stock market predictions were explored, specifically focusing on the stock data of Tesla Inc. Long Short-Term Memory networks (LSTMs), an advanced form of Recurrent Neural Networks (RNNs) capable of effectively addressing the issues of vanishing and exploding gradients that traditional RNNs face, were employed. This enhances the model's learning capability and predictive accuracy for time series data. The innovation of this research lies in the integration of the LSTM model with the Random Forest algorithm, forming a hybrid model aimed at leveraging the complementary strengths of both models to improve the accuracy of stock price predictions. Through empirical analysis of Tesla's stock data, it was found that the hybrid model outperformed the individual LSTM model. This result not only proved the effectiveness of LSTMs in handling complex time series prediction problems but also demonstrated the potential of enhancing predictive performance by integrating different types of models. The findings offer a new perspective for financial market analysis and prediction, especially in the use of deep learning technologies for stock price forecasting. They provide valuable references for future research and practice in this field. Further investigations could explore the applicability of this hybrid approach to other financial instruments and markets.

Prediction of Stock Price Volatility Using the Long Short Term Memory (LSTM) Model for Investment Portfolio Selection Strategy

Volatility is an important variable in financial data models. Predicting volatility in financial data is helpful for investors to make good decisions to reduce risk and to gain investment returns. In predicting volatility, many researchers have conducted research in building prediction models using data mining. This research uses a deep learning algorithm, namely Long Short Term Memory (LSTM) which has high accuracy compared to other models. The research aims to predict stock price volatility and for investment portfolio selection. The object of this study is the historical stock price of PT. Unilever Indonesia Tbk. (UNVR), PT. Fast Food Indonesia Tbk. (FAST) which manages KFC and PT. MAP Boga Adiperkasa Tbk. (MAPB) which manages Starbucks in the period 2023 to 2024, when there was a boycott caused by the war between countries that occurred in the Middle East. The data is analysed using the LSTM model where stock price volatility was determined by the variance of the return and log return on the next seven days, then using LSTM the stock price volatility data was predicted. The results show that the MSE and RMSE values are very small, which means that the volatility prediction results are almost the same as the actual data. And the average volatility prediction results in UNVR stock of 0.00841, MAPB stock of 0.01717, and FAST stock of 0.01323. From these results can be used as a reference for the selection of investment portfolios.

Web Application for Company Stock Price Prediction

This study contributes to predicting stock prices. In this paper, we have provided a novel machine learning and deep learning technique for stock prediction, which capitalizes on the complex emotional patterns of investors that can be extracted from Twitter data. By joining two separate datasets, such as Twitter sentiments and the associated stock prices, we have applied complex algorithms and evaluated this method, which classifies a user’s sentiment into a positive and negative one. It was possible to address the complexity of investor behavior within the highly unstable stock market environment. One of the most important problems that are encountered by developers is gaining the possibility to properly capture stock price fluctuations in the temporal dimension. It implies the necessity to utilize such reliable evaluation metrics as precision-recall factors for classification purpose and root mean squared error for regression purpose. by using these metrics, the performance of the predictive model can be evaluated in detail, which allows to draw meaningful permanent conclusions within the context of how well it reflects the complex relationship between investor sentiment and market dynamics. The results of the evaluation conducted as part of the process of validating the proposed hypothesis show that, indeed, the predictive accuracy improves significantly from the use of machine learning and deep learning algorithms if paired with Twitter users’ emotional sentiment data. This combination enhances the predictive capacity of the model and provides meaningful insights into how the changes in stock prices are impacted by the sentiment of investors. Moreover, in the process of this study, the explanation and detail consideration of the algorithms for feature engineering and data processing were provided, which stands crucial for increasing the predictive model’s accuracy The study has a valuable implication for both the financial analysis and technical spheres due to the resolution of these methods and presents a model for further research activities in stock prediction. To conclude, this interdisciplinary strategy that combines sentiment analysis and stock prediction not only advances our understanding of the investor behavior but also brings the opportunity for novel applications in the emerging field at the juncture of technology and finance. As a result, the current research sheds light on the intricate connection between the dynamics of the stock market and investor sentiment, thus offering new insights that can better inform predictive modeling research in the financial industry.