Enabling business sustainability for stock market data using machine learning and deep learning approaches

被引:1
|
作者
Divyashree, S. [1 ]
Joshua, Christy Jackson [1 ]
Md, Abdul Quadir [1 ]
Mohan, Senthilkumar [2 ]
Abdullah, A. Sheik [1 ]
Mohamad, Ummul Hanan [3 ,4 ]
Innab, Nisreen [5 ]
Ahmadian, Ali [6 ,7 ]
机构
[1] Vellore Inst Technol, Sch Comp Sci Engn, Chennai 600127, India
[2] Vellore Inst Technol, Sch Informat Technol & Engn, Vellore 632014, India
[3] Univ Kebangsaan Malaysia, Inst Visual Informat, Bangi, Selangor, Malaysia
[4] Univ Kebangsaan Malaysia, iAI Res Grp, Bangi, Selangor, Malaysia
[5] AlMaarefa Univ, Coll Appl Sci, Dept Comp Sci & Informat Syst, Riyadh 13713, Saudi Arabia
[6] Mediterranea Univ Reggio Calabria, Decis Lab, I-89125 Reggio Di Calabria, Italy
[7] Istanbul Okan Univ, Fac Engn & Nat Sci, Istanbul, Turkiye
关键词
Random Forest; Multi-layer perceptron; Stock price prediction; Business decision making; MODELS;
D O I
10.1007/s10479-024-06118-x
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper introduces AlphaVision, an innovative decision support model designed for stock price prediction by seamlessly integrating real-time news updates and Return on Investment (ROI) values, utilizing various machine learning and deep learning approaches. The research investigates the application of these techniques to enhance the effectiveness of stock trading and investment decisions by accurately anticipating stock prices and providing valuable insights to investors and businesses. The study begins by analyzing the complexities and challenges of stock market analysis, considering factors like political, macroeconomic, and legal issues that contribute to market volatility. To address these challenges, we proposed the methodology called AlphaVision, which incorporates various machine learning algorithms, including Decision Trees, Random Forest, Na & iuml;ve Bayes, Boosting, K-Nearest Neighbors, and Support Vector Machine, alongside deep learning models such as Multi-layer Perceptron (MLP), Artificial Neural Networks, and Recurrent Neural Networks. The effectiveness of each model is evaluated based on their accuracy in predicting stock prices. Experimental results revealed that the MLP model achieved the highest accuracy of approximately 92%, outperforming other deep learning models. The Random Forest algorithm also demonstrated promising results with an accuracy of around 84.6%. These findings indicate the potential of machine learning and deep learning techniques in improving stock market analysis and prediction. The AlphaVision methodology presented in this research empowers investors and businesses with valuable tools to make informed investment decisions and navigate the complexities of the stock market. By accurately forecasting stock prices based on news updates and ROI values, the model contributes to better financial management and business sustainability. The integration of machine learning and deep learning approaches offers a promising solution for enhancing stock market analysis and prediction. Future research will focus on extracting more relevant financial features to further improve the model's accuracy. By advancing decision support models for stock price prediction, researchers and practitioners can foster better investment strategies and foster economic growth. The proposed model holds potential to revolutionize stock trading and investment practices, enabling more informed and profitable decision-making in the financial sector.
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收藏
页数:36
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