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.
引用
收藏
页数:36
相关论文
共 50 条
  • [31] Stock Market Prediction Using Machine Learning(ML)Algorithms
    Ghani, M. Umer
    Awais, M.
    Muzammul, Muhammad
    [J]. ADCAIJ-ADVANCES IN DISTRIBUTED COMPUTING AND ARTIFICIAL INTELLIGENCE JOURNAL, 2019, 8 (04): : 97 - 116
  • [32] Survey of Stock Market Prediction Using Machine Learning Approach
    Sharma, Ashish
    Bhuriya, Dinesh
    Singh, Upendra
    [J]. 2017 INTERNATIONAL CONFERENCE OF ELECTRONICS, COMMUNICATION AND AEROSPACE TECHNOLOGY (ICECA), VOL 2, 2017, : 506 - 509
  • [33] FORECASTING STOCK MARKET INDICES USING MACHINE LEARNING ALGORITHMS
    Zmuk, Berislav
    Josic, Hrvoje
    [J]. INTERDISCIPLINARY DESCRIPTION OF COMPLEX SYSTEMS, 2020, 18 (04) : 471 - 489
  • [34] Gradient Boosting Machine and Deep Learning Approach in Big Data Analysis: A Case Study of the Stock Market
    Shrivastav, Lokesh Kumar
    Kumar, Ravinder
    [J]. JOURNAL OF INFORMATION TECHNOLOGY RESEARCH, 2022, 15 (01)
  • [35] Stock Market PredictionWeb Service Using Deep Learning by LSTM
    Hasan, Mohammad Mahabubul
    Roy, Pritom
    Sarkar, Sabbir
    Khan, Mohammad Monirujjaman
    [J]. 2021 IEEE 11TH ANNUAL COMPUTING AND COMMUNICATION WORKSHOP AND CONFERENCE (CCWC), 2021, : 180 - 183
  • [36] Stock Market Prediction with Deep Learning Using Financial News
    Gunduz, Hakan
    Yaslan, Yusuf
    Cataltepe, Zehra
    [J]. 2018 26TH SIGNAL PROCESSING AND COMMUNICATIONS APPLICATIONS CONFERENCE (SIU), 2018,
  • [37] Stock Market Trend Prediction Using Deep Learning Approach
    Al-Khasawneh, Mahmoud Ahmad
    Raza, Asif
    Khan, Saif Ur Rehman
    Khan, Zia
    [J]. COMPUTATIONAL ECONOMICS, 2024,
  • [38] Analysis of Stock Market Prediction Models Using Deep Learning
    Singh, Harmanjeet
    Shukla, Anand Kr
    [J]. BIOSCIENCE BIOTECHNOLOGY RESEARCH COMMUNICATIONS, 2021, 14 (09): : 74 - 80
  • [39] Forecasting of Stock Market by Combining Machine Learning and Big Data Analytics
    Dhas, J. L. Joneston
    Vigila, S. Maria Celestin
    Star, C. Ezhil
    [J]. SOFT COMPUTING SYSTEMS, ICSCS 2018, 2018, 837 : 385 - 395
  • [40] An Exploratory Study on the Complexity and Machine Learning Predictability of Stock Market Data
    Raubitzek, Sebastian
    Neubauer, Thomas
    [J]. ENTROPY, 2022, 24 (03)