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
  • [41] Machine learning techniques and data for stock market forecasting: A literature review
    Kumbure, Mahinda Mailagaha
    Lohrmann, Christoph
    Luukka, Pasi
    Porras, Jari
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2022, 197
  • [42] Ransomware Detection using Machine and Deep Learning Approaches
    Alsaidi, Ramadhan A. M.
    Yafooz, Wael M. S.
    Alolofi, Hashem
    Taufiq-Hail, Ghilan Al-Madhagy
    Emara, Abdel-Hamid M.
    Abdel-Wahab, Ahmed
    [J]. INTERNATIONAL JOURNAL OF ADVANCED COMPUTER SCIENCE AND APPLICATIONS, 2022, 13 (11) : 112 - 119
  • [43] Deep Learning Based Forecasting in Stock Market with Big Data Analytics
    Sismanoglu, Gozde
    Onde, Mehmet Ali
    Kocer, Furkan
    Sahingoz, Ozgur Koray
    [J]. 2019 SCIENTIFIC MEETING ON ELECTRICAL-ELECTRONICS & BIOMEDICAL ENGINEERING AND COMPUTER SCIENCE (EBBT), 2019,
  • [44] Stock Price Movements Classification Using Machine and Deep Learning Techniques-The Case Study of Indian Stock Market
    Naik, Nagaraj
    Mohan, Biju R.
    [J]. ENGINEERING APPLICATIONS OF NEURAL NETWORKSX, 2019, 1000 : 445 - 452
  • [45] A Machine Learning Method for Prediction of Stock Market Using Real-Time Twitter Data
    Albahli, Saleh
    Irtaza, Aun
    Nazir, Tahira
    Mehmood, Awais
    Alkhalifah, Ali
    Albattah, Waleed
    [J]. ELECTRONICS, 2022, 11 (20)
  • [46] Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications
    Sonkavde, Gaurang
    Dharrao, Deepak Sudhakar
    Bongale, Anupkumar M.
    Deokate, Sarika T.
    Doreswamy, Deepak
    Bhat, Subraya Krishna
    [J]. INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2023, 11 (03):
  • [47] Enhancing stock market anomalies with machine learning
    Vitor Azevedo
    Christopher Hoegner
    [J]. Review of Quantitative Finance and Accounting, 2023, 60 : 195 - 230
  • [48] Machine Learning Algorithms in Stock Market Prediction
    Potdar, Jayesh
    Mathew, Rejo
    [J]. PROCEEDING OF THE INTERNATIONAL CONFERENCE ON COMPUTER NETWORKS, BIG DATA AND IOT (ICCBI-2018), 2020, 31 : 192 - 197
  • [49] Enhancing stock market anomalies with machine learning
    Azevedo, Vitor
    Hoegner, Christopher
    [J]. REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2023, 60 (01) : 195 - 230
  • [50] MRI brain tumor detection using deep learning and machine learning approaches
    Anantharajan, Shenbagarajan
    Gunasekaran, Shenbagalakshmi
    Subramanian, Thavasi
    R, Venkatesh
    [J]. Measurement: Sensors, 2024, 31