Stock Market Prediction Using LSTM Recurrent Neural Network

被引:140
|
作者
Moghar, Adil [1 ]
Hamiche, Mhamed [1 ]
机构
[1] Univ Abdelmalek Essaadi, Tetouan, Morocco
关键词
Recurrent Neural Network; Long Short-Term Memory; Stock Market; forecasting; prediction;
D O I
10.1016/j.procs.2020.03.049
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
It has never been easy to invest in a set of assets, the abnormally of financial market does not allow simple models to predict future asset values with higher accuracy. Machine learning, which consist of making computers perform tasks that normally requiring human intelligence is currently the dominant trend in scientific research. This article aims to build a model using Recurrent Neural Networks (RNN) and especially Long -Short Term Memory model (LSTM) to predict future stock market values. The main objective of this paper is to see in which precision a Machine learning algorithm can predict and how much the epochs can improve our model. (C) 2020 The Authors. Published by Elsevier B.V.
引用
收藏
页码:1168 / 1173
页数:6
相关论文
共 50 条
  • [1] Stock Market Prediction using Recurrent Neural Network's LSTM Architecture
    Sutradhar, Koushik
    Sutradhar, Sourav
    Jhimel, Iqbal Ahmed
    Gupta, Suneet Kumar
    Khan, Mohammad Monirujjaman
    [J]. 2021 IEEE 12TH ANNUAL UBIQUITOUS COMPUTING, ELECTRONICS & MOBILE COMMUNICATION CONFERENCE (UEMCON), 2021, : 541 - 547
  • [2] Stock Market Prediction Using LSTM
    Kothari, Abhishek
    Kulkarni, Atharv
    Kohade, Tejas
    Pawar, Chetan
    [J]. SMART TRENDS IN COMPUTING AND COMMUNICATIONS, VOL 3, SMARTCOM 2024, 2024, 947 : 143 - 164
  • [3] Prediction of stock return by LSTM neural network
    Qiao, Risheng
    Chen, Weike
    Qiao, Yongsheng
    [J]. APPLIED ARTIFICIAL INTELLIGENCE, 2022, 36 (01)
  • [4] Stock Market Prediction by Using Artificial Neural Network
    Yetis, Yunus
    Kaplan, Halid
    Jamshidi, Mo
    [J]. 2014 WORLD AUTOMATION CONGRESS (WAC): EMERGING TECHNOLOGIES FOR A NEW PARADIGM IN SYSTEM OF SYSTEMS ENGINEERING, 2014,
  • [5] Prediction of Air Quality Using LSTM Recurrent Neural Network
    Raheja, Supriya
    Malik, Sahil
    [J]. INTERNATIONAL JOURNAL OF SOFTWARE INNOVATION, 2022, 10 (01)
  • [6] The Prediction Stock Market Price Using LSTM
    Barik, Rhada
    Baina, Amine
    Bellafkih, Mostafa
    [J]. EMERGING TRENDS IN INTELLIGENT SYSTEMS & NETWORK SECURITY, 2023, 147 : 444 - 453
  • [7] A Stock Market Prediction Model using Artificial Neural Network
    Abhishek, Kumar
    Khairwa, Anshul
    Pratap, Tej
    Prakash, Surya
    [J]. 2012 THIRD INTERNATIONAL CONFERENCE ON COMPUTING COMMUNICATION & NETWORKING TECHNOLOGIES (ICCCNT), 2012,
  • [8] Stock Market Index Prediction Using Artificial Neural Network
    Al-Akashi, Falah Hassan Ali
    [J]. JOURNAL OF INFORMATION TECHNOLOGY RESEARCH, 2022, 15 (01)
  • [9] Stock Market Trend Prediction Using Recurrent Convolutional Neural Networks
    Xu, Bo
    Zhang, Dongyu
    Zhang, Shaowu
    Li, Hengchao
    Lin, Hongfei
    [J]. NATURAL LANGUAGE PROCESSING AND CHINESE COMPUTING, NLPCC 2018, PT II, 2018, 11109 : 166 - 177
  • [10] STOCK PRICE PREDICTION ON INDONESIA STOCK MARKET WITH THE INFLUENCE OF EXTERNAL FACTORS USING RECURRENT NEURAL NETWORK WITH ATTENTION MECHANISM
    Hadrian
    Kusuma, Gede Putra
    [J]. COMMUNICATIONS IN MATHEMATICAL BIOLOGY AND NEUROSCIENCE, 2023,