StockPred: a framework for stock Price prediction

被引:15
|
作者
Sharaf, Marwa [1 ]
Hemdan, Ezz El-Din [1 ]
El-Sayed, Ayman [1 ]
El-Bahnasawy, Nirmeen A. [1 ]
机构
[1] Menoufia Univ, Fac Elect Engn, Dept Comp Sci & Engn, Menoufia, Egypt
关键词
Machine learning; Deep learning; LSTM; CNN; SVM; Stock sentiment analysis; Financial data; And prediction; EMPIRICAL MODE DECOMPOSITION; SUPPORT VECTOR REGRESSION; BIDIRECTIONAL LSTM; SVR;
D O I
10.1007/s11042-021-10579-8
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Recently, Stock Price prediction becomes a significant practical aspect of the economic arena. The stock price prediction is generally considered as one of the most exciting challenges due to the noise and volatility characteristics of stock market behavior. Therefore, this paper proposes a framework to address these challenges and efficiently predicting stock price using learning models such as Long Short Term Memory (LSTM), Convolutional Neural Network (CNN), Support Vector Machine (SVM), Linear Regression, Logistic Regression, K-Neighbors, Decision Tree, Random Forest, Stacked-LSTM, and Bidirectional-LSTM. Numerous experiments with different scenarios are performed to evaluate the projected framework with the stock price dataset. The results demonstrate that the applied models within the framework such as the CNN model outperformed the other models in stock price prediction at different circumstances based on several evaluation metrics like R-Square (R2), Root Mean Square Error (RMSE), Root Mean Square (RMS), Mean Square Error (MSE), Mean Average Error (MAE) and Mean Average Percentage Error (MAPE).
引用
收藏
页码:17923 / 17954
页数:32
相关论文
共 50 条
  • [1] StockPred: a framework for stock Price prediction
    Marwa Sharaf
    Ezz El-Din Hemdan
    Ayman El-Sayed
    Nirmeen A. El-Bahnasawy
    [J]. Multimedia Tools and Applications, 2021, 80 : 17923 - 17954
  • [2] A deep learning based hybrid framework for stock price prediction
    Mundra, Ankit
    Mundra, Shikha
    Verma, Vivek Kumar
    Srivastava, Jai Shankar
    [J]. JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2020, 38 (05) : 5949 - 5956
  • [3] STOCK PRICE PREDICTION
    Adams, William
    [J]. COMPUTER, 2010, 43 (03) : 8 - 8
  • [4] Development of a Stock Price Prediction Framework for Intelligent Media and Technical Analysis
    Mndawe, Sibusiso T.
    Paul, Babu Sena
    Doorsamy, Wesley
    [J]. APPLIED SCIENCES-BASEL, 2022, 12 (02):
  • [5] A TOPSIS-ELM framework for stock index price movement prediction
    Samal, Sidharth
    Dash, Rajashree
    [J]. Intelligent Decision Technologies, 2021, 15 (02) : 201 - 220
  • [6] A TOPSIS-ELM framework for stock index price movement prediction
    Samal, Sidharth
    Dash, Rajashree
    [J]. INTELLIGENT DECISION TECHNOLOGIES-NETHERLANDS, 2021, 15 (02): : 201 - 220
  • [7] Automated Stock Price Prediction and Trading Framework for Nifty Intraday Trading
    Bhat, Aparna Anant
    Kamath, Sowmya S.
    [J]. 2013 FOURTH INTERNATIONAL CONFERENCE ON COMPUTING, COMMUNICATIONS AND NETWORKING TECHNOLOGIES (ICCCNT), 2013,
  • [8] The Analysis and Prediction of Stock Price
    Xing, Tao
    Sun, Yuan
    Wang, Qian
    Yu, Guo
    [J]. 2013 IEEE INTERNATIONAL CONFERENCE ON GRANULAR COMPUTING (GRC), 2013, : 368 - 373
  • [9] Stock price prediction based on stock price synchronicity and deep learning
    Jing, Nan
    Liu, Qi
    Wang, Hefei
    [J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2021, 8 (02)
  • [10] Deep Learning-based Integrated Framework for stock price movement prediction
    Zhao, Yanli
    Yang, Guang
    [J]. APPLIED SOFT COMPUTING, 2023, 133