Forecasting the Opening and Closing Price Trends of Stock Using Hybrid Models and Artificial Intelligence Algorithm

被引:0
|
作者
Thuan, Nguyen Dinh [1 ]
Nhut, Nguyen Minh [1 ]
Huong, Nguyen Thi Viet [1 ]
Uyen, Dang Vu Phuong [1 ]
机构
[1] VNU HCM, Univ Informat Technol, Ho Chi Minh City, Vietnam
关键词
DJIA prediction; TSLA prediction; META prediction; Artificial intelligence; Deep learning; Machine learning; ARIMA; SVR; LR; GRU; Hybrid model;
D O I
10.1007/978-981-19-8069-5_36
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The stock has been a long-standing and potential investment field until now, attracting much investment in this field every year. In particular, favorite stocks such as Dow Jones Industrial Average (DJIA), Tesla Inc (TSLA), and Meta Platforms Inc (META) have attracted many investments in recent years. The volatility of stock prices is very unpredictable, causing many difficulties for investors in this field. Furthermore, this study uses artificial intelligence models such as Autoregressive Integrated Moving Average (ARIMA), Support Vector Regression (SVR), Linear Regression (LR), and Gated Recurrent Unit (GRU) to predict closing prices and opening prices of three stock DJIA, TSLA, and META. Furthermore, proposing hybrid methods of the above models to improve and improve the accuracy of stock price prediction. The comparison results will be based on three evaluation parameters: RMSE, MAE, and MAPE.
引用
收藏
页码:532 / 546
页数:15
相关论文
共 50 条
  • [1] Forecasting of Stock Trend and Price using Machine Intelligence LSTM and GRU Models
    Momaya, Hitesh
    Patel, Venus
    Momaya, Vansh
    [J]. ViTECoN 2023 - 2nd IEEE International Conference on Vision Towards Emerging Trends in Communication and Networking Technologies, Proceedings, 2023,
  • [2] Stock Price Forecasting: Hybrid Model of Artificial Intelligent Methods
    Wu, Chong
    Luo, Peng
    Li, Yongli
    Wang, Lu
    Chen, Kun
    [J]. INZINERINE EKONOMIKA-ENGINEERING ECONOMICS, 2015, 26 (01): : 40 - 48
  • [3] Hybrid models for intraday stock price forecasting based on artificial neural networks and metaheuristic algorithms *
    Chandar, Kumar S.
    [J]. PATTERN RECOGNITION LETTERS, 2021, 147 : 124 - 133
  • [4] Forecasting Stock Exchange Movements Using Artificial Neural Network Models and Hybrid Models
    Guresen, Erkam
    Kayakutlu, Guelguen
    [J]. INTELLIGENT INFORMATION PROCESSING IV, 2008, : 129 - 137
  • [5] Hybrid learning fuzzy neural models in stock price forecasting
    Pai, Ping-Feng
    Chang, Ping-Teng
    Lin, Kuo-Ping
    Hongg, Wei-Chiang
    [J]. JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES, 2005, 26 (03): : 495 - 508
  • [6] Visualization and forecasting of stock's closing price using machine learning
    Gupta, Aditi
    Akansha
    Joshi, Khushboo
    Patel, Madhu
    Pratap, Vibha
    [J]. MULTIMEDIA TOOLS AND APPLICATIONS, 2024, 83 (29) : 72471 - 72489
  • [7] Stock Closing Price Forecasting Using Ensembles of Constructive Neural Networks
    Joao, R. S.
    Guidoni, T. F.
    Bertini, J. R., Jr.
    Nieoletti, M. C.
    Artero, A. O.
    [J]. 2014 BRAZILIAN CONFERENCE ON INTELLIGENT SYSTEMS (BRACIS), 2014, : 109 - 114
  • [8] Artificial intelligence hybrid models for improving forecasting accuracy
    Zougagh, Nisrine
    Charkaoui, Abdelkabir
    Echchatbi, Abdelwahed
    [J]. 12TH INTERNATIONAL CONFERENCE ON AMBIENT SYSTEMS, NETWORKS AND TECHNOLOGIES (ANT) / THE 4TH INTERNATIONAL CONFERENCE ON EMERGING DATA AND INDUSTRY 4.0 (EDI40) / AFFILIATED WORKSHOPS, 2021, 184 : 817 - 822
  • [9] Daily electricity price forecasting using artificial intelligence models in the Iranian electricity market
    Heidarpanah, Mohammadreza
    Hooshyaripor, Farhad
    Fazeli, Meysam
    [J]. ENERGY, 2023, 263
  • [10] Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange
    Dutta, Goutam
    Jha, Pankaj
    Laha, Arnab Kumar
    Mohan, Neeraj
    [J]. JOURNAL OF EMERGING MARKET FINANCE, 2006, 5 (03) : 283 - 295