Utilising Deep Learning and Machine Learning Concepts to Forecast Share Trading Changes

  • Deepa K.R Department of Master of Computer Applications Department, RajaRajeswari College of Engineering, Bengaluru
  • Amrutha S Department of Master of Computer Applications Department, RajaRajeswari College of Engineering, Bengaluru

Abstract

Due to a variety of deciding factors, The way the stock exchange fluctuates haslong been unclear to investors. In this work, deep learning and machine learning techniques are used. to drastically lower the risk associated with trend prediction. Four categories of stock markets, include diversified financials,petroleum, non-metallic The Tehran Stock Exchange's minerals and metals of base are picked for experimental evaluations. Nine AdaptiveBoosting(Naive Bayes, K-Nearest Neighbours, Logistic Regression, eXtreme gradient booster, a Support Vector Classifier, Adaboost, XGBoost, ANN) and two. effective deep learning techniques (Long Short-term Memory (LTM) Additionally, Recurrent Neural Networks (RNN)memory (LSTM).Ten Our values for input are technical indices derived Ten years' worth of prior data information, and two methods are intended to: foremploying them.First, The signals are created utilising constant information from stock trading values, which is transformed prior use, binary data. Each model for prediction depends on the data input techniques, and assessed using three metrics. The assessment findings show that for continuous data, LSTM and RNN beat additional forecasting techniques significantly. Additionally, findings indicate that such Although deep learning approaches are the best for evaluating binary data, the difference becomes less important due to the second method's significantly improved model performance.

Published
2023-07-01
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