Stock market prediction using deep learning algorithms

作     者：Somenath Mukherjee Bikash Sadhukhan Nairita Sarkar Debajyoti Roy Soumil De 

作者机构：Nazrul Center of Social and Cultural StudiesKazi Nazrul UniversityAsansolIndia Department of Computer Science and EngineeringTechno International New Town(Techno India College of Technology)KolkataIndia 

出 版 物：《CAAI Transactions on Intelligence Technology》 (智能技术学报（英文）)

年 卷 期：2023年第8卷第1期

页      面：82-94页

核心收录：

学科分类：0810[工学-信息与通信工程] 1205[管理学-图书情报与档案管理] 08[工学] 081104[工学-模式识别与智能系统] 0839[工学-网络空间安全] 0835[工学-软件工程] 0811[工学-控制科学与工程] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：artificial neural network convolutional neural network nifty stock market 

摘      要：The Stock Market is one of the most active research areas,and predicting its nature is an epic necessity nowadays.Predicting the Stock Market is quite challenging,and it requires intensive study of the pattern of data.Specific statistical models and artificially intelligent algorithms are needed to meet this challenge and arrive at an appropriate solution.Various machine learning and deep learning algorithms can make a firm prediction with minimised error possibilities.The Artificial Neural Network(ANN)or Deep Feedforward Neural Network and the Convolutional Neural Network(CNN)are the two network models that have been used extensively to predict the stock market prices.The models have been used to predict upcoming days data values from the last few days data values.This process keeps on repeating recursively as long as the dataset is valid.An endeavour has been taken to optimise this prediction using deep learning,and it has given substantial results.The ANN model achieved an accuracy of 97.66%,whereas the CNN model achieved an accuracy of 98.92%.The CNN model used 2-D histograms generated out of the quantised dataset within a particular time frame,and prediction is made on that data.This approach has not been implemented earlier for the analysis of such datasets.As a case study,the model has been tested on the recent COVID-19 pandemic,which caused a sudden downfall of the stock market.The results obtained from this study was decent enough as it produced an accuracy of 91%.