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stock Prediction Based on technical indicators Using Deep Learning Model

Computers, Materials & Continua 2022年第1期70卷 287-304页

作者： Manish Agrawal Piyush Kumar Shukla Rajit Nair Anand Nayyar Mehedi Masud Department of Computer Science&Engineering University Institute of TechnologyRajiv Gandhi Proudyogiki VishwavidyalayaBhopal-462033Madhya PradeshIndia Faculty of Department of Computer Science&Engineering University Institute of TechnologyRajiv Gandhi Proudyogiki VishwavidyalayaBhopal-462033Madhya PradeshIndia Faculty of Department of Computer Science&Engineering School of Engineering and TechnologyJagran Lakecity UniversityBhopal462026Madhya PradeshIndia Graduate School Duy Tan UniversityDa Nang550000Vietnam Faculty of Information Technology Duy Tan UniversityDa Nang550000Vietnam Department of Computer Science College of Computers and Information TechnologyTaif UniversityTaif21944Saudi Arabia

stock market trends forecast is one of the most current topics and a significant research challenge due to its dynamic and unstable nature.The stock data is usually non-stationary,and attributes are non-correlative to each other.Several traditional stock technical indicators(STIs)may incorrectly predict the stockmarket trends.To study the stock market characteristics using STIs and make efficient trading decisions,a robust model is built.This paper aims to build up an Evolutionary Deep Learning Model(EDLM)to identify stock trends’prices by using STIs.The proposed model has implemented the Deep Learning(DL)model to establish the concept of Correlation-Tensor.The analysis of the dataset of three most popular banking organizations obtained from the live stock market based on the National stock exchange(NSE)-India,a Long Short Term Memory(LSTM)is used.The datasets encompassed the trading days from the 17^(th) of Nov 2008 to the 15^(th) of Nov 2018.This work also conducted exhaustive experiments to study the correlation of various STIs with stock price trends.The model built with an EDLM has shown significant improvements over two benchmark ML models and a deep learning one.The proposed model aids investors in making profitable investment decisions as it presents trend-based forecasting and has achieved a prediction accuracy of 63.59%,56.25%,and 57.95%on the datasets of HDFC,Yes Bank,and SBI,respectively.Results indicate that the proposed EDLA with a combination of STIs can often provide improved results than the other state-of-the-art algorithms.

关键词： Long short term memory evolutionary deep learning model national stock exchange stock technical indicators predictive modelling prediction accuracy

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