Distinctive Assessment of Neural Network Models in Stock Price Estimation

Authors

DOI:

https://doi.org/10.4108/eetsis.4643

Keywords:

Stock, Neural Network, prediction, precision, Machine Learning

Abstract

INTRODUCTION: Due to its potential to produce substantial returns and reduce risks, stock price prediction has garnered a lot of attention in the financial markets.

OBJECTIVES: A comparison of neural network models for stock price prediction is presented in this research report.

METHODS: Through this study, I aim to compare, on the basis of the precision and accuracy, the performance of different neural network models for stock price prediction. LSTM model along with RNN model accuracy in predicting the next day’s stock price i.e., which model can predict closest to the actual value.

RESULTS: It is found that LSTM works better than RNN in predicting a value closer to the actual open price stock value.

CONCLUSION: A comparison between the models shows LSTM is the more accurate model.

References

M. K. Ho, Hazlina Darman, & Sarah Musa. Stock Price Prediction Using ARIMA, Neural Network and LSTM Models. Journal of Physics, 1988(1). 2021; pp. 12041–12041 10.1088/1742-6596/1988/1/012041.

Malav Shastri, Sudipta Roy, & Mamta Mittal. Stock Price Prediction using Artificial Neural Model: An Application of Big Data. Icst Transactions on Scalable Information Systems. 2018; pp. 6(20), 156085.

Navpreet Kaur. Prediction of Stock Market Price using Neural Network. International Journal of Advanced Research in Computer and Communication Engineering. 2018; pp. 6(1), 308–311.

Narsingh Bahadur Singh, Sugandha, Trilok Mathur, Shivi Agarwal, & K. Tiwari. Stock Price Prediction using Fractional Gradient-Based Long Short Term Memory. Journal of Physics, 1969(1). 2021; pp. 12038–12038.

D. Mahendra Reddy, H. Veeresh Babu, K. Ashok Kumar Reddy, & Y. Saileela. Stock Market Analysis using LSTM in Deep Learning. International Journal of Engineering Research and Technology. 2020; pp. (4).

Jaromír Vrbka, & Zuzana Rowland. Stock price development forecasting using neural networks. Shs Web of Conferences. 2017; pp. 39 01032.

Qihang Ma. Comparison of ARIMA, ANN and LSTM for Stock Price Prediction. E3s Web of Conferences. 2020; pp. 218, 1026–1026.

Li-Pang Chen. Using Machine Learning Algorithms on Prediction of Stock Price. Journal of Modeling and Optimization. 2020; pp. Pp. 12(2), 84–99.

C Anand. Comparison of Stock Price Prediction Models using Pre-trained Neural Networks. Journal of Ubiquitous Computing and Communication Technologies. 2021; pp. Pp. 3(2), 122–134.

Yanlei Gu, Takuya Shibukawa, Yohei Kondo, Shintaro Nagao, & Shunsuke Kamijo. Prediction of Stock Performance Using Deep Neural Networks. Applied Sciences. 2020; pp. 10, 8142-.

Jiuzhen Liang, Wei Song, & Mei Wang. Stock Price Prediction Based on Procedural Neural Networks. Advances in Artificial Neural Systems.2011; pp. 1–11

Ayodele Ariyo Adebiyi, Aderemi Oluyinka Adewumi, & Charles K. Ayo.. Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction. Journal of Applied Mathematics. 2014; pp. 1–7.

HungChun Lin, Chen Chen, Gaofeng Huang, & Amir Jafari.Stock price prediction using Generative Adversarial Networks. Journal of Computer Science. 2021; pp. 17(3), 188–196.

.27, aishwarya. Introduction to recurrent neural network.GeeksforGeeks. https://www.geeksforgeeks.org/introduction-to-recurrent-neural-network/. (2023)

Ozturn, O. Stock price prediction by simple RNN and LSTM. Kaggle. https://www.kaggle.com/code/ozkanozturk/stock-price-prediction-by-simple-rnn-and-lstm/notebook (2020)

S.Subhra, S. Mishra, A. Alkhayyat, V. Sharma and V. Kukreja, "Climatic Temperature Forecasting with Regression Approach," 4th International Conference on Intelligent Engineering and Management (ICIEM), London, United Kingdom. 2023; pp. 1-5.

M.Sen, K. Sharma, S. Mishra, A. Alkhayyat and V. Sharma, "Designing a Smart and Intelligent Ecosystem for Autistic Children," 2023 4th International Conference on Intelligent Engineering and Management (ICIEM), London, United Kingdom. 2023; pp. 1-5.

Sharma, V., Mishra, N., Kukreja, V., Alkhayyat, A., & Elngar, A. A. Framework for Evaluating Ethics in AI. In 2023 International Conference on Innovative Data Communication Technologies and Application (ICIDCA). 2023; pp. 307-312 IEEE.

Ali, M. A., Matubber, M. L., Sharma, V., & Balamurugan, B. (2022, August). An Improved and Efficient Technique for detecting Bengali Fake News using Machine Learning Algorithms. In 2022 6th International Conference On Computing, Communication, Control And Automation (ICCUBEA (pp. 1-4). IEEE.

A.Srivastava, S. Samanta, S. Mishra, A. Alkhayyat, D. Gupta and V. Sharma, "Medi-Assist: A Decision Tree based Chronic Diseases Detection Model," 4th International Conference on Intelligent Engineering and Management (ICIEM), London, United Kingdom. 2023; pp. 1-7.

Raj, A., Kumar, A., Sharma, V., Rani, S., Shanu, A. K., & Singh, T. (2023, February). Applications of Genetic Algorithm with Integrated Machine Learning. In 2023 3rd International Conference on Innovative Practices in Technology and Management (ICIPTM) (pp. 1-6). IEEE.

Downloads

Published

19-12-2023

How to Cite

1.
Verma S, Mishra S, Sharma V, Nandal M, Garai S, Alkhayyat A. Distinctive Assessment of Neural Network Models in Stock Price Estimation. EAI Endorsed Scal Inf Syst [Internet]. 2023 Dec. 19 [cited 2024 Dec. 4];11(4). Available from: https://publications.eai.eu/index.php/sis/article/view/4643