scholarly journals Combining Deep Learning and Multiresolution Analysis for Stock Market Forecasting

IEEE Access ◽  
2021 ◽  
Vol 9 ◽  
pp. 13099-13111
Author(s):  
Khaled A. Althelaya ◽  
Salahadin A. Mohammed ◽  
El-Sayed M. El-Alfy
Keyword(s):  
Deep Learning ◽  
Stock Market ◽  
Multiresolution Analysis ◽  
Stock Market Forecasting

scholarly journals Redes neurais convolucionais aplicas à negociação de ativos no mercado financeiro

2021 ◽  
Author(s):  
◽  
D. G. Nascimento
Keyword(s):  
Deep Learning ◽  
Stock Market ◽  
Financial Market ◽  
System Architecture ◽  
Statistical Evaluation ◽  
Signal Classification ◽  
Fixed Income ◽  
Stock Market Forecasting ◽  
Simulated Environment ◽  
Learning Techniques

Stock market forecasting has been a quite popular challenge in machine learning researches. Most investors want to make decisions based on criteria that will provide greater returns in their operations. Recently, studies have been using Deep Learning techniques, such as Convolutional Neural Networks (CNN), to perform price regression or trade signal classification in financial market. In this work, a system architecture that uses a CNN model is proposed to perform the indication of the best operation for each moment in the stock market, this system was called CNN Trading Classifier (CNN-TC). This system consists of data pre-processing, classification by the model and decision making in the market. It was evaluated based on data from the Brazilian and American stock market in three different periods. For this, statistical evaluation was performed, using the metrics of accuracy, precision, recall and F1 classification, and financial based on the classifications performed by the model. In addition, a test on a simulated environment using the MetaTrader software was evaluated in order to attest to the effectiveness of this approach. The results show that the system had better statistical and financial results in most evaluations compared to the use of other Deep Learning models and overcame the strategy Buy and Hold (BH) and fixed income returns

scholarly journals Development of an Information and Analytical System for Predicting Price Fluctuations and Long-Term Trends Using Generative-Adversarial Neural Networks

2021 ◽  
Vol 110 ◽  
pp. 05010
Author(s):  
Lyudmila Filippova ◽  
Anna Sazonova ◽  
Yuriy Leonov ◽  
Polina Shatova
Keyword(s):  
Deep Learning ◽  
Stock Market ◽  
Short Term Memory ◽  
Financial Assets ◽  
Stock Market Forecasting ◽  
Long Term Trends ◽  
Multi Level ◽  
Russian Stock Market ◽  
Analytical System

Deep learning methods (DML) have been widely used in financial fields recently, such as stock market forecasting, balance the portfolio, financial information processing, and transaction execution strategies. Stock market forecasting and effective trading strategy construction, when using deep learning, are the most popular ways of applying DML in the field of finance. Against the background of the general development of the Russian stock market, the study and investigation of its price dynamics is a highly promising direction for analyzing and forecasting the value of financial assets in which it is planned to invest money. In this study, a new architecture of a conditional generative-adversarial neural network (GAN) with a multi-level perceptron (MLP) as a discriminator and a long short-term memory (LSTM) as a generator for determining trends is proposed. The Box-Jenkins method (ARIMA) is used to determine the confidence interval.

scholarly journals Stock Price Forecasting with Deep Learning: A Comparative Study

Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1441
Author(s):  
Tej Bahadur Shahi ◽  
Ashish Shrestha ◽  
Arjun Neupane ◽  
William Guo
Keyword(s):  
Deep Learning ◽  
Stock Market ◽  
Comparative Study ◽  
Stock Price ◽  
Short Term Memory ◽  
Price Forecasting ◽  
Stock Price Forecasting ◽  
Financial News ◽  
Stock Market Forecasting ◽  
News Sentiment

The long short-term memory (LSTM) and gated recurrent unit (GRU) models are popular deep-learning architectures for stock market forecasting. Various studies have speculated that incorporating financial news sentiment in forecasting could produce a better performance than using stock features alone. This study carried a normalized comparison on the performances of LSTM and GRU for stock market forecasting under the same conditions and objectively assessed the significance of incorporating the financial news sentiments in stock market forecasting. This comparative study is conducted on the cooperative deep-learning architecture proposed by us. Our experiments show that: (1) both LSTM and GRU are circumstantial in stock forecasting if only the stock market features are used; (2) the performance of LSTM and GRU for stock price forecasting can be significantly improved by incorporating the financial news sentiments with the stock features as the input; (3) both the LSTM-News and GRU-News models are able to produce better forecasting in stock price equally; (4) the cooperative deep-learning architecture proposed in this study could be modified as an expert system incorporating both the LSTM-News and GRU-News models to recommend the best possible forecasting whichever model can produce dynamically.

Maximal Overlap Discrete Wavelet Transform, Graph Theory And Backpropagation Neural Network In Stock Market Forecasting

2018 ◽  
Vol 5 (1) ◽  
pp. 41-46
Author(s):  
Rosalina Rosalina ◽  
Hendra Jayanto
Keyword(s):  
Neural Network ◽  
Graph Theory ◽  
Wavelet Transform ◽  
Stock Market ◽  
Discrete Wavelet Transform ◽  
Stock Price ◽  
Moving Average ◽  
Discrete Wavelet ◽  
Stock Market Forecasting ◽  
Artificial Neural

The aim of this paper is to get high accuracy of stock market forecasting in order to produce signals that will affect the decision making in the trading itself. Several experiments by using different methodologies have been performed to answer the stock market forecasting issues. A traditional linear model, like autoregressive integrated moving average (ARIMA) has been used, but the result is not satisfactory because it is not suitable for model financial series. Yet experts are likely observed another approach by using artificial neural networks. Artificial neural network (ANN) are found to be more effective in realizing the input-output mapping and could estimate any continuous function which given an arbitrarily desired accuracy. In details, in this paper will use maximal overlap discrete wavelet transform (MODWT) and graph theory to distinguish and determine between low and high frequencies, which in this case acted as fundamental and technical prediction of stock market trading. After processed dataset is formed, then we will advance to the next level of the training process to generate the final result that is the buy or sell signals given from information whether the stock price will go up or down.

Share Market Data Prediction Strategies using Deep Learning Algorithm

2019 ◽  
Vol 13 ◽  
Author(s):  
A John. ◽  
D. Praveen Dominic ◽  
M. Adimoolam ◽  
N. M. Balamurugan
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Stock Market ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Market Price ◽  
Stochastic Gradient ◽  
Stochastic Gradient Descent ◽  
Mining Machine ◽  
Gradient Descent Algorithm

Background:: Predictive analytics has a multiplicity of statistical schemes from predictive modelling, data mining, machine learning. It scrutinizes present and chronological data to make predictions about expectations or if not unexplained measures. Most predictive models are used for business analytics to overcome loses and profit gaining. Predictive analytics is used to exploit the pattern in old and historical data. Objective: People used to follow some strategies for predicting stock value to invest in the more profit-gaining stocks and those strategies to search the stock market prices which are incorporated in some intelligent methods and tools. Such strategies will increase the investor’s profits and also minimize their risks. So prediction plays a vital role in stock market gaining and is also a very intricate and challenging process. Method: The proposed optimized strategies are the Deep Neural Network with Stochastic Gradient for stock prediction. The Neural Network is trained using Back-propagation neural networks algorithm and stochastic gradient descent algorithm as optimal strategies. Results: The experiment is conducted for stock market price prediction using python language with the visual package. In this experiment RELIANCE.NS, TATAMOTORS.NS, and TATAGLOBAL.NS dataset are taken as input dataset and it is downloaded from National Stock Exchange site. The artificial neural network component including Deep Learning model is most effective for more than 100,000 data points to train this model. This proposed model is developed on daily prices of stock market price to understand how to build model with better performance than existing national exchange method.

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