scholarly journals Impact of chart image characteristics on stock price prediction with a convolutional neural network

PLoS ONE ◽  
2021 ◽  
Vol 16 (6) ◽  
pp. e0253121
Author(s):  
Guangxun Jin ◽  
Ohbyung Kwon
Keyword(s):  
Stock Price ◽  
Linear Models ◽  
Nonlinear Models ◽  
Numerical Data ◽  
Future Research ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Image Characteristics ◽  
The Subject ◽  
Accuracy Of Prediction

Stock price prediction has long been the subject of research because of the importance of accuracy of prediction and the difficulty in forecasting. Traditionally, forecasting has involved linear models such as AR and MR or nonlinear models such as ANNs using standardized numerical data such as corporate financial data and stock price data. Due to the difficulty of securing a sufficient variety of data, researchers have recently begun using convolutional neural networks (CNNs) with stock price graph images only. However, we know little about which characteristics of stock charts affect the accuracy of predictions and to what extent. The purpose of this study is to analyze the effects of stock chart characteristics on stock price prediction via CNNs. To this end, we define the image characteristics of stock charts and identify significant differences in prediction performance for each characteristic. The results reveal that the accuracy of prediction is improved by utilizing solid lines, color, and a single image without axis marks. Based on these findings, we describe the implications of making predictions only with images, which are unstructured data, without using large amounts of standardized data. Finally, we identify issues for future research.

scholarly journals Comparison of Stock Price Prediction Models using Pre-trained Neural Networks

2021 ◽  
Vol 3 (2) ◽  
pp. 122-134
Author(s):  
C Anand
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Stock Price ◽  
Linear Models ◽  
Moving Average ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Data Prediction ◽  
Comparison Results ◽  
Auto Regressive

Several intelligent data mining approaches, including neural networks, have been widely employed by academics during the last decade. In today's rapidly evolving economy, stock market data prediction and analysis play a significant role. Several non-linear models like neural network, generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive conditional heteroscedasticity (ARCH) as well as linear models like Auto-Regressive Integrated Moving Average (ARIMA), Moving Average (MA) and Auto Regressive (AR) may be used for stock forecasting. The deep learning architectures inclusive of Convolutional Neural Network (CNN), Long Short-Term Memory (LSTM), Recurrent Neural Networks (RNN), Multilayer Perceptron (MLP) and Support Vector Machine (SVM) are used in this paper for stock price prediction of an organization by using the previously available stock prices. The National Stock Exchange (NSE) of India dataset is used for training the model with day-wise closing price. Data prediction is performed for a few sample companies selected on a random basis. Based on the comparison results, it is evident that the existing models are outperformed by CNN. The network can also perform stock predictions for other stock markets despite being trained with single market data as a common inner dynamics that has been shared between certain stock markets. When compared to the existing linear models, the neural network model outperforms them in a significant manner, which can be observed from the comparison results.

scholarly journals An LSTM-Based Approach to Predict Stock Price Movement for IT Sector Companies

2021 ◽  
Vol 15 (4) ◽  
pp. 0-0
Keyword(s):  
Time Series ◽  
Stock Price ◽  
Short Term Memory ◽  
Time Series Forecasting ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Distinctive Structure ◽  
Long Short Term Memory ◽  
Accuracy Of Prediction

A stock market is an aggregation of buyers and sellers where issuance, buying, and selling of stocks happen. Predicting stock price is a significant concern due to volatility. Historical stock price and historical price data reveal the effect of such factors. Since stock data is time series and prediction can be made accurately with time series forecasting model. LSTM (Long Short Term Memory) model, a particular kind of RNN (Recurrent Neural Network), based on time series forecasting used to predict stock price. LSTM doesn’t have long term dependencies because of its distinctive structure. The study focuses on major IT firms considering the company’s low and high prices. But, mid-price, which is a mean of the low and close price, is considered for the prediction. LSTM based methodology employing mid-price is effective in predicting values compared to other attributes and accuracy of prediction using the LSTM model. We conclude with the present model is more efficient in stock price prediction with a decrease in mean square error.

scholarly journals An LSTM-Based Approach to Predict Stock Price Movement for IT Sector Companies

2021 ◽  
Vol 15 (4) ◽  
pp. 1-12
Author(s):  
Shruthi Komarla Rammurthy ◽  
Sagar B. Patil
Keyword(s):  
Time Series ◽  
Stock Price ◽  
Short Term Memory ◽  
Time Series Forecasting ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Distinctive Structure ◽  
Long Short Term Memory ◽  
Accuracy Of Prediction

A stock market is an aggregation of buyers and sellers where issuance, buying, and selling of stocks happen. Predicting stock price is a significant concern due to volatility. Historical stock price and historical price data reveal the effect of such factors. Since stock data is time series and prediction can be made accurately with time series forecasting model. LSTM (Long Short Term Memory) model, a particular kind of RNN (Recurrent Neural Network), based on time series forecasting used to predict stock price. LSTM doesn’t have long term dependencies because of its distinctive structure. The study focuses on major IT firms considering the company’s low and high prices. But, mid-price, which is a mean of the low and close price, is considered for the prediction. LSTM based methodology employing mid-price is effective in predicting values compared to other attributes and accuracy of prediction using the LSTM model. We conclude with the present model is more efficient in stock price prediction with a decrease in mean square error.

A Historical Data based Ensemble System for Efficient Stock Price Prediction

2019 ◽  
Vol 12 ◽  
Author(s):  
Vijay Kumar Dwivedi ◽  
Manoj Madhava Gore
Keyword(s):  
Stock Price ◽  
Prediction Models ◽  
Historical Data ◽  
Stock Exchange ◽  
Primary Objective ◽  
Lasso Regression ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Consistent Manner ◽  
Selection Operator

Background: Stock price prediction is a challenging task. The social, economic, political, and various other factors cause frequent abrupt changes in the stock price. This article proposes a historical data-based ensemble system to predict the closing stock price with higher accuracy and consistency over the existing stock price prediction systems. Objective: The primary objective of this article is to predict the closing price of a stock for the next trading in more accurate and consistent manner over the existing methods employed for the stock price prediction. Method: The proposed system combines various machine learning-based prediction models employing least absolute shrinkage and selection operator (LASSO) regression regularization technique to enhance the accuracy of stock price prediction system as compared to any one of the base prediction models. Results: The analysis of results for all the eleven stocks (listed under Information Technology sector on the Bombay Stock Exchange, India) reveals that the proposed system performs best (on all defined metrics of the proposed system) for training datasets and test datasets comprising of all the stocks considered in the proposed system. Conclusion: The proposed ensemble model consistently predicts stock price with a high degree of accuracy over the existing methods used for the prediction.

StockPred: a framework for stock Price prediction

2021 ◽  
Author(s):  
Marwa Sharaf ◽  
Ezz El-Din Hemdan ◽  
Ayman El-Sayed ◽  
Nirmeen A. El-Bahnasawy
Keyword(s):  
Stock Price ◽  
Stock Price Prediction ◽  
Price Prediction
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