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 Comparison of Financial Models for Stock Price Prediction

2020 ◽  
Vol 13 (8) ◽  
pp. 181
Author(s):  
Mohammad Rafiqul Islam ◽  
Nguyet Nguyen
Keyword(s):  
Neural Network ◽  
Stochastic Process ◽  
Predictive Models ◽  
Stock Price ◽  
Financial Models ◽  
Moving Average ◽  
Autoregressive Integrated Moving Average ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
The Neural Network

Time series analysis of daily stock data and building predictive models are complicated. This paper presents a comparative study for stock price prediction using three different methods, namely autoregressive integrated moving average, artificial neural network, and stochastic process-geometric Brownian motion. Each of the methods is used to build predictive models using historical stock data collected from Yahoo Finance. Finally, output from each of the models is compared to the actual stock price. Empirical results show that the conventional statistical model and the stochastic model provide better approximation for next-day stock price prediction compared to the neural network model.

scholarly journals A graph-based CNN-LSTM stock price prediction algorithm with leading indicators

2021 ◽  
Author(s):  
Jimmy Ming-Tai Wu ◽  
Zhongcui Li ◽  
Norbert Herencsar ◽  
Bay Vo ◽  
Jerry Chun-Wei Lin
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Financial Management ◽  
Stock Price ◽  
Short Term Memory ◽  
Prediction Algorithm ◽  
Leading Indicators ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Wealth Management

AbstractIn today’s society, investment wealth management has become a mainstream of the contemporary era. Investment wealth management refers to the use of funds by investors to arrange funds reasonably, for example, savings, bank financial products, bonds, stocks, commodity spots, real estate, gold, art, and many others. Wealth management tools manage and assign families, individuals, enterprises, and institutions to achieve the purpose of increasing and maintaining value to accelerate asset growth. Among them, in investment and financial management, people’s favorite product of investment often stocks, because the stock market has great advantages and charm, especially compared with other investment methods. More and more scholars have developed methods of prediction from multiple angles for the stock market. According to the feature of financial time series and the task of price prediction, this article proposes a new framework structure to achieve a more accurate prediction of the stock price, which combines Convolution Neural Network (CNN) and Long–Short-Term Memory Neural Network (LSTM). This new method is aptly named stock sequence array convolutional LSTM (SACLSTM). It constructs a sequence array of historical data and its leading indicators (options and futures), and uses the array as the input image of the CNN framework, and extracts certain feature vectors through the convolutional layer and the layer of pooling, and as the input vector of LSTM, and takes ten stocks in U.S.A and Taiwan as the experimental data. Compared with previous methods, the prediction performance of the proposed algorithm in this article leads to better results when compared directly.

Modelling and control of greenhouse system using neural networks

2016 ◽  
Vol 40 (3) ◽  
pp. 918-929 ◽  
Author(s):  
A Manonmani ◽  
T Thyagarajan ◽  
M Elango ◽  
S Sutha
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Moving Average ◽  
Growth Conditions ◽  
Operating Conditions ◽  
Adverse Weather ◽  
Control Schemes ◽  
Non Linear ◽  
Auto Regressive ◽  
And Control

A greenhouse system (GHS) is a closed structure that facilitates modified growth conditions to crops and provides protection from pests, diseases and adverse weather. However, a GHS exhibits non-linearity due to the interaction between the biological subsystem and the physical subsystem. Non-linear systems are difficult to control, particularly when their characteristics change with time. These systems are best handled with methods of computation intelligence, such as artificial neural networks (ANNs) and fuzzy systems. In the present work, the approximation capability of a neural network is used to model and control sufficient growth conditions of a GHS. An optimal neural network-based non-linear auto regressive with exogenous input (NARX) time series model is developed for a GHS. Based on the NARX model, two intelligent control schemes, namely a neural predictive controller (NPC) and non-linear auto regressive moving average (NARMA-L2) controller are proposed to achieve the desired growth conditions such as humidity and temperature for a better yield. Finally, closed-loop performances of the above two control schemes for servo and regulatory operations are analysed for various operating conditions using performance indices.

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