Abstract
The stock market has an important role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. With powerful data processing capabilities in many fields, deep learning is also widely used in the financial field such as: stock market prediction, optimal investment, financial information processing, and execute financial trading strategies. Therefore, stock market prediction is considered one of the most popular and valuable areas in the financial sector. In this study, we propose using multi deep learning algorithms for stock prediction: RNN, LSTM, CNN, and BiLSTM. We do experiments on a stock that has a wide range of trading days and use them to predict daily closing prices. The experimental results show that the multi deep learning models can achieve good results in predicting stock prices compared to many traditional prediction models.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Zhang GP, Berardi V (2001) Time series forecasting with neural network ensembles: an application for exchange rate prediction. J Oper Res Soc 5(6):652–664
Maguire LP, Rocher B, McGinnity TM, McDaid L (1998) Predicting a chaotic time series using a fuzzy neural network. Inf Sci 112(1–4):125–136
Kim K (2003) Financial time series forecasting using support vector machines. Neurocomputing 55(1):307–319
Hassan MR (2009) A combination of hidden markov model and fuzzy model for stock market forecasting. J Neurocomput 3439–3446
Jain A, Kumar AM (2007) Hybrid neural network models for hydrologic time series forecasting. Appl Soft Comput 7(2):585–592
Aladag CH, Egrioglu E, Kadilar C (2009) Forecasting nonlinear time series with a hybrid methodology. Appl Math Lett 22(9):1467–1470
Pacurar M (2008) Autoregressive conditional duration models in finance: a survey of the theoretical and empirical literature. J Econ Surv 22(4):711–751
Al-Shiab M (2006) The predictability of the amman stock exchange using the univariate autoregressive integrated moving average (ARIMA) model. J Econ Administrative Sci 22(2):17–35
Faustryjak D, Jackowska-Strumiłło L, Majchrowicz M (2018) Forward forecast of stock prices using LSTM neural networks with statistical analysis of published messages. Interdisciplinary PhD workshop (IIPhDW) 2018:288–292
Nguyen DLH, Do DTT, Lee J, Rabczuk T, Nguyen-Xuan H (2019) Forecasting damage mechanics by deep learning. Comput, Mater Continua 61(3):51–77
Xiong R, Nichols EP, Shen Y (2015) Deep learning stock volatility with Google domestic trends. arXiv e-prints arXiv: 1512.04916
Tsantekidis A, Passalis N, Tefas A, Kanniainen J, Gabbouj M, Iosifidis A (2017) Forecasting stock prices from the limit order book using convolutional neural networks. In: 19th IEEE conference on business informatics, CBI 2017, Thessaloniki, Greece, July 24–27, 2017, vol 1: Conference Papers, pp 7–12
Hung BT, Chakrabarti P (2022) Parking lot occupancy detection using hybrid deep learning CNN-LSTM approach. algorithms for intelligent systems book series (AIS)
Hung BT, Tien LM (2021) Facial expression recognition with CNN-LSTM. Research in intelligent and computing in engineering. Springer Series in Advances in Intelligent Systems and Computing
Rather AM, Agarwal A, Sastry VN (2015) Recurrent neural network and a hybrid model for prediction of stock returns. Expert Syst Appl 42:3234–3241
Hung BT (2022) Using deep unsupervised method for stock prediction. Lecture notes in networks and systems book (LNNS, vol 288)
Hung BT, Semwal VB, Gaud N, Bijalwan V (2021) Violent video detection by pre-trained model and CNN-LSTM approach. In: Proceedings of integrated intelligence enable networks and computing. Springer series in algorithms for intelligent systems
Ding X, Zhang Y, Liu T, Duan J (2015) Deep learning for event-driven stock prediction. In: Proceedings of the twenty-fourth international joint conference on artificial intelligence, IJCAI 2015. Buenos Aires, Argentina, July 25–31, 2015, pp 2327–2333
Hochreiter S, Schmidhuber J (1997) Long short-term memory. Neural Comput Appl 9(8):1735–1780
Hung BT (2020) Combining syntax features and word embeddings in bidirectional LSTM for vietnamese named entity recognition. Further advances in internet of things in biomedical and cyber physical systems
Hung BT (2019) Domain-specific versus general-purpose word representations in sentiment analysis for deep learning models. Front Intell Comput: Theory Appl 252–264. Springer
Chollet F, Keras (2015). https://github.com/fchollet/keras
Abadi M, Barham P, Chen J, Chen Z, Davis A, Dean J, Devin M, Ghemawat S, Irving G, Isard M, Kudlur M, Levenberg J, Monga R, Moore S, Murray DG, Steiner B, Tucker P, Vasudevan V, Warden P, Wicke M, Yu Y, Zheng X (2016) Tensorflow: a system for large-scale machine learning. In: Proceedings of the 12th USENIX conference on operating systems design and implementation, OSDI’16, pp 265–283. https://doi.org/10.1007/s10107-012-0572-5
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2024 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
About this chapter
Cite this chapter
Hung, B.T., Chakrabarti, P., Chatterjee, P. (2024). Stock Prediction Using Multi Deep Learning Algorithms. In: Kautish, S., Chatterjee, P., Pamucar, D., Pradeep, N., Singh, D. (eds) Computational Intelligence for Modern Business Systems . Disruptive Technologies and Digital Transformations for Society 5.0. Springer, Singapore. https://doi.org/10.1007/978-981-99-5354-7_6
Download citation
DOI: https://doi.org/10.1007/978-981-99-5354-7_6
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-99-5353-0
Online ISBN: 978-981-99-5354-7
eBook Packages: EngineeringEngineering (R0)