Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have been explored for the past couple of decades. Lately, deep learning models have been introduced as new frontiers for this topic and the rapid development is too fast to catch up. Hence, our motivation for this survey is to give a latest review of recent works on deep learning models for stock market prediction. We not only category the different data sources, various neural network structures, and common used evaluation metrics, but also the implementation and reproducibility. Our goal is to help the interested researchers to synchronize with the latest progress and also help them to easily reproduce the previous studies as baselines. Based on the summary, we also highlight some future research directions in this topic.

Applications of deep learning in stock market prediction: recent progress

The prediction of stock groups values has always been attractive and challenging for shareholders due to its inherent dynamics, non-linearity, and complex nature. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals, and basic metals from Tehran stock exchange were chosen for experimental evaluations. Data were collected for the groups based on 10 years of historical records. The value predictions are created for 1, 2, 5, 10, 15, 20, and 30 days in advance. Various machine learning algorithms were utilized for prediction of future values of stock market groups. We employed decision tree, bagging, random forest, adaptive boosting (Adaboost), gradient boosting, and eXtreme gradient boosting (XGBoost), and artificial neural networks (ANN), recurrent neural network (RNN) and long short-term memory (LSTM). Ten technical indicators were selected as the inputs into each of the prediction models. Finally, the results of the predictions were presented for each technique based on four metrics. Among all algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. In addition, for tree-based models, there is often an intense competition between Adaboost, Gradient Boosting, and XGBoost.

Deep Learning for Stock Market Prediction

In stock exchange market, investors need to decide which shares to buy based on their future market value. Because of the variable market, it is obligatory to have a reliable prediction of the values of the stocks. Now-a-days the machine learning system can forecast well than the contemporary stock prediction methods. Machine learning system provides a scientific demonstration based on sample data to forecast. In this work, Linear Regression (LR), Support Vector Regression (SVR) and, Long Short-Term Memory (LSTM) algorithms are used to predict stock market prediction. Among the several features, the most important feature has been selected by using the feature selection algorithm, which is closing price. The effects of different activation functions and optimizers are experimented on stock price prediction using LSTM networks.

Effects of Activation Functions and Optimizers on Stock Price Prediction using LSTM Recurrent Networks

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals and basic metals from Tehran stock exchange are chosen for experimental evaluations. Data are collected for the groups based on ten years of historical records. The values predictions are created for 1, 2, 5, 10, 15, 20 and 30 days in advance. The machine learning algorithms utilized for prediction of future values of stock market groups. We employed Decision Tree, Bagging, Random Forest, Adaptive Boosting (Adaboost), Gradient Boosting and eXtreme Gradient Boosting (XGBoost), and Artificial neural network (ANN), Recurrent Neural Network (RNN) and Long short-term memory (LSTM). Ten technical indicators are selected as the inputs into each of the prediction models. Finally, the result of predictions is presented for each technique based on three metrics. Among all the algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. Also, for tree-based models, there is often an intense competition between Adaboost, Gradient Boosting, and XGBoost.

Deep learning for Stock Market Prediction

Stock market price and cryptocurrency price prediction is a very challenging task. We are proposing dynamic algorithms which make use of LSTM and another time Series algorithm, i.e., prophet and we have various trained models on these two algorithms. We will make use of this dynamic algorithm which will self-evaluate different datasets and different pretrained models and will provide us with the best possible output for different test cases. For the longer duration, we are just focusing on up and down, but for the small duration, we are focusing on price-related accuracy. The main and challenging work is to deal with the dynamic dataset, so we require some dynamic algorithm for this.

Stock Market Price and Cryptocurrency Price Prediction

A stock Exchange is a market where securities are traded. Every day, billions are traded at various stock exchanges across the world. In recent years prediction of movement of stock market is regarded as fascinating and has created a demand in financial market time series prediction. A precise forecasting of equity market is needed to provide higher returns for investors. Since there is high complexity in predicting stock market profits, developing models for it becomes difficult. The data mining and machine learning techniques has played an important role in Prediction of stock market movement. This study attempted to develop a deep learning model using Recurrent Neural Network for forecasting movement in the National Stock Exchange of India's benchmark broad based stock market index(NIFTY 50) for the Indian equity market. In this paper the NIFTY 50 index and INFYOSYS Ltd historical data from Yahoo finance companies has been selected for forecasting and analysis.

An Effective Time Series Analysis for Equity Market Prediction Using Deep Learning Model

Handle everyday research tasks with reliable, citation-backed results

Your personal Research Agent to handle research tasks with citation-backed results

Popular Tasks used by Researchers

How can I help with your research?

Meet SciSpace

Get more enhanced response by uploading the PDFs you want me to reference.

No relevant PDFs in your library

SciSpace is the AI research assistant for academics. Run systematic literature reviews on 280M+ papers, and write papers with cited sources. Trusted by 1M+ students, PhDs & researchers.

SciSpace | AI for Research

Analyze PDFs

Code & Manuscripts

Funding & Grants

Literature & Patents

Medical & Clinical Data

Systematic Review

Visualize & Present

Web & Data

Build a Google Scholar-like website for your research.

Build a website

Create charts and images for your research

Create a Chart

Write a paper for submission to a journal

Draft a manuscript

Patent Search

Design eye-catching scientific posters in minutes.

Scientific Poster Generation

Systematic Literature Review

One task is running at the moment. Your messages will be shown right after.

Drag and drop or click here to browse

Loved by <highlight>1 million+</highlight> researchers

Extract a list of specific topics and their sources from unstructured text

Topics

Compare and analyze relevant papers that matches with your search

Papers

Get insights from PDFs and bookmarked papers from your library

My library

Recent searches

Try searching for:

Catch AI-generated content in scholarly and non-scholarly content

{ai} Detector

Ai Writer

Get PDF Summaries, highlighted text explanations 

Chat with PDF

Effortlessly create in-text citations and bibliographies in APA and 2,500 other formats

Citation generator

Get explanations, summaries, and answers on academic papers

Ease up your research workflow with {scispace}'s cohort of exciting AI tools

Elevate your academic writing skills and convey your ideas the way you want

Paraphraser

Explore our range of reading and writing tools

Your file is being prepared and should be ready in a few minutes. If it's a large file, it might take a bit longer. You can close this window, and we'll email you the file when it's done.

You have reached a maximum limit of <strong>{limit}</strong> columns in the table. Remove at least <strong>1</strong> column to add or create another one.

Geet Jethwani

Author Tools

Chat about Author

Papers

An Effective Time Series Analysis for Equity Market Prediction Using Deep Learning Model