Stock price trend prediction with long short-term memory neural networks
by Varun Gupta; Mujahid Ahmad
International Journal of Computational Intelligence Studies (IJCISTUDIES), Vol. 8, No. 4, 2019

Abstract: Stock market is an immensely complex, chaotic and dynamic environment. Thus, the task of predicting changes in such an environment becomes challenging with regards to its accuracy. A number of approaches have been adopted to take on that challenge and machine learning has been at the crux in many of them. There are plenty of examples of algorithms based on machine learning yielding satisfactory results for such type of prediction. This paper presents the usage of long short-term memory (LSTM) networks in this scenario, to predict future trends of stock market prices based on the patterns from price history, paired with technical analysis indicators. To achieve this, a model has been built, and a series of experiments have been conducted through a number of parameters and the results were analysed against predefined metrics to assess if this algorithm presents any improvements in front of other machine learning methods and strategies. Also, a comparative study is presented which analyses popularly used optimisers and error schemes to check which given optimiser yields the best results. The results obtained are promising and presented a reasonably accurate prediction for the rise or fall of a particular stock in the near future.

Online publication date: Fri, 15-Nov-2019

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