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An intelligent indian stock market forecasting system using LSTM deep learning
, D.P. Gandhmal
Published in Institute of Advanced Engineering and Science
2020
Volume: 21
   
Issue: 2
Pages: 1082 - 1089
Abstract
Stock market data is considered to be one of the chaotic data in nature. Analyzing the stock market and predicting the stock market has been the area of interest among the researchers for a long time. In this paper, we have stepped forward and used a deep learning algorithm with classification to predict the behavior of the stock market. LSTM deep learning algorithm is used with an optimization algorithm to formulate the hyperparameters. To further improve the accuracy of prediction the stock data is first given to a classification algorithm to reduce the number of input parameters. In this research technical indicators are subjected to classification and deep LSTM algorithm which are both integrated to improve the accuracy of prediction. deep LSTM hyperparameters are trained using the optimization algorithm. In this paper infosys and zensar stocks data is collected from the Indian stock market data i.e. both national stock exchange (NSE) and bombay stock exchange (BSE). The proposed approach is applied on Infosys and Zensar share values, the prediction accuracy obtained by employing this integrated approach of classification and LSTM has given a prominent value of MSE and RMSE as 1.034 and 1.002 respectively. © 2021 Institute of Advanced Engineering and Science. All rights reserved.
About the journal
JournalIndonesian Journal of Electrical Engineering and Computer Science
PublisherInstitute of Advanced Engineering and Science
ISSN25024752