Framework for Predicting and Modeling Stock Market Prices Based on Deep Learning Algorithms
Abstract
:1. Introduction
2. Background of the Study
3. Materials and Methods
3.1. Dataset
3.1.1. Tesla, Inc. Data
3.1.2. Apple, Inc. Data
3.2. Normalization of Data
3.3. Prediction Models
3.3.1. Convolutional Neural Networks (CNNs)
- (a)
- Convolution layer
- (b)
- Pooling layer
- (c)
- Fully Connected Layer (FC)
3.3.2. LSTM
3.4. Evaluation Metrics
4. Experiments
4.1. Results
4.1.1. Deep Learning Results of Tesla Data
4.1.2. Deep Learning Results of Apple Data
4.1.3. Forecasting Future Values of Tesla and Apple Data
5. Discussion
6. Conclusions
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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Name | Values |
---|---|
Optimizer function | rmsprop |
maxEpochs | 200 |
miniBatchSize | 256 |
executionEnvironment | CPU |
Firstlayer | 120 |
DropoutValue | 0.5 |
NumOfFeedForwardLeyars | 3 |
maxItrations | 100 |
Model | MSE | RMSE | NRMSE | R% |
---|---|---|---|---|
CNN-LSTM | 0.00101 | 0.03189 | 0.08048 | 99.58 |
LSTM | 0.00141 | 0.01190 | 0.03003 | 97.97 |
Model | MSE | RMSE | NRMSE | R% |
---|---|---|---|---|
CNN-LSTM | 0.00013 | 0.01143 | 0.03166 | 99.26 |
LSTM | 0.00079 | 0.02826 | 0.07825 | 97.77 |
Model | MSE | RMSE | NRMSE | R% |
---|---|---|---|---|
CNN-LSTM | 5.7258 × 10−5 | 0.00756 | 0.02081 | 99.87 |
LSTM | 0.0001554 | 0.01246 | 0.04184 | 99.82 |
Model | MSE | RMSE | NRMSE | R% |
---|---|---|---|---|
CNN-LSTM | 5.7258 × 10−5 | 0.00756 | 0.02081 | 99.73 |
LSTM | 0.0001554 | 0.01246 | 0.04184 | 99.25 |
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Aldhyani, T.H.H.; Alzahrani, A. Framework for Predicting and Modeling Stock Market Prices Based on Deep Learning Algorithms. Electronics 2022, 11, 3149. https://doi.org/10.3390/electronics11193149
Aldhyani THH, Alzahrani A. Framework for Predicting and Modeling Stock Market Prices Based on Deep Learning Algorithms. Electronics. 2022; 11(19):3149. https://doi.org/10.3390/electronics11193149
Chicago/Turabian StyleAldhyani, Theyazn H. H., and Ali Alzahrani. 2022. "Framework for Predicting and Modeling Stock Market Prices Based on Deep Learning Algorithms" Electronics 11, no. 19: 3149. https://doi.org/10.3390/electronics11193149