Stock Price Prediction Using LSTM

Sampada A. Kulkarni, Shubham Gurav, Aditya Lahade, Deepak Gudavalekar, Nagnath Sangale
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Abstract

Wealth management tools manage and assign families, individuals, enterprises, and institutions to achieve the purpose of increasing and maintaining value to accelerate asset growth. Among them, in investment and financial management, favourite product of people for investment often stocks, because the stock market has great advantages and charm, especially compared with other investment methods. Designing robust and accurate predictive models for stock price prediction has been an active area of research over a long time. Developing an accurate stock prediction method can help investors in making profitable decisions by reducing the investment risks. Our proposition includes a regression model built on long-and-short-term memory (LSTM) network-based predictive models. These spatial features are then fed into LSTM layers, which capture temporal dependencies and long-range correlations in the time series data. The combination of these two architectures enhances the model's ability to capture both short-term fluctuations and long-term trends in stock prices. This system will provide accurate outcomes in comparison to currently available stock price predictor algorithms. The network is trained and evaluated with various sizes of input data to urge the graphical outcomes. This system will provide accurate outcomes in comparison to currently available stock price predictor algorithms Keywords: Long and Short-Term Memory, Time-Series Data, Recurrent Neural Network.
使用 LSTM 预测股票价格
财富管理工具对家庭、个人、企事业单位进行管理和分配,以达到增值保值的目的,加速资产增值。其中,在投资理财中,人们最喜爱的投资产品往往是股票,因为股票市场具有很大的优势和魅力,尤其是与其他投资方式相比。长期以来,设计稳健、准确的股价预测模型一直是一个活跃的研究领域。开发准确的股票预测方法可以帮助投资者降低投资风险,做出有利的决策。我们的主张包括一个基于长短期记忆(LSTM)网络预测模型的回归模型。这些空间特征随后被输入 LSTM 层,从而捕捉时间序列数据中的时间依赖性和长程相关性。这两种架构的结合增强了模型捕捉股票价格短期波动和长期趋势的能力。与目前可用的股票价格预测算法相比,该系统将提供准确的结果。使用不同大小的输入数据对网络进行训练和评估,以促进图形结果的产生。与现有的股票价格预测算法相比,该系统将提供准确的结果:长短期记忆、时间序列数据、循环神经网络。
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