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General Information
Prof. Wael Badawy
Department of Computing and Information Systems Umm Al Qura University, Canada
I'm happy to take on the position of editor in chief of IJCTE. We encourage authors to submit papers concerning any branch of computer theory and engineering.
IJCTE 2020 Vol.12(3): 74-79 ISSN: 1793-8201
DOI: 10.7763/IJCTE.2020.V12.1267

Forward Forecast of Stock Price Using LSTM Machine Learning Algorithm

Kavitha Esther Rajakumari, M. Srinivasa Kalyan, and M. Vijay Bhaskar
Abstract—Stock market prediction is the demonstration of attempting to decide the future estimation of an organization stock or other monetary instrument exchanged on a trade. This paper will exhibit how to perform stock expectations utilizing Machine Learning calculations. Foreseeing securities exchange costs is an intricate assignment that generally includes broad human-PC communication. Because of the connected idea of stock costs, customary bunch preparing techniques can't be used productively for securities exchange examination. In the current framework, the Sliding window calculation is used. This calculation investigates the information, with a window pushing ahead, in the wake of examining the information. It is very tedious for expectation of stocks. While, in the proposed framework, the utilization of LSTM (Long Short Term Memory) calculation, gives compelling outcomes. While analyzing, the superfluous information is overlooked. The current framework is additionally not viable, in taking care of non-straight information. What's more, it is less proficient contrasted with LSTM algorithm. So, to help defeat these, LSTM helps in dealing with the information in a productive way. Indeed, speculators are exceptionally intrigued by the exploration zone of stock value expectations. For decent and fruitful speculation, numerous financial specialists are sharp in knowing the future circumstance of the share trading system. Great and viable expectation frameworks for securities exchange encourage brokers, financial specialists, and investigators by giving steady data like the future course of the share trading system. In this work, an intermittent neural system (RNN) and Long Short-Term Memory (LSTM) are presented, a way to deal with anticipate securities exchange lists. The proposed model is a promising prescient procedure for a very non-direct time arrangement, whose designs are hard to catch by customary models.

Index Terms—Artificial neural network, closing price prediction, Google trends, long short-term memory, stock market analysis.

Kavitha Esther Rajakumari is with Dept. of CSE, KCG College of Technology, Chennai, India (e-mail: kavitha.cse@kcgcollege.com). M. Srinivasa Kalyan is with Software Developer, Vidal Health, Bangalore, India (e-mail: m.srinivasakalyan123@gmail.com). M. Vijay Bhaskar is with Software Developer, NTT DaTa, Bangalore, India (e-mail: malempativ8@gmail.com).


Cite:Kavitha Esther Rajakumari, M. Srinivasa Kalyan, and M. Vijay Bhaskar, "Forward Forecast of Stock Price Using LSTM Machine Learning Algorithm," International Journal of Computer Theory and Engineering vol. 12, no. 3, pp. 74-79, 2020.

Copyright © 2020 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).

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