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A Robust Predictive Model For Stock Price Prediction Using Deep Learning And Natural Language Processing
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Book Synopsis A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing by : Sidra Mehtab
Download or read book A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing written by Sidra Mehtab and published by . This book was released on 2020 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt: Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and derive profit from it. Improving the prediction accuracy remains the single most challenge in this area of research. We propose a hybrid approach for stock price movement prediction using machine learning, deep learning, and natural language processing. We select the NIFTY 50 index values of the National Stock Exchange (NSE) of India, and collect its daily price movement over a period of three years (2015-2017). Based on the data of 2015-2017, we build various predictive models using machine learning, and then use those models to predict the closing value of NIFTY 50 for the period January 2018 till June 2019 with a prediction horizon of one week. For predicting the price movement patterns, we use a number of classification techniques, while for predicting the actual closing price of the stock, various regression models have been used. We also build a Long and Short-Term Memory (LSTM)-based deep learning network for predicting the closing price of the stocks and compare the prediction accuracies of the machine learning models with the LSTM model. We further augment the predictive model by integrating a sentiment analysis module on Twitter data to correlate the public sentiment of stock prices with the market sentiment. This has been done using Twitter sentiment and previous week closing values to predict stock price movement for the next week. We tested our proposed scheme using a cross validation method based on Self Organizing Fuzzy Neural Networks (SOFNN) and found extremely interesting results.
Book Synopsis Design and Analysis of Robust Deep Learning Models for Stock Price Prediction by : Jaydip Sen
Download or read book Design and Analysis of Robust Deep Learning Models for Stock Price Prediction written by Jaydip Sen and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate prediction of future stock prices in an efficient stock market as the stock prices are assumed to be purely stochastic. However, numerous works proposed by researchers have demonstrated that it is possible to predict future stock prices with a high level of precision using sophisticated algorithms, model architectures, and the selection of appropriate variables in the models. This chapter proposes a collection of predictive regression models built on deep learning architecture for robust and precise prediction of the future prices of a stock listed in the diversified sectors in the National Stock Exchange (NSE) of India. The Metastock tool is used to download the historical stock prices over a period of two years (2013,Äì2014) at 5 minutes intervals. While the records for the first year are used to train the models, the testing is carried out using the remaining records. The design approaches of all the models and their performance results are presented in detail. The models are also compared based on their execution time and accuracy of prediction.
Book Synopsis Introduction to Time Series Forecasting With Python by : Jason Brownlee
Download or read book Introduction to Time Series Forecasting With Python written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2017-02-16 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.
Book Synopsis A Robust Predictive Model for Stock Price Forecasting by : Jaydip Sen
Download or read book A Robust Predictive Model for Stock Price Forecasting written by Jaydip Sen and published by . This book was released on 2017 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: Prediction of future movement of stock prices has been the subject matter of many research work. On one hand, we have proponents of the Efficient Market Hypothesis who claim that stock prices cannot be predicted accurately. On the other hand, there are propositions that have shown that, if appropriately modelled, stock prices can be predicted fairly accurately. The latter have focused on choice of variables, appropriate functional forms and techniques of forecasting. This work proposes a granular approach to stock price prediction by combining statistical and machine learning methods with some concepts that have been advanced in the literature on technical analysis. The objective of our work is to take 5 minute daily data on stock prices from the National Stock Exchange (NSE) in India and develop a forecasting framework for stock prices. Our contention is that such a granular approach can model the inherent dynamics and can be fine-tuned for immediate forecasting. Six different techniques including three regression-based approaches and three classification-based approaches are applied to model and predict stock price movement of two stocks listed in NSE - Tata Steel and Hero Moto. Extensive results have been provided on the performance of these forecasting techniques for both the stocks.
Book Synopsis Stock Prediction with Deep Learning by : Ethan Shaotran
Download or read book Stock Prediction with Deep Learning written by Ethan Shaotran and published by . This book was released on 2018-06-10 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: For centuries, human beings have tried to predict the future, whether it be NBA playoffs, weather, or elections. In this book, we tackle the common misconception that the stock market cannot be predicted, and build a stock prediction algorithm to beat the stock market, using Deep Learning, Data Analysis, and Natural Language Processing techniques.If you're new to Artificial Intelligence and Python, and are curious to learn more, this is a great book for you! Industry experts also have plenty to learn from the variety of methods and techniques used in data collection and manipulation.ABOUT THE AUTHOREthan Shaotran is an AI developer, researcher, and author of "Stock Prediction with Deep Learning". He is the founder of Energize.AI, where he built a financial stock prediction algorithm that outperformed the stock market in 2017. He is currently working on a thought experiment series to raise awareness on AI-related societal challenges within the AI community, regarding regulation and potential moral hazards, as well as autonomous vehicle driving software. Ethan has studied Economics and AI courses from Harvard, Stanford, and USF, is an affiliate with the Harvard Kennedy School's AI Initiative and is a member of the Association for Computing Machinery.
Book Synopsis Machine Learning and Metaheuristics Algorithms, and Applications by : Sabu M. Thampi
Download or read book Machine Learning and Metaheuristics Algorithms, and Applications written by Sabu M. Thampi and published by Springer Nature. This book was released on 2021-02-05 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Second Symposium on Machine Learning and Metaheuristics Algorithms, and Applications, SoMMA 2020, held in Chennai, India, in October 2020. Due to the COVID-19 pandemic the conference was held online. The 12 full papers and 7 short papers presented in this volume were thoroughly reviewed and selected from 40 qualified submissions. The papers cover such topics as machine learning, artificial intelligence, Internet of Things, modeling and simulation, disctibuted computing methodologies, computer graphics, etc.
Book Synopsis Deep Learning for Time Series Forecasting by : Jason Brownlee
Download or read book Deep Learning for Time Series Forecasting written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2018-08-30 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deep learning methods offer a lot of promise for time series forecasting, such as the automatic learning of temporal dependence and the automatic handling of temporal structures like trends and seasonality. With clear explanations, standard Python libraries, and step-by-step tutorial lessons you’ll discover how to develop deep learning models for your own time series forecasting projects.
Book Synopsis Proceedings of the International Conference on Big Data, IoT, and Machine Learning by : Mohammad Shamsul Arefin
Download or read book Proceedings of the International Conference on Big Data, IoT, and Machine Learning written by Mohammad Shamsul Arefin and published by Springer Nature. This book was released on 2021-12-03 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers a collection of high-quality peer-reviewed research papers presented at the International Conference on Big Data, IoT and Machine Learning (BIM 2021), held in Cox’s Bazar, Bangladesh, during 23–25 September 2021. The book covers research papers in the field of big data, IoT and machine learning. The book will be helpful for active researchers and practitioners in the field.
Book Synopsis Analysis and Forecasting of Financial Time Series by : Jaydip Sen
Download or read book Analysis and Forecasting of Financial Time Series written by Jaydip Sen and published by Cambridge Scholars Publishing. This book was released on 2022-10-11 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together real-world cases illustrating how to analyse volatile financial time series in order to provide a better understanding of their past behavior and robust forecasting of their future behavioural patterns. Using time series data from diverse financial sectors, it shows how the concepts and techniques of statistical analysis, machine learning, and deep learning are applied to build robust predictive models, as well as the ways in which these models can be used for forecasting the future prices of stocks and constructing profitable portfolios of investments. All the concepts and methods used in the book have been implemented using Python and R languages on TensorFlow and Keras frameworks. The volume will be particularly useful for advanced postgraduate and doctoral students of finance, economics, econometrics, statistics, data science, computer science, and information technology.
Book Synopsis Empirical Asset Pricing by : Wayne Ferson
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Book Synopsis Stock Market Prediction and Efficiency Analysis using Recurrent Neural Network by : Joish Bosco
Download or read book Stock Market Prediction and Efficiency Analysis using Recurrent Neural Network written by Joish Bosco and published by GRIN Verlag. This book was released on 2018-09-18 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt: Project Report from the year 2018 in the subject Computer Science - Technical Computer Science, , course: Computer Science, language: English, abstract: Modeling and Forecasting of the financial market have been an attractive topic to scholars and researchers from various academic fields. The financial market is an abstract concept where financial commodities such as stocks, bonds, and precious metals transactions happen between buyers and sellers. In the present scenario of the financial market world, especially in the stock market, forecasting the trend or the price of stocks using machine learning techniques and artificial neural networks are the most attractive issue to be investigated. As Giles explained, financial forecasting is an instance of signal processing problem which is difficult because of high noise, small sample size, non-stationary, and non-linearity. The noisy characteristics mean the incomplete information gap between past stock trading price and volume with a future price. The stock market is sensitive with the political and macroeconomic environment. However, these two kinds of information are too complex and unstable to gather. The above information that cannot be included in features are considered as noise. The sample size of financial data is determined by real-world transaction records. On one hand, a larger sample size refers a longer period of transaction records; on the other hand, large sample size increases the uncertainty of financial environment during the 2 sample period. In this project, we use stock data instead of daily data in order to reduce the probability of uncertain noise, and relatively increase the sample size within a certain period of time. By non-stationarity, one means that the distribution of stock data is various during time changing. Non-linearity implies that feature correlation of different individual stocks is various. Efficient Market Hypothesis was developed by Burton G. Malkiel in 1991.
Book Synopsis Proceedings of the 7th International Conference on Economic Management and Green Development by : Xiaolong Li
Download or read book Proceedings of the 7th International Conference on Economic Management and Green Development written by Xiaolong Li and published by Springer Nature. This book was released on with total page 2095 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Proceedings of the International Conference on Paradigms of Computing, Communication and Data Sciences by : Rajendra Prasad Yadav
Download or read book Proceedings of the International Conference on Paradigms of Computing, Communication and Data Sciences written by Rajendra Prasad Yadav and published by Springer Nature. This book was released on 2023-02-23 with total page 765 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected high-quality research papers presented at International Conference on Paradigms of Communication, Computing and Data Sciences (PCCDS 2022), held at Malaviya National Institute of Technology Jaipur, India, during 05 – 07 July 2022. It discusses high-quality and cutting-edge research in the areas of advanced computing, communications and data science techniques. The book is a collection of latest research articles in computation algorithm, communication and data sciences, intertwined with each other for efficiency.
Book Synopsis Proceedings of Fourth International Conference on Computing, Communications, and Cyber-Security by : Sudeep Tanwar
Download or read book Proceedings of Fourth International Conference on Computing, Communications, and Cyber-Security written by Sudeep Tanwar and published by Springer Nature. This book was released on 2023-07-01 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features selected research papers presented at the Fourth International Conference on Computing, Communications, and Cyber-Security (IC4S 2022), organized in Ghaziabad India, during October 21–22, 2022. The conference was hosted at KEC Ghaziabad in collaboration with WSG Poland, SFU Russia, & CSRL India. It includes innovative work from researchers, leading innovators, and professionals in the area of communication and network technologies, advanced computing technologies, data analytics and intelligent learning, the latest electrical and electronics trends, and security and privacy issues.
Book Synopsis Advances in Neural Networks - ISNN 2007 by : Derong Liu
Download or read book Advances in Neural Networks - ISNN 2007 written by Derong Liu and published by Springer. This book was released on 2007-07-14 with total page 1346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is part of a three volume set that constitutes the refereed proceedings of the 4th International Symposium on Neural Networks, ISNN 2007, held in Nanjing, China in June 2007. Coverage includes neural networks for control applications, robotics, data mining and feature extraction, chaos and synchronization, support vector machines, fault diagnosis/detection, image/video processing, and applications of neural networks.
Book Synopsis Artificial Intelligence in Prescriptive Analytics by : Witold Pedrycz
Download or read book Artificial Intelligence in Prescriptive Analytics written by Witold Pedrycz and published by Springer Nature. This book was released on with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Proceedings of Data Analytics and Management by : Abhishek Swaroop
Download or read book Proceedings of Data Analytics and Management written by Abhishek Swaroop and published by Springer Nature. This book was released on 2024-02-06 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book includes original unpublished contributions presented at the International Conference on Data Analytics and Management (ICDAM 2023), held at London Metropolitan University, London, UK, during June 2023. The book covers the topics in data analytics, data management, big data, computational intelligence, and communication networks. The book presents innovative work by leading academics, researchers, and experts from industry which is useful for young researchers and students. The book is divided into four volumes.
