DeepInvesting: Stock market predictions with a sequence-oriented BiLSTM stacked model – A dataset case study of AMZN

As well, the contributions of the paper are summarized as: • Efficient model applied to AMZN dataset for various metrics • Demonstrates considerable performance in price forecasting • Achieves minimal MAPE and RMSPE, as well as R 2 scores robust fit to the data • Multimodal approach captures intricate financial patterns Intelligent forecasters are now being considered in the stock market, providing essential insights and strategic guidance to investors and traders by presenting analytical tools and predictive models, thus enabling informed decision-making and mitigating financial risks in this dynamic market. The importance of intelligent analyzers in stock trading routines is considered in this work, where DeepInvesting, a multimodal deep learning model tailored for stock price prediction, is introduced. Employing a Sequence-Oriented, Long-Term Dependent (SoLTD) architecture featuring Bidirectional Long Short-Term Memory (BiLSTM) networks, DeepInvesting is applied to essential features of the Amazon Corp. (AMZN) market dataset, gathered from Yahoo Finance, including Closing, Opening, High, Low, Volume, and Adj Close prices. Exceptional performance in forecasting Closing, Opening, High, Low, and Adj Close prices is demonstrated, with minimal Mean Absolute Percentage Error (MAPE) and Root Mean Squared Percentage Error (RMSPE) scores, coupled with high R-squared (R 2 ) values, manifesting a robust fit to the data, as well as computational complexity, and Rates Per Second (RPS) metrics in comparison to other models of KNN, LSTM, RNN, CNN, and ANN. Finally, challenges in the accurate prediction of trading volumes are identified, highlighting an area for future enhancement.