Sliding Window-Based Randomized K-Fold Dynamic ANN for Next-Day Stock Trend Forecasting

The integration of machine learning and stock forecasting is attracting increased curiosity owing to its growing significance. This paper presents two main areas of study: predicting pattern trends for the next day and forecasting opening and closing prices using a new method that adds a dynamic hidden layer to artificial neural networks and employs a unique random k-fold cross-validation to enhance prediction accuracy and improve training. To validate the model, we are considering APPLE, GOOGLE, and AMAZON stock data. As a result, low root mean squared error (1.7208) and mean absolute error (0.9892) in both training and validation phases demonstrate the robust predictive performance of the dynamic ANN model. Furthermore, high R-values indicated a strong correlation between the experimental data and proposed model estimates.