Deep Learning for Stock Market Prediction

This study investigates the operation of deep literacy methods to prognosticate stock request movements. The purpose of this investigation is to improve the delicacy of soothsaying and the decision-making processes they include. Exercising advanced neural network infrastructures, such as convolutional and intermittent networks, the study examines the usefulness of these networks in analyzing literal stock data and relating patterns that are reflective of future price developments. To capture both time dependencies and complicated request signals, the investigation incorporates several deep literacy models, which are analogous to Long Short-Term Memory (LSTM) networks and Motor infrastructures. In this research, the prophetic performance of these models is evaluated by conducting rigorous backtesting on real-world stock data. The results of this evaluation are compared with standard statistical and machine literacy methodologies. Deep literacy models have been shown to give considerable advancement, as demonstrated by the results, which emphasize their potential for providing practical perceptivity and strategic advantages in stock trading. Through the validation of the capacities of deep literacy in the management of the problems of fiscal request vaticination, this study contributes to the expanding field of fiscal analytics.

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Publication Details

Published
2025-03-27
DOI
https://doi.org/10.1109/icfts62006.2025.11031669
Primary Topic
Stock Market Forecasting Methods
Type
article
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article

Deep Learning for Stock Market Prediction

Vijay Ramu, Rakesh Radarapu, S. P. Raja, S. Chandramouli et al.
Stock Market Forecasting Methods
article

Deep Learning for Stock Market Prediction

Vijay Ramu, Rakesh Radarapu, S. P. Raja, S. Chandramouli, D. Janis Bibiyana, Juno Jasmine J
article en

Abstract

This study investigates the operation of deep literacy methods to prognosticate stock request movements. The purpose of this investigation is to improve the delicacy of soothsaying and the decision-making processes they include. Exercising advanced neural network infrastructures, such as convolutional and intermittent networks, the study examines the usefulness of these networks in analyzing literal stock data and relating patterns that are reflective of future price developments. To capture both time dependencies and complicated request signals, the investigation incorporates several deep literacy models, which are analogous to Long Short-Term Memory (LSTM) networks and Motor infrastructures. In this research, the prophetic performance of these models is evaluated by conducting rigorous backtesting on real-world stock data. The results of this evaluation are compared with standard statistical and machine literacy methodologies. Deep literacy models have been shown to give considerable advancement, as demonstrated by the results, which emphasize their potential for providing practical perceptivity and strategic advantages in stock trading. Through the validation of the capacities of deep literacy in the management of the problems of fiscal request vaticination, this study contributes to the expanding field of fiscal analytics.

Vel Tech Rangarajan Dr. Sagunthala R&D Institute of Science and Technology (IN), Vels University (IN), SRM Institute of Science and Technology (IN), National Institute of Technology Meghalaya (IN)
Decent work and economic growth
Openalex Percentile: Top 83%
Stock Market Forecasting Methods
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