Paper Title :Applying CNN-LSTM Based Model For Stock Price Prediction: A DeepLearning Approach
Author :Fazri Evrizal Muharam, Andrieta Shintia Dewi
Article Citation :Fazri Evrizal Muharam ,Andrieta Shintia Dewi ,
(2024 ) " Applying CNN-LSTM Based Model For Stock Price Prediction: A DeepLearning Approach " ,
International Journal of Advance Computational Engineering and Networking (IJACEN) ,
pp. 117-123,
Volume-12,Issue-3
Abstract : Investment involves the allocation of financial resources with the objective of generating future profits. Prior to
making investment decisions in the stock market, investors are required to undertake a range of analyses to enhance profit
potential and mitigate risks. Two commonly used analysis methods are fundamental analysis, which studies the financial
condition and performance of companies, and technical analysis, which focuses on patterns and trends in stock prices.
Currently, deep learning technologies, a subset of artificial intelligence, are employed to assist in predicting stock price
fluctuations, utilizing models such as GRU, MLP,RNN, CNN, and LSTM.". The study focuses on using a hybrid deep
learning model, combining Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM), for stock price
prediction. The research methodology involves testing the CNN-LSTM model on data from 10 companies consistently listed
in the LQ45 Index, a prominent Indonesian stock market index. The dataset encompasses ten years of daily transactions,
focusing on the model's ability to accurately predict closing stock prices.. Performance metrics like Mean Squared Error
(MSE), Mean Absolute Error (MAE), and R2 Score are used for evaluation. The results indicate that the CNN-LSTM model
effectively predicts stock prices, evidenced by low MSE and MAE values, along with high R² scores across various datasets.
The study concludes that the CNN-LSTM model is effective forstockmarketanalysisandcanaidinvestorsinmakingdatadrivendecisions.
However,it emphasizes the need for combining such models with comprehensive financial analysis for better
investment.
Keywords - CNN, LSTM, Stock Market, Stock Price Prediction
Type : Research paper
Published : Volume-12,Issue-3
DOIONLINE NO - IJACEN-IRAJ-DOIONLINE-20653
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Copyright: © Institute of Research and Journals
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Published on 2024-06-26 |
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