ABSTRACT
The precise forecasting of stock prices is not possible because of the complexity and uncertainty of stock. The effectual model is needed for the triumphant assessment of upcoming stock prices for several companies. Here, an optimized deep model is utilized to effectively predict the stock market using the spark framework. Here, the data partitioning is done using deep embedded clustering, wherein the tuning of parameters is done using the proposed Jaya Anti Coronavirus Optimization (JACO) algorithm in the master node. The proposed JACO is developed by combining Jaya Algorithm and Anti-Coronavirus Optimization algorithm. Then, important technical indicators are mined from divided data in slave nodes. Here, the technical indicators are considered features for enhanced processing. Then, data augmentation is done to make data suitable for processing in the master node. At last, the prediction was done in the master node using deep long short-term memory (Deep LSTM), and training is performed with the proposed JACO. The proposed JACO-based Deep LSTM attains the smallest mean absolute error of 0.113, mean squared error of 0.095, and root mean squared error of 0.309.
ABSTRACT
The sudden outbreak of COVID-19 has dramatically altered the state of the global economy, and the stock market has become more volatile and even fallen sharply as a result of its negative impact, heightening investors' apprehension regarding the correlation between unexpected events and stock market volatility. Additionally, internal and external characteristics coexist in the stock market. Existing research has struggled to extract more effective stock market features during the COVID-19 outbreak using a single time-series neural network model. This paper presents a framework for multitasking learning-based stock market forecasting (COVID-19-MLSF), which can extract the internal and external features of the stock market and their relationships effectively during COVID-19.The innovation comprises three components: designing a new market sentiment index (NMSI) and COVID-19 index to represent the external characteristics of the stock market during the COVID-19 pandemic. Besides, it introduces a multi-task learning framework to extract global and local features of the stock market. Moreover, a temporal convolutional neural network with a multi-scale attention mechanism is designed (MA-TCN) alongside a Multi-View Convolutional-Bidirectional Recurrent Neural Network with Temporal Attention (MVCNN-BiLSTM-Att), adjusting the model to account for the changing status of COVID-19 and its impact on the stock market. Experiments indicate that our model achieves superior performance both in terms of predicting the accuracy of the China CSI 300 Index during the COVID-19 period and in terms of sing market trading.
ABSTRACT
Traditional statistical as well as artificial intelligence techniques are widely used for stock market forecasting. Due to the nonlinearity in stock data, a model developed using the traditional or a single intelligent technique may not accurately forecast results. Therefore, there is a need to develop a hybridization of intelligent techniques for an effective predictive model. In this study, we propose an intelligent forecasting method based on a hybrid of an Artificial Neural Network (ANN) and a Genetic Algorithm (GA) and uses two US stock market indices, DOW30 and NASDAQ100, for forecasting. The data were partitioned into training, testing, and validation datasets. The model validation was done on the stock data of the COVID-19 period. The experimental findings obtained using the DOW30 and NASDAQ100 reveal that the accuracy of the GA and ANN hybrid model for the DOW30 and NASDAQ100 is greater than that of the single ANN (BPANN) technique, both in the short and long term.