Analysis of the Different Models for Stock Price Prediction

Authors

  • Zhehao Lu

DOI:

https://doi.org/10.54097/6zq6mp91

Keywords:

Stock price prediction; ARIMA; recurrent neural network; Logistic regression model.

Abstract

As a matter of fact, the stock price prediction is sustained for many years when stocks appeared. People are finding ways to predict the stock prices and find the best price for earning most profits. On this basis, this study will discuss about the stock price prediction in terms of various models including time series models as well as machine learning and deep learning schemes, there are different types of models, and these models have different uses and methods. According to the analysis, this paper find ARIMA model, recurrent neural model, and logistic regression model are available for calculating the stock prices. This is proved by using the data before and calculate the data afterwards. The prices calculated is similar to the real prices. Which means these methods or models are useful for predicting. Overall, these results shed light on guiding further exploration of stock price prediction based on the state-of-art machine learning scenarios.

Downloads

Download data is not yet available.

References

Jin Z, Yang Y, Liu Y. Stock closing price prediction based on sentiment analysis and LSTM. Neural Computing and Applications, 2020, 32: 9713-9729.

Lu W, Li J, Wang J, et al. A CNN-BiLSTM-AM method for stock price prediction. Neural Computing and Applications, 2021, 33: 4741-4753.

Ariyo A A, Adewumi A O, Ayo C K. Stock price prediction using the ARIMA model. 2014 UKSim-AMSS 16th international conference on computer modelling and simulation. IEEE, 2014: 106-112.

Zhao C, Hu P, Liu X, et al. Stock market analysis using time series relational models for stock price prediction. Mathematics, 2023, 11(5): 1130.

Lee J W. Stock price prediction using reinforcement learning. ISIE 2001. 2001 IEEE International Symposium on Industrial Electronics Proceedings (Cat. No. 01TH8570). IEEE, 2001, 1: 690-695.

Kumar Chandar S. Grey Wolf optimization-Elman neural network model for stock price prediction. Soft Computing, 2021, 25: 649-658.

Mehtab S, Sen J, Dutta A. Stock price prediction using machine learning and LSTM-based deep learning models. Machine Learning and Metaheuristics Algorithms, and Applications: Second Symposium, SoMMA 2020, Chennai, India, October 14–17, 2020, Revised Selected Papers 2. Springer Singapore, 2021: 88-106.

Hu Z, Zhao Y, Khushi M. A survey of forex and stock price prediction using deep learning. Applied System Innovation, 2021, 4(1): 9.

Li Y, Ni P, Chang V. Application of deep reinforcement learning in stock trading strategies and stock forecasting. Computing, 2020, 102(6): 1305-1322.

Fattah J, Ezzine L, Aman Z, et al. Forecasting of demand using ARIMA model. International Journal of Engineering Business Management, 2018, 10: 1847979018808673.

Kong-lai Z, Jing-Jing L. Studies of Discriminant analysis and Logistic regression model application in Credit Risk for China's Listed Companies. Management Science and Engineering, 2010, 4(4): 24.

Almasarweh M, Alwadi S. ARIMA model in predicting banking stock market data. Modern Applied Science, 2018, 12(11): 309.

Khan S, Alghulaiakh H. ARIMA model for accurate time series stocks forecasting. International Journal of Advanced Computer Science and Applications, 2020, 11(7).

Zhu Y. Stock price prediction using the RNN model. Journal of Physics: Conference Series. IOP Publishing, 2020, 1650(3): 032103

Selvin S, Vinayakumar R, Gopalakrishnan E A, et al. Stock price prediction using LSTM, RNN and CNN-sliding window model. 2017 international conference on advances in computing, communications and informatics (icacci). IEEE, 2017: 1643-1647.

Pang B, Zha K, Cao H, et al. Deep rnn framework for visual sequential applications. Proceedings of the IEEE/CVF Conference on Computer Vision and Pattern Recognition. 2019: 423-432.

Moghar A, Hamiche M. Stock market prediction using LSTM recurrent neural network. Procedia Computer Science, 2020, 170: 1168-1173.

Zhao J, Zeng D, Liang S, et al. Prediction model for stock price trend based on recurrent neural network. Journal of Ambient Intelligence and Humanized Computing, 2021, 12: 745-753.

Gong J, Sun S. A new approach of stock price prediction based on logistic regression model. 2009 International Conference on New Trends in Information and Service Science. IEEE, 2009: 1366-1371.

Nayak A, Pai M M M, Pai R M. Prediction models for Indian stock market. Procedia Computer Science, 2016, 89: 441-449.

Ali S S, Mubeen M, Hussain A. Prediction of stock performance by using logistic regression model: evidence from Pakistan Stock Exchange (PSX). Patron of the Conference. 2018, 15.

Downloads

Published

29-03-2024

How to Cite

Lu, Z. (2024). Analysis of the Different Models for Stock Price Prediction. Highlights in Science, Engineering and Technology, 88, 130-135. https://doi.org/10.54097/6zq6mp91