Projection of the stock market is a task of an emerging research area nowadays. Price movement with volatility makes the projection task a challenging one. Technical indicator-based price projection is a popular way among researchers. Hence, the selection of an appropriate indicator remains a problem for the user. Moreover, different indicators often provide dissimilar results that may cause ambiguity in decision-making. To resolve the matter, this paper designs a long-short term memory framework in account of prominent technical indicators like average directional index, Aroon, Bollinger Bands, moving average and stochastic oscillator. The proposed approach is tested with real-life stock data collected from Yahoo Finance. The designed approach shows satisfactory performance through test results.

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Stock Price Prediction with LSTM-Based Framework in Account of Multiple Technical Indicators

  • Subrata Datta,
  • Asit Kumar Nayek,
  • Aryan Kumar,
  • Anjali Rai

摘要

Projection of the stock market is a task of an emerging research area nowadays. Price movement with volatility makes the projection task a challenging one. Technical indicator-based price projection is a popular way among researchers. Hence, the selection of an appropriate indicator remains a problem for the user. Moreover, different indicators often provide dissimilar results that may cause ambiguity in decision-making. To resolve the matter, this paper designs a long-short term memory framework in account of prominent technical indicators like average directional index, Aroon, Bollinger Bands, moving average and stochastic oscillator. The proposed approach is tested with real-life stock data collected from Yahoo Finance. The designed approach shows satisfactory performance through test results.