Predicting Share Price of Particular Company Listed at NSE, India by Using Convolutional Neural Network

A system that can forecast upcoming movement/price of a specific stock or index is presented in this manuscript. Such system/model can be used for better asset allocation or to grab an investment opportunity in share market. Machine learning methods are extensively used in identifying and predicting patterns in the time series. The study in this manuscript focuses on forecasting the share’s closing price for a specific company listed in National Stock Exchange (NSE) of India. This study presents prediction model based on convolutional neural network (CNN) to predict closing price of the next trading day for a particular share listed in NSE, in specific for ICICI Bank Ltd. The work, during the study, designed and trained CNN network for ICICI Bank Ltd. data of financial year 2022–23. The model was then exposed to trading data of July 2023.