Stock Prediction using Neural Networks and Time Series Analysis Methods

Authors

  • Mohammad Pardaz Banu  Department of Computer Science and Engineering, Vasireddy Venkatadri Institute of Technology, Nambur, Andhra Pradesh, India

DOI:

https://doi.org/10.32628/CSEIT206495

Keywords:

AutoRegressive Integrated Moving Average , AR-Autoregressive, CNN - Convolutional Neural Network, LSTM- Long Short Term Memory, MA- moving average, SARIMAX - Seasonal Autoregressive Integrated moving average.

Abstract

The stock market is considered to be one of the most highly complex financial systems which consist of various components or stocks, the price of which fluctuates greatly with respect to time. Stock market forecasting involves uncovering the market trends with respect to time. All the stock market investors aim to maximize the returns over their investments and minimize the risks associated. There are time series methods such as AR, MA, SARIMAX developed to predict the stock price but neural network methods such as CNN, LSTM also used to predict the stock price. This research paper describes the prediction of stock market using neural network alogorithms and also few time series methods.

References

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Published

2020-08-30

Issue

Section

Research Articles

How to Cite

[1]
Mohammad Pardaz Banu, " Stock Prediction using Neural Networks and Time Series Analysis Methods" International Journal of Scientific Research in Computer Science, Engineering and Information Technology(IJSRCSEIT), ISSN : 2456-3307, Volume 6, Issue 4, pp.546-551, July-August-2020. Available at doi : https://doi.org/10.32628/CSEIT206495