Authors :
Gaurav Solanki; Bibek Kumar Jha; Yash Anand; Pritam Kumar Rout; Piyush Mandal
Volume/Issue :
Volume 10 - 2025, Issue 4 - April
Google Scholar :
https://tinyurl.com/y2kxecc3
Scribd :
https://tinyurl.com/2zyste5v
DOI :
https://doi.org/10.38124/ijisrt/25apr1288
Google Scholar
Note : A published paper may take 4-5 working days from the publication date to appear in PlumX Metrics, Semantic Scholar, and ResearchGate.
Note : Google Scholar may take 15 to 20 days to display the article.
Abstract :
This project is focused on creating a machine learning model to predict stock market prices by
examining past data and market indicators. We apply regression and deep learning techniques to improve
prediction accuracy. The main goal is to aid stock market analysis with a dashboard developed using the LSTM
(Long Short-Term Memory) model.
We will explain how the model functions and show how it can be used for making real-time predictions.
We'll also talk about the challenges faced during its development. LSTM models are excellent for analyzing
data that changes over time and for spotting long-term trends. They are especially useful for predicting time
series, such as stock prices, because they can adapt to new market data rather than depending on fixed rules.
Keywords :
Forecast, Precision, Market Signals.
References :
- T. P. A and Sudha, "Stock Price Prediction using Deep-Learning Model," in 2024 4th International Conference on Pervasive Computing and Social Networking (ICPCSN), Salem, India, 2024, pp. 533-538, doi: 10.1109/ICPCSN62568.2024.00090.
- I. K. Friday, J. F. Godslove, D. S. K. Nayak and S. Prusty, "IRGM: An Integrated RNN-GRU Model for Stock Market Price Prediction," in 2022 International Conference on Machine Learning, Computer Systems and Security (MLCSS), Bhubaneswar, India, 2022, pp. 129-132, doi: 10.1109/MLCSS57186.2022.00031.
- A. Mishra, R. Singh, A. Agrawal, P. Kumar Arya and A. Sharma, "Prediction of Exact Price of Stock and Direction of Stock Market Using Statistical and LSTM Model," in 2024 3rd International Conference on Artificial Intelligence and Autonomous Robot Systems (AIARS), Bristol, United Kingdom, 2024, pp. 981-985, doi: 10.1109/AIARS63200.2024.00184.
- S. Barrass and K. V. Nesbitt, "Finding Trading Patterns in Stock Market Data" in IEEE Computer Graphics and Applications, vol. 24, no. 05, pp. 45-55, September/October 2004, doi: 10.1109/MCG.2004.28.
- O. Elariss, D. Xu, A. Denton and J. Wu, "Mining for Core Patterns in Stock Market Data," in 2013 IEEE 13th International Conference on Data Mining Workshops, Miami, Florida, USA, 2009, pp. 558- 563, doi: 10.1109/ICDMW.2009.115.
- L. Zhao and L. Wang, "Price Trend Prediction of Stock Market Using Outlier Data Mining Algorithm," in 2015 IEEE Fifth International Conference on Big Data and Cloud Computing (BDCloud), Dalian, China, 2015, pp. 93-98, doi: 10.1109/BDCloud.2015.19.
- Y. Wang, Y. Liu, M. Wang and R. Liu, "LSTM Model Optimization on Stock Price Forecasting," in 2018 17th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES), Wuxi, China, 2018, pp. 173-177, doi: 10.1109/DCABES.2018.00052.
- X. Zhou, "Stock Price Prediction using Combined LSTM-CNN Model," in 2021 3rd International Conference on Machine Learning, Big Data and Business Intelligence (MLBDBI), Taiyuan, China, 2021, pp. 67-71, doi: 10.1109/MLBDBI54094.2021.00020.
This project is focused on creating a machine learning model to predict stock market prices by
examining past data and market indicators. We apply regression and deep learning techniques to improve
prediction accuracy. The main goal is to aid stock market analysis with a dashboard developed using the LSTM
(Long Short-Term Memory) model.
We will explain how the model functions and show how it can be used for making real-time predictions.
We'll also talk about the challenges faced during its development. LSTM models are excellent for analyzing
data that changes over time and for spotting long-term trends. They are especially useful for predicting time
series, such as stock prices, because they can adapt to new market data rather than depending on fixed rules.
Keywords :
Forecast, Precision, Market Signals.