Title of article :
Designing a hybrid model for stock marketing prediction based on LSTM and transfer learning
Author/Authors :
Rameh, Tahereh Department of Information Technology Management - Faculty of Management and Accounting - Qazvin Branch - Islamic Azad University - Qazvin, Iran , Abbasi, Rezvan Faculty of Electrical - Biomedical and Mechatronics Engineering - Qazvin Branch - Islamic Azad University - Qazvin, Iran , Sanaei, Mohamadreza Department of Information Technology Management - Faculty of Management and Accounting - Qazvin Branch - Islamic Azad University - Qazvin, Iran
Abstract :
One of the most complex and controversial issues in financial markets is the prediction of price and
stock returns which is always a matter of interest to shareholders. The stock market is vulnerable
to various factors that affect the price fluctuations in the stock market. The development of a
strong stock market algorithm that can accurately predict stock behaviour is important to maximize
profits and minimize the loss of investors. Although in addition to the history of each share, other
psychological factors affect the value of each share, in this research, an artificial intelligence model
is proposed based on long short-term memory and text embedding. In addition to being paid to
the stock market in the form of time series data; In order to investigate the psychological force of
the market, features are also extracted from news sites. and finally, based on the combination of
features extracted from news sites and time-series data, predicts the future of the stock market. The
results of the evaluations show the proposed model can predict the market future truly.
Keywords :
Long Short-term Memory , Text Embedding , Stock Market
Journal title :
International Journal of Nonlinear Analysis and Applications