A Robust Stock Price Prediction using improved Linear Regression Model with LSTM improved Feature Selection Process

The ability of deep learning models to catch complicated patterns in financial data has led to their increased use in recent years for the crucial job of stock price prediction. Using a mix of regression and recurrent neural networks for improved feature selection process, we suggest a deep learning-based method for stock price forecast in this research. The proposed method shows better accuracy than other previous methods with training accuracy of 100%, validation accuracy of 99%, and final testing accuracy of 96%. The proposed method also shows lower errorscores as compared to other previous methods: a mean absolute percentage error (MAPE) of 1.45, a mean square error (MSE) of 1.48, a root mean square error (RMSE) of 1.22, and a mean absolute error (MAE) of 0.76.

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A Robust Stock Price Prediction using improved Linear Regression Model with LSTM improved Feature Selection Process

Semantic Scholar · Computer Science · 2023

Abstract

The ability of deep learning models to catch complicated patterns in financial data has led to their increased use in recent years for the crucial job of stock price prediction. Using a mix of regression and recurrent neural networks for improved feature selection process, we suggest a deep learning-based method for stock price forecast in this research. The proposed method shows better accuracy than other previous methods with training accuracy of 100%, validation accuracy of 99%, and final testing accuracy of 96%. The proposed method also shows lower errorscores as compared to other previous methods: a mean absolute percentage error (MAPE) of 1.45, a mean square error (MSE) of 1.48, a root mean square error (RMSE) of 1.22, and a mean absolute error (MAE) of 0.76.

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