Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric

Predicting stock price is a trend yet very challenging task. It is because the stock prices depend upon several internal and external factors. Stock price prediction can be very useful for financial sectors and the government and help in informed decision-making. This paper analyzes the stock marke...

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Main Authors: Noman Islam, Misbah Afzal, Muhammad Arsal Wali, Hamza Shakeel
Format: Article
Language:English
Published: The University of Lahore 2022-09-01
Series:Pakistan Journal of Engineering & Technology
Subjects:
Online Access:https://www.hpej.net/journals/pakjet/article/view/2123
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author Noman Islam
Misbah Afzal
Muhammad Arsal Wali
Hamza Shakeel
author_facet Noman Islam
Misbah Afzal
Muhammad Arsal Wali
Hamza Shakeel
author_sort Noman Islam
collection DOAJ
description Predicting stock price is a trend yet very challenging task. It is because the stock prices depend upon several internal and external factors. Stock price prediction can be very useful for financial sectors and the government and help in informed decision-making. This paper analyzes the stock market prices of K-Electric Karachi. It is found that the stock prices of K-electric depend on the stock prices of the refinery sector. The paper analyzes the stock price data of the two sectors. Also, the paper compares the stock price prediction based on moving average, auto-regressive integrated moving average (ARIMA), convolutional neural network and long short-term memory (LSTM) model. It is found that ARIMA outperforms the other algorithms. A set of experiments were conducted to test the performance of algorithms. The algorithms were analyzed based on different metrics such as root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE).
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spelling doaj.art-41153443be92447f9f7964efa6c2cc712022-12-22T03:48:09ZengThe University of LahorePakistan Journal of Engineering & Technology2664-20422664-20502022-09-015210.51846/vol5iss2pp226-233Data Analysis, Visualization and Prediction of Stock Market Prices of K-ElectricNoman Islam0Misbah Afzal1Muhammad Arsal Wali2Hamza Shakeel3Karachi Institute of Economics and Technology, Karachi, PakistanNED University of Engineering and Technology, Karachi, PakistanNED University of Engineering and Technology, Karachi, PakistanNED University of Engineering and Technology, Karachi, Pakistan Predicting stock price is a trend yet very challenging task. It is because the stock prices depend upon several internal and external factors. Stock price prediction can be very useful for financial sectors and the government and help in informed decision-making. This paper analyzes the stock market prices of K-Electric Karachi. It is found that the stock prices of K-electric depend on the stock prices of the refinery sector. The paper analyzes the stock price data of the two sectors. Also, the paper compares the stock price prediction based on moving average, auto-regressive integrated moving average (ARIMA), convolutional neural network and long short-term memory (LSTM) model. It is found that ARIMA outperforms the other algorithms. A set of experiments were conducted to test the performance of algorithms. The algorithms were analyzed based on different metrics such as root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE). https://www.hpej.net/journals/pakjet/article/view/2123ARIMACNNLSTMStock price prediction
spellingShingle Noman Islam
Misbah Afzal
Muhammad Arsal Wali
Hamza Shakeel
Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric
Pakistan Journal of Engineering & Technology
ARIMA
CNN
LSTM
Stock price prediction
title Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric
title_full Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric
title_fullStr Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric
title_full_unstemmed Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric
title_short Data Analysis, Visualization and Prediction of Stock Market Prices of K-Electric
title_sort data analysis visualization and prediction of stock market prices of k electric
topic ARIMA
CNN
LSTM
Stock price prediction
url https://www.hpej.net/journals/pakjet/article/view/2123
work_keys_str_mv AT nomanislam dataanalysisvisualizationandpredictionofstockmarketpricesofkelectric
AT misbahafzal dataanalysisvisualizationandpredictionofstockmarketpricesofkelectric
AT muhammadarsalwali dataanalysisvisualizationandpredictionofstockmarketpricesofkelectric
AT hamzashakeel dataanalysisvisualizationandpredictionofstockmarketpricesofkelectric