Short-term stock market price trend prediction using a comprehensive deep learning system
Abstract In the era of big data, deep learning for predicting stock market prices and trends has become even more popular than before. We collected 2 years of data from Chinese stock market and proposed a comprehensive customization of feature engineering and deep learning-based model for predicting...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2020-08-01
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| Series: | Journal of Big Data |
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| Online Access: | http://link.springer.com/article/10.1186/s40537-020-00333-6 |
| _version_ | 1818291703171252224 |
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| author | Jingyi Shen M. Omair Shafiq |
| author_facet | Jingyi Shen M. Omair Shafiq |
| author_sort | Jingyi Shen |
| collection | DOAJ |
| description | Abstract In the era of big data, deep learning for predicting stock market prices and trends has become even more popular than before. We collected 2 years of data from Chinese stock market and proposed a comprehensive customization of feature engineering and deep learning-based model for predicting price trend of stock markets. The proposed solution is comprehensive as it includes pre-processing of the stock market dataset, utilization of multiple feature engineering techniques, combined with a customized deep learning based system for stock market price trend prediction. We conducted comprehensive evaluations on frequently used machine learning models and conclude that our proposed solution outperforms due to the comprehensive feature engineering that we built. The system achieves overall high accuracy for stock market trend prediction. With the detailed design and evaluation of prediction term lengths, feature engineering, and data pre-processing methods, this work contributes to the stock analysis research community both in the financial and technical domains. |
| first_indexed | 2024-12-13T02:48:17Z |
| format | Article |
| id | doaj.art-befc6279ba3b4d6a828ebd0461c445be |
| institution | Directory Open Access Journal |
| issn | 2196-1115 |
| language | English |
| last_indexed | 2024-12-13T02:48:17Z |
| publishDate | 2020-08-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Journal of Big Data |
| spelling | doaj.art-befc6279ba3b4d6a828ebd0461c445be2022-12-22T00:02:07ZengSpringerOpenJournal of Big Data2196-11152020-08-017113310.1186/s40537-020-00333-6Short-term stock market price trend prediction using a comprehensive deep learning systemJingyi Shen0M. Omair Shafiq1School of Information Technology, Carleton UniversitySchool of Information Technology, Carleton UniversityAbstract In the era of big data, deep learning for predicting stock market prices and trends has become even more popular than before. We collected 2 years of data from Chinese stock market and proposed a comprehensive customization of feature engineering and deep learning-based model for predicting price trend of stock markets. The proposed solution is comprehensive as it includes pre-processing of the stock market dataset, utilization of multiple feature engineering techniques, combined with a customized deep learning based system for stock market price trend prediction. We conducted comprehensive evaluations on frequently used machine learning models and conclude that our proposed solution outperforms due to the comprehensive feature engineering that we built. The system achieves overall high accuracy for stock market trend prediction. With the detailed design and evaluation of prediction term lengths, feature engineering, and data pre-processing methods, this work contributes to the stock analysis research community both in the financial and technical domains.http://link.springer.com/article/10.1186/s40537-020-00333-6PredictionDeep learningStock market trendFeature engineering |
| spellingShingle | Jingyi Shen M. Omair Shafiq Short-term stock market price trend prediction using a comprehensive deep learning system Journal of Big Data Prediction Deep learning Stock market trend Feature engineering |
| title | Short-term stock market price trend prediction using a comprehensive deep learning system |
| title_full | Short-term stock market price trend prediction using a comprehensive deep learning system |
| title_fullStr | Short-term stock market price trend prediction using a comprehensive deep learning system |
| title_full_unstemmed | Short-term stock market price trend prediction using a comprehensive deep learning system |
| title_short | Short-term stock market price trend prediction using a comprehensive deep learning system |
| title_sort | short term stock market price trend prediction using a comprehensive deep learning system |
| topic | Prediction Deep learning Stock market trend Feature engineering |
| url | http://link.springer.com/article/10.1186/s40537-020-00333-6 |
| work_keys_str_mv | AT jingyishen shorttermstockmarketpricetrendpredictionusingacomprehensivedeeplearningsystem AT momairshafiq shorttermstockmarketpricetrendpredictionusingacomprehensivedeeplearningsystem |