research-article

Long Short-Term Memory Network (LSTM) based Stock Price Prediction

Authors:

O-Joun LeeAuthors Info & Claims

RACS '23: Proceedings of the 2023 International Conference on Research in Adaptive and Convergent Systems

Article No.: 35, Pages 1 - 6

https://doi.org/10.1145/3599957.3606240

Published: 29 August 2023 Publication History

Abstract

Predicting stock prices is a challenging and highly sought-after task in financial markets. In recent years, deep learning techniques, particularly Long Short-Term Memory (LSTM) networks, have shown promising results in capturing complex temporal dependencies and forecasting time series data. This research paper presents a LSTM-based framework for stock price prediction. The proposed framework utilizes historical stock price data. The LSTM model is designed to learn the underlying patterns and trends in the data, enabling it to make accurate predictions of future stock prices. We preprocess the data, including normalization and feature engineering, to enhance the model's ability to extract meaningful patterns. We employ appropriate evaluation metrics, such as mean squared error (MSE) and root mean squared error (RMSE), to assess the accuracy of the predictions. Experimental results demonstrate that the LSTM-based framework achieves competitive performance in stock price prediction compared to traditional statistical models and other machine learning approaches.

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Cited By

Guan CYu YRen JDing D(2025)From Chart to ChartMachine Learning and Modeling Techniques in Financial Data Science10.4018/979-8-3693-8186-1.ch012(295-320)Online publication date: 31-Jan-2025
https://doi.org/10.4018/979-8-3693-8186-1.ch012
Fang GZhou X(2024)Web Semantic Analysis of Investor Sentiment, Short Trading, and Stock Market VolatilityInternational Journal on Semantic Web & Information Systems10.4018/IJSWIS.35390320:1(1-35)Online publication date: 17-Sep-2024
https://dl.acm.org/doi/10.4018/IJSWIS.353903
Xuemiao CArya V(2024)Semantic Web Insights Into the Classification of Folk Paper-Cut Cultural GenesInternational Journal on Semantic Web & Information Systems10.4018/IJSWIS.35026620:1(1-15)Online publication date: 17-Sep-2024
https://dl.acm.org/doi/10.4018/IJSWIS.350266
Show More Cited By

Index Terms

Long Short-Term Memory Network (LSTM) based Stock Price Prediction
1. Computer systems organization
  1. Dependable and fault-tolerant systems and networks
    1. Redundancy
  2. Embedded and cyber-physical systems
    1. Embedded systems
    2. Robotics
2. Networks
  1. Network properties
    1. Network reliability

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cover image ACM Conferences

RACS '23: Proceedings of the 2023 International Conference on Research in Adaptive and Convergent Systems

August 2023

251 pages

ISBN:9798400702280

DOI:10.1145/3599957

Copyright © 2023 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

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SIGAPP: ACM Special Interest Group on Applied Computing

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Publication History

Published: 29 August 2023

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Research-article
Research
Refereed limited

Funding Sources

National Research Foundation of Korea

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RACS '23

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SIGAPP

RACS '23: International Conference on Research in Adaptive and Convergent Systems

August 6 - 10, 2023

Gdansk, Poland

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Overall Acceptance Rate 393 of 1,581 submissions, 25%

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Cited By

Guan CYu YRen JDing D(2025)From Chart to ChartMachine Learning and Modeling Techniques in Financial Data Science10.4018/979-8-3693-8186-1.ch012(295-320)Online publication date: 31-Jan-2025
https://doi.org/10.4018/979-8-3693-8186-1.ch012
Fang GZhou X(2024)Web Semantic Analysis of Investor Sentiment, Short Trading, and Stock Market VolatilityInternational Journal on Semantic Web & Information Systems10.4018/IJSWIS.35390320:1(1-35)Online publication date: 17-Sep-2024
https://dl.acm.org/doi/10.4018/IJSWIS.353903
Xuemiao CArya V(2024)Semantic Web Insights Into the Classification of Folk Paper-Cut Cultural GenesInternational Journal on Semantic Web & Information Systems10.4018/IJSWIS.35026620:1(1-15)Online publication date: 17-Sep-2024
https://dl.acm.org/doi/10.4018/IJSWIS.350266
Zhou WJumahong HCui RWu YJing CLin L(2024)Predicting Stock Trends Using Web Semantics and Feature FusionInternational Journal on Semantic Web & Information Systems10.4018/IJSWIS.34637820:1(1-25)Online publication date: 30-Jul-2024
https://dl.acm.org/doi/10.4018/IJSWIS.346378

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