Stock Market Prediction using Machine Learning: A
Comprehensive Review with Emphasis on Long Short-
Term Memory Techniques
Journal:
GRENZE International Journal of Engineering and Technology
Authors:
Chaitali Bodke, Varsha Patil
Volume:
10
Issue:
2
Grenze ID:
01.GIJET.10.2.170
Pages:
3846-3853
Abstract
Predicting stock market prices accurately is a challenging task due to the complex and
dynamic nature of financial markets. Traditional methods often fall short in capturing the
intricate patterns and interrelationships present in stock market data. In recent years, machine
learning techniques have emerged as powerful tools for stock market prediction. In this study,
we focus on using Long Short-Term Memory (LSTM) networks, a type of recurrent neural
network (RNN), for stock market prediction.
LSTM networks have shown promising results in capturing temporal dependencies and patterns
in sequential data, making them well-suited for modeling stock market data which exhibits timeseries
characteristics. By leveraging historical stock price data along with other relevant features,
LSTM networks can learn to predict future stock prices with reasonable accuracy.
We propose a solution that utilizes LSTM techniques to predict stock market prices in real-time.
Our approach involves preprocessing corporate stock data, training LSTM models on historical
data, and generating predictions for future stock prices. The predicted prices are presented
graphically, providing a visual representation of the expected price movements.
The effectiveness of our proposed approach is demonstrated through a comprehensive evaluation
using real-world stock market data. We compare our results with existing methods and showcase
the advantages of using LSTM networks for stock market prediction.