Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model: A Case Study of Stock Market Prediction

Publikation: Beiträge in SammelwerkenAufsätze in KonferenzbändenForschungbegutachtet

Standard

Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model: A Case Study of Stock Market Prediction. / Dastgerdi, Amin Karimi; Mercorelli, Paolo.
Advances in Computing and Data Sciences: 7th International Conference, ICACDS 2023, Kolkata, India, April 27–28, 2023, Revised Selected Papers. Hrsg. / Mayank Singh; Vipin Tyagi; P.K. Gupta; Jan Flusser; Tuncer Ören. Cham: Springer International Publishing, 2023. S. 478-489 (Communications in Computer and Information Science; Band 1848).

Publikation: Beiträge in SammelwerkenAufsätze in KonferenzbändenForschungbegutachtet

Harvard

Dastgerdi, AK & Mercorelli, P 2023, Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model: A Case Study of Stock Market Prediction. in M Singh, V Tyagi, PK Gupta, J Flusser & T Ören (Hrsg.), Advances in Computing and Data Sciences: 7th International Conference, ICACDS 2023, Kolkata, India, April 27–28, 2023, Revised Selected Papers. Communications in Computer and Information Science, Bd. 1848, Springer International Publishing, Cham, S. 478-489, International Conference on Advances in Computing and Data Sciences, Kolkata, Indien, 27.04.23. https://doi.org/10.1007/978-3-031-37940-6_39

APA

Dastgerdi, A. K., & Mercorelli, P. (2023). Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model: A Case Study of Stock Market Prediction. In M. Singh, V. Tyagi, P. K. Gupta, J. Flusser, & T. Ören (Hrsg.), Advances in Computing and Data Sciences: 7th International Conference, ICACDS 2023, Kolkata, India, April 27–28, 2023, Revised Selected Papers (S. 478-489). (Communications in Computer and Information Science; Band 1848). Springer International Publishing. https://doi.org/10.1007/978-3-031-37940-6_39

Vancouver

Dastgerdi AK, Mercorelli P. Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model: A Case Study of Stock Market Prediction. in Singh M, Tyagi V, Gupta PK, Flusser J, Ören T, Hrsg., Advances in Computing and Data Sciences: 7th International Conference, ICACDS 2023, Kolkata, India, April 27–28, 2023, Revised Selected Papers. Cham: Springer International Publishing. 2023. S. 478-489. (Communications in Computer and Information Science). doi: 10.1007/978-3-031-37940-6_39

Bibtex

@inbook{55a463d5b736489695ea7fd99f1414f1,
title = "Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model: A Case Study of Stock Market Prediction",
abstract = "It has been long since researchers as well as investors and stakeholders who are actively pursuing financial markets are trying to analyze stock price movements and predict its trend more accurately. To minimize the forecasting risk and make the most profit, several methods have been used among which Deep Learning was at the center of attention in recent years. Deep learning techniques include analyses of historical data and recognizing patterns that can assist scientists to make a more precise prediction. This paper focuses on the application of a optimization approach called Neural Network Algorithm to optimize Long short-term Memory for the prediction of financial time series. The findings reveal that the utilization of an optimization technique such as Neural Network Algorithm to optimize Long Short-term Memory neural networks results in a notable improvement of 40%, 65%, 4%, and 85% in the MAPE, Theil U, R, and RMSE metrics, respectively. Consequently, this leads to even more accurate results and more precise predictions.",
keywords = "Engineering, Deep Learning, Time Series Forecasting, LSTM, Optimization, Metaheuristic Algorithms",
author = "Dastgerdi, {Amin Karimi} and Paolo Mercorelli",
note = "Publisher Copyright: {\textcopyright} 2023, The Author(s), under exclusive license to Springer Nature Switzerland AG.; International Conference on Advances in Computing and Data Sciences, ICACDS 2023 ; Conference date: 27-04-2023 Through 28-04-2023",
year = "2023",
month = jan,
day = "1",
doi = "10.1007/978-3-031-37940-6_39",
language = "English",
isbn = "978-3-031-37939-0",
series = "Communications in Computer and Information Science",
publisher = "Springer International Publishing",
pages = "478--489",
editor = "Mayank Singh and Vipin Tyagi and P.K. Gupta and Jan Flusser and Tuncer {\"O}ren",
booktitle = "Advances in Computing and Data Sciences",
address = "Switzerland",
url = "https://www.aconf.org/conf_187359.html",

}

RIS

TY - CHAP

T1 - Employing a Novel Metaheuristic Algorithm to Optimize an LSTM Model

T2 - International Conference on Advances in Computing and Data Sciences

AU - Dastgerdi, Amin Karimi

AU - Mercorelli, Paolo

N1 - Conference code: 7

PY - 2023/1/1

Y1 - 2023/1/1

N2 - It has been long since researchers as well as investors and stakeholders who are actively pursuing financial markets are trying to analyze stock price movements and predict its trend more accurately. To minimize the forecasting risk and make the most profit, several methods have been used among which Deep Learning was at the center of attention in recent years. Deep learning techniques include analyses of historical data and recognizing patterns that can assist scientists to make a more precise prediction. This paper focuses on the application of a optimization approach called Neural Network Algorithm to optimize Long short-term Memory for the prediction of financial time series. The findings reveal that the utilization of an optimization technique such as Neural Network Algorithm to optimize Long Short-term Memory neural networks results in a notable improvement of 40%, 65%, 4%, and 85% in the MAPE, Theil U, R, and RMSE metrics, respectively. Consequently, this leads to even more accurate results and more precise predictions.

AB - It has been long since researchers as well as investors and stakeholders who are actively pursuing financial markets are trying to analyze stock price movements and predict its trend more accurately. To minimize the forecasting risk and make the most profit, several methods have been used among which Deep Learning was at the center of attention in recent years. Deep learning techniques include analyses of historical data and recognizing patterns that can assist scientists to make a more precise prediction. This paper focuses on the application of a optimization approach called Neural Network Algorithm to optimize Long short-term Memory for the prediction of financial time series. The findings reveal that the utilization of an optimization technique such as Neural Network Algorithm to optimize Long Short-term Memory neural networks results in a notable improvement of 40%, 65%, 4%, and 85% in the MAPE, Theil U, R, and RMSE metrics, respectively. Consequently, this leads to even more accurate results and more precise predictions.

KW - Engineering

KW - Deep Learning

KW - Time Series Forecasting

KW - LSTM

KW - Optimization

KW - Metaheuristic Algorithms

UR - http://www.scopus.com/inward/record.url?scp=85172195374&partnerID=8YFLogxK

U2 - 10.1007/978-3-031-37940-6_39

DO - 10.1007/978-3-031-37940-6_39

M3 - Article in conference proceedings

SN - 978-3-031-37939-0

T3 - Communications in Computer and Information Science

SP - 478

EP - 489

BT - Advances in Computing and Data Sciences

A2 - Singh, Mayank

A2 - Tyagi, Vipin

A2 - Gupta, P.K.

A2 - Flusser, Jan

A2 - Ören, Tuncer

PB - Springer International Publishing

CY - Cham

Y2 - 27 April 2023 through 28 April 2023

ER -

DOI

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