UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
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Published in:

Volume 9 Issue 8
August-2022
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

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Published Paper ID:
JETIR2208384


Registration ID:
501490

Page Number

d773-d780

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Title

Stock Price Volatility and Forecasting using Hybrid Model of LSTM & GRU Technique

Abstract

The stock market is an emerging network that offers an infrastructure for all financial transactions from the world in a dynamic rate called stock value, which is devised using market stability. Prediction of stock values provides huge profit opportunities which are considered as an inspiration for research in stock market prediction. Long short term memory (LSTM) is a model that increases the memory of recurrent neural networks. Recurrent neural networks hold short term memory in that they allow earlier determining information to be employed in the current neural networks. For immediate tasks, the earlier data is used. We may not possess a list of all of the earlier information for the neural node. The long short-term memory (LSTM) and gated recurrent unit (GRU) models are popular deep-learning architectures for stock market forecasting. Various studies have speculated that incorporating financial news sentiment in forecasting could produce a better performance than using stock features alone. This study carried a normalized comparison on the performances of LSTM and GRU for stock market forecasting under the same conditions and objectively assessed the significance of incorporating the financial news sentiments in stock market forecasting. Both the LSTM-News and GRUNews models are able to produce better forecasting in stock price equally.

Key Words

Stock Market, LSTM, GRU

Cite This Article

"Stock Price Volatility and Forecasting using Hybrid Model of LSTM & GRU Technique", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.9, Issue 8, page no.d773-d780, August-2022, Available :http://www.jetir.org/papers/JETIR2208384.pdf

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2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"Stock Price Volatility and Forecasting using Hybrid Model of LSTM & GRU Technique", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.9, Issue 8, page no. ppd773-d780, August-2022, Available at : http://www.jetir.org/papers/JETIR2208384.pdf

Publication Details

Published Paper ID: JETIR2208384
Registration ID: 501490
Published In: Volume 9 | Issue 8 | Year August-2022
DOI (Digital Object Identifier):
Page No: d773-d780
Country: -, -, India .
Area: Engineering
ISSN Number: 2349-5162
Publisher: IJ Publication


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