Journal of Intelligent Marketing Management

Journal of Intelligent Marketing Management

An intelligent stock price forecasting model based on deep learning: with dimensionality reduction approach

Document Type : Excerpt from doctoral thesis

Authors
Shohreh Zokaei 1
MohammadReza Sanaei 2
Akbar Mirzapour Babajan 3
1 PhD Candidate of Information Technology Management, Department of Information Technology Management, Faculty of Management and Accounting, Qazvin Branch, Islamic Azad University, Qazvin, Iran
2 Assistant Professor, Department of economy, Faculty of Management and Accounting, Qazvin Branch, Islamic Azad University, Qazvin, Iran
3 Assistant professor,Department Economics, Faculty of Management and Accounting, Qazvin Branch, Islamic Azad University, Qazvin, Iran
JABM.3.2.15564.358878790898458549
Abstract
Forecasting stock price and returns is one of the most complicated andcontroversial issues in financial markets . The stock market has always been influenced by the state of the national economy, investors; perceptions and political events, and the price series is highly non-linear and unstable. With continuous research and updating of researchers in the economic market and stock market theory, the components of stock price index prediction were gradually exposed and stock price prediction became possible. This research was also conducted with the aim of providing an intelligent stock price forecasting model based on deep learning in the Tehran Stock Exchange market - with the approach of dimensionality reduction techniques for managing the capital portfolio in order to increase returns and reduce investment risk . The data used in the period of 2020-2023 were received from the Kodal system and coded and analyzed using the CRISP method and using the Python programming language. A combination of LSTM, PCA and SVD algorithms was used for the proposed model. Comparing the combination of dimensionality reduction methods with artificial intelligence methods shows that the use of PCA dimensionality reduction method can improve the performance of deep learning compared to other data dimensionality reduction methods .
Keywords
Intelligent model
stock price prediction
deep learning

Subjects

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Journal of Intelligent Marketing Management
Volume 5, Issue 3 - Serial Number 25
Summer 2024
Pages 299-324

  • Receive Date 29 April 2024
  • Revise Date 07 September 2024
  • Accept Date 12 October 2024