Bulletin of Electrical Engineering and Informatics
Vol 11, No 2: April 2022

AutoKeras and particle swarm optimization to predict the price trend of stock exchange

Doaa A. Fattah (Al-Azhar University)
Amany A. Naim (Al-Azhar University)
Abeer S. Desuky (Al-Azhar University)
Mervat S. Zaki (Al-Azhar University)



Article Info

Publish Date
01 Apr 2022

Abstract

The stock price varies depending on time, so stock market data is time-series data. The prediction of the trend of a stock price is a more interesting topic for investors to take an investment decision in a specific stock. Prediction of stock price always depends on machine learning algorithms. In this work, optimizing deep neural network (DNN) is used for predicting if the close price is reached to the profit which is determined by the investor or not and improve the prediction accuracy. Particle swarm optimization (PSO) and auto machine learning (AutoML) are used as optimizers with DNNs. The methods are applied to data of nine companies in Indonesia and National Stock Exchange (NSE) of India. The data is got from yahoo finance. Based on the experimental results, AutoML of deep learning proved to have the best accuracy rate, which is varying from 81 percent to 92 percent across all companies, and the accuracy after optimizing DNNs using PSO is varying from 73 percent to 82 percent across all companies.

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Journal Info

Abbrev

EEI

Publisher

Subject

Electrical & Electronics Engineering

Description

Bulletin of Electrical Engineering and Informatics (Buletin Teknik Elektro dan Informatika) ISSN: 2089-3191, e-ISSN: 2302-9285 is open to submission from scholars and experts in the wide areas of electrical, electronics, instrumentation, control, telecommunication and computer engineering from the ...