Bibliographic Details
| Title: |
A Deep Learning Based Expert Framework for Portfolio Prediction and Forecasting |
| Authors: |
Fathe Jeribi, R. John Martin, Ruchi Mittal, Hassan Jari, Abdulrahman Hassan Alhazmi, Varun Malik, S. L. Swapna, S. B. Goyal, Manoj Kumar, Shubhranshu Vikram Singh |
| Source: |
IEEE Access, Vol 12, Pp 103810-103829 (2024) |
| Publisher Information: |
IEEE, 2024. |
| Publication Year: |
2024 |
| Collection: |
LCC:Electrical engineering. Electronics. Nuclear engineering |
| Subject Terms: |
Stock market, predictive analytics, portfolio management, deep learning, feature optimization, Electrical engineering. Electronics. Nuclear engineering, TK1-9971 |
| More Details: |
Stock market forecasting involves predicting fluctuations and trends in the value of financial assets, utilizing statistical and machine learning models to analyze historical market data for insights into future behavior. This practice aids investors, traders, financial institutions, and governments in making informed decisions, managing risks, and assessing economic conditions. Forecasting financial markets is difficult due to the intricate interplay of global economics, politics, and investor sentiment, making it inherently unpredictable. This study introduces a Deep Learning based Expert Framework for Stock Market forecasting (Portfolio prediction) called DLEF-SM. The methodology begins with an improved jellyfish-induced filtering (IJF-F) technique for preprocessing, effectively analyzing raw data and eliminating artifacts. To address imbalanced data and enhance data quality, pre-trained convolutional neural network (CNN) architectures, VGGFace2 and ResNet-50, are used for feature extraction. Additionally, an improved black widow optimization (IBWO) algorithm is designed for feature selection, reducing data dimensionality and preventing under-fitting. For precise stock market predictions, integrate deep reinforcement learning with artificial neural network (DRL-ANN) is proposed. Simulation outcomes reveal that the proposed framework achieves maximum forecasting accuracy, reaching 99.562%, 98.235%, and 98.825% for S&P500-S, S&P500-L, and DAX markets, respectively. |
| Document Type: |
article |
| File Description: |
electronic resource |
| Language: |
English |
| ISSN: |
2169-3536 |
| Relation: |
https://ieeexplore.ieee.org/document/10613392/; https://doaj.org/toc/2169-3536 |
| DOI: |
10.1109/ACCESS.2024.3434528 |
| Access URL: |
https://doaj.org/article/1ef1f2d41a4546aca24912651d80ae83 |
| Accession Number: |
edsdoj.1ef1f2d41a4546aca24912651d80ae83 |
| Database: |
Directory of Open Access Journals |
