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Abstract:-: Introduction

This study investigates stock price prediction using historical data, macroeconomic indicators, and sentiment analysis, employing both traditional statistical methods and advanced machine learning algorithms. A hybrid approach combining multiple models, such as ARIMA and LSTM, is found to improve predictive accuracy significantly. The research highlights the importance of real-time data integration and the influence of global events on stock prices for future work.

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Priyanshu Kannaujiya
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14 views2 pages

Abstract:-: Introduction

This study investigates stock price prediction using historical data, macroeconomic indicators, and sentiment analysis, employing both traditional statistical methods and advanced machine learning algorithms. A hybrid approach combining multiple models, such as ARIMA and LSTM, is found to improve predictive accuracy significantly. The research highlights the importance of real-time data integration and the influence of global events on stock prices for future work.

Uploaded by

Priyanshu Kannaujiya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Abstract :-

Stock price prediction is a critical area of financial research that aims to forecast
future stock prices based on historical data and market trends. This study
explores various methodologies, including traditional statistical techniques and
advanced machine learning algorithms, to enhance prediction accuracy. We
analyze historical stock price movements, macroeconomic indicators, and
sentiment analysis derived from news articles and social media. By employing
models such as ARIMA, LSTM, and ensemble learning, we evaluate their
effectiveness in capturing the complex dynamics of stock price fluctuations.
Our findings indicate that a hybrid approach, combining multiple models, yields
superior predictive performance. The implications of this research are
significant for investors and financial analysts seeking to make informed
decisions in a volatile market environment. Future work will focus on refining
models with real-time data integration and exploring the impact of global events
on stock price movements.

Introduction:-

Stock price prediction is a critical endeavor in finance, essential for investors


and analysts seeking to make informed decisions. As markets are influenced by
numerous factors—such as economic indicators, company performance, and
investor sentiment—accurate forecasting becomes increasingly challenging.
While traditional methods like fundamental and technical analysis have been
widely used, they often struggle to adapt to rapid market changes.

The advent of machine learning and artificial intelligence offers new


opportunities for improving prediction accuracy. These modern techniques can
analyze vast datasets, including historical prices and social media sentiment, to
uncover complex patterns in stock behavior. This study explores various
predictive methodologies, comparing traditional approaches with advanced
machine learning models to identify the most effective strategies for
forecasting stock prices in today’s dynamic market environment.
Methodology:-
The methodology for stock price prediction involves a systematic approach beginning with
data collection, where historical stock prices, macroeconomic indicators, and
sentiment data are gathered from reputable sources such as financial
databases and social media. This data undergoes preprocessing , including
cleaning to eliminate inconsistencies and feature engineering to create
relevant indicators like moving averages and sentiment scores. The dataset is
then divided into training (typically 80%) and testing (20%) subsets, ensuring a
chronological split to maintain the integrity of time series data. Various
predictive models are employed, ranging from traditional techniques like
ARIMA and regression analysis to advanced machine learning algorithms such as LSTM and
ensemble methods. The models are trained on the training dataset, with hyperparameter
tuning and cross-validation to optimize performance. Finally, the models are evaluated
using metrics like Mean Absolute Error (MAE) and R-squared (R²) on the testing dataset,
providing insights into their accuracy and robustness in forecasting stock prices. This
comprehensive methodology aims to leverage diverse data sources and advanced modeling
techniques to enhance prediction capabilities in dynamic financial markets.

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