Stock Prediction Based on Technical Indicators Using Deep Learning

Model

Abstract
:- Stock market trends forecast is one of the most current topics and a
significant research challenge due to its dynamic and unstable nature. The stock
data is usually non-stationary and attributes are non-correlative to each other.
Several traditional Stock Technical Indicators (STIs) may incorrectly predict the stock
market trends To study the stock-market characteristics using STIs and make efficient
trading decisions, a robust model is built. This paper aims to build up an Evolutionary
Deep Learning Model (EDLM) to identify stock trends’ prices by using STIs. The
proposed model has implemented the Deep Learning (DL) model to establish the
concept of Correlation-Tensor. The analysis of the dataset of three most popular
banking organizations obtained from the live stock market based on the National
Stock exchange (NSE)– India, a Long Short Term Memory (LSTM) is used. The datasets
encompassed the trading days from the 17th of Nov 2008 to the 15th of Nov 2018.
This work also conducted exhaustive experiments to study the correlation of various
STIs with stock price trends. The model built with an EDLM has shown significant
improvements over two benchmark ML models and a deep learning one. The
proposed model aids investors in making profitable investment decisions as it
presents trend-based forecasting and has achieved a prediction accuracy of
63.59%,56.25%,and57.95%onthedatasetsof HDFC, Yes Bank, and SBI, respectively.
Results indicate that the proposed EDLA with a combination of STIs can often provide
improved results than the other state-of-the-art algorithms. Keywords: Long short
term memory; evolutionary deep learning model; national stock exchange; stock
technical indicators; predictive modelling; prediction accuracy This work is licensed
under a Creative Commons Attribution 4.0 International License, which permits
unrestricted use, distribution, and reproduction in any medium, provided the original
work is properly cited

Keywords
: Long short term memory; evolutionary deep learning model; national
stock exchange; stock technical indicators; predictive modelling; prediction accuracy
Introduction The country’s stock market offers excellent investors opportunities by
buying a stock and becoming a stockholder to earn from long-term benefits or
trading on the stock. The stock market is dynamic and volatile [1]. The launch of the
business and other unexpected national, global, and social changes instantly
negatively or positively affects stock prices. Therefore, it is not possible to reliably
foresee stock prices and their directions; instead, stock traders only predict
significant developments in the future. Investors generally decide to buy or sell the
Introduction
:-stock based on the company’s past and present performance. The
parameters for studying the company’s performance include typically numerical data
and essential news. The stock trends prediction methods are categorized into two
groups, i.e., as per the number of information sources: single and dual source
methods [2]. In available information sources methods, the semantic or numerical
information is hauled out from current news and public reviews, whereas in
particular source information methods, both are utilized. Nevertheless, over the last
few years, 5Vs: Volume, Variety, Velocity, Veracity, and Value of happenings and
reviews have overwhelmed the investor’s ability to analyse these meticulously [3,4].
Therefore, automated systems are of utmost importance for studying stock prices
based on past price data and STIs. Different classifications approach for predicting
stock prices is discussed in [5–8]. The role of stock price prediction is categorized in
other classifications as Fundamental Analysis, Technical Analysis, and Time Series
Forecasting [9]. Time series analytical research involves linear models like Auto-
Regressive Integrated Moving Average (ARIMA) [10] and Nonlinear models like
Artificial Neural Network (ANN) [11] and Deep Learning [12]. The existing forecasting
methods make use of both linear and nonlinear algorithms [13]. Many recent
researches on predicting stocks employs Machine Learning (ML) algorithms [14,15].
The researchers commonly use Artificial Neural Network (ANN) [16] and Support
Vector Machine (SVM) [17] for analysis and prediction of time series data. These
methods mostly utilize historical prices and STIs from price data. The research
community has taken a great deal of interest in discovering successful STIs, news,
and algorithms. DNN prediction techniques are widely valued, and authors used
experimental data to deter mine the properties of deep learning techniques [13,18].
This work proposes an approach that is capable of finding unseen relationships in the
data. Specifically, this work involves (1) the Study of popular Deep Learning
architectures and STIs. (2) Identification of STIs that are positively correlated to close
price. (3) Propose and build a Deep Learning based model for stock market
forecasting using technical indicators. (4) Demonstrate and gauge the performance of
the suggested model concerning popular ML classifiers. (5) Present an efficient
approach that helps the investor’s view on sustainable investment. The rest of this
paper is structured accordingly. Section II presents the technical background and
related work. In section III, we introduce the proposed deep learning architecture
foreclosing price and stock trends prediction. For evaluation, section IV presents an
experimental setup, methodology, and analysis. Section V will cover the conclusion of
the paper with future remarks stock exchange; stock technical indicators; predictive
modelling; prediction accuracy

Related Terminologies
:- Stock Technical Indicators (STIs) These are statistical
estimates based on the price, volume, or value of a share. They are not dependent
on a business’s details, like profit, margin, revenue, or earnings. Technical analysts
consider that price patterns can be recognized from historical figures and are
generally based on trends. Analysts derive indicators by analy historical data to
predict future price movements [19]. The active stock traders commonly use STIs to
study short-term price movements, and long-term investors use STIs to recognize buy
or sell periods. STIs can be combined with trading systems and beneficial while
forecasting stocks’ future prices [20]. The technical indicators have two basic types:
overlays and oscillators; the Overlays use the same scale as prices. Examples include
Simple Moving Average (SMA) and Bollinger Bands [21]. The Oscillators oscillate
between a local minimum and maximum and are plotted above or below a price
chart. MACD or RSI is a typical example. For removing the noise from stock data that
occurs due to price variations, this work utilizes SMA to smooth out prices. It is also
called a lagging or trend-following indicator as it is calculated from past prices. In the
above Tab. 1,Ct is the current price of the day under consideration, Hp and Lp are the
highest and lowest prices in the last p days, respectively, AL and AG are average loss
and average gain.

Deep Learning Architectures

The Neural Network (NN) shows how complex non-
linear systems are treated and thus proved successful in stock market prediction [22].
In NN, the output is based on input X and their weighted sum (Z=WTX+ b). shows a
simple Neural Network, Z, and b represents linear equation and bias, respectively.
Based on the value of Z, the step function predicts the output, which is either binary
or multiclass. Such an outcome is known as the discrete output
The feature information is activated by each neuron’s functions and
propagated through layers, finally to the desired output. The network is
called Deep Neural Network (DNN) if there are multiple hidden layers
between the input and output layers [23,24]. These hidden layers might alter
the weighted sum of inputs’ linearity to make the outputs linearly separable.
It can be said that we can map information to the production by
approximating any function if the neurons are not limited. The prediction
model for stocks is exceptionally intricate, and NN helps to attain higher
accuracy. The output function in each neuron is called the activation function,
and to increase the probability space, we can say it as a continuous output
function rather than discrete [25]. The most common activation function is
the sigmoid function, which is smooth. The simple sigmoid function σ is: σ(x)
= 1 1+ e−x (1) The deep learning technique operates a collection of
computational layers intended to acquire patterns from input data. At each
layer, some specific information is extracted, and the output of a particular
layer is input to the next layer. It’s called deep because the adding of
additional levels typically leads to results. The two most popular NN
architectures for stock prices based on the previous prices are the
Convolutional Neural Network [26,27] and Recurrent Neural Networks (CNNs
 and RNNs) [28]. The nonlinear function in CNNs makes weight adjustment a
challenging task, and two standard activation functions used are sigmoid
function and Rectified Linear Unit (ReLu) [29], which are shown in ,
respectively. The sigmoid trims the input into an interval of 0 and 1. On the
other hand, ReLu cuts negative values to 0 while keeping favourable costs
unchanged

The most common technique used to build DL architectures is deep RNN. To learn
the network weights, the node in the hidden layers uses the data from preceding
processing steps in addition to current input data. The following equation can best
explain the RNN neural network Mt= tanh(W [STMt−1, Et]+ b) (2) where Et is Event
vector, STM t−1 is the short term memory (STM) vector coming from previous time
(t-1), tanh is sigmoid activation function, W is the linear function in matrix form, b is
bias and Mt is new memory as output at time t. The output is the prediction and the
memory that we carry to the next node

Literature Review
Souza et al. [30] investigated the performance of technical analyses
applied for capital markets in the BRICS Member States. They also looked for
evidence that technical studies and simple analyses could complement each other in
specific markets. They created a full spectrum of assets exchanged in each BRICS
member’s needs to carry out these investigations. The findings of previous inquiries
have been updated with new data and the inclusion of South Africa to the BRICS.
Action classes exceeded the average portfolio in each country and exceeded the
returns produced by a purchase and maintenance strategy. The sample portfolio was
high in Russia and India. A revolutionary approach to neural networks to improve
stock market predictions is Pang et al. [31]. Data from live stock markets on real-time
and off-line monitoring, visualization, and analysis of results were collected for digital
internet for stock analysis. They clarified the “stock vector theory,” based on the
production in a word vector research. It is not a single index or an available inventory
index, but historical information for several inventories. An embedded and long-term
network memory (LSTM) is given by an automated encoder to forecast the stock
market [32]. The test results show that the LSTM is more robust with a built-in layer.
In particular, for the Shanghai A-share composite index, two models have achieved
an accuracy of 57.2 and 56.9 percent, respectively. In comparison, for individual
stocks, it amounts to 52.4 and 52.5 percent. Chen et al. [33] developed a new
technical analysis method that helps investors improve their quality and profitability
decision-making. This methodology includes: (1) The design of a stock market
forecasting methodology based on technical analysis
(2) The development of techniques relating to stock market forecasting based on
technical analysis. (3) The presentation and evaluation of the technically developed
stock market forecasting analysis process. Chatzis et al. [34] included a predictive
process of probability in multiple timeframes of a stock crash. The approach
developed brings together many machine-learned algorithms covering various
economies with daily stock data, bond data, and currency details from 39 countries.
They employed different machine learning classification and regression methods. In
this literature, deep learning and boosting techniques are seen to forecast events in
bond crises. The data contain information on the principal financial transmission
networks, returns, and uncertainty, as independent variables. Lee et al. [35] build
prediction models on stock returns, which can jointly take into account international
markets through deep multimodal education. (1) Visualization of knowledge trans
mission between South Korea and the U.S. stock exchange through dispersion plots;
(2) Integra tion of knowledge into market prediction models using multimodal deep
learning; (3) They have shown that early and medium-sized fusion systems offer
substantial performance improvements as compared to late fusion; The work also
stated that along with an international stock market, the prediction accuracy could
be enhanced and deep neural networks are extremely successful for these tasks.
Maqsood et al. [36] used Twitter for each case to calculate sentiment analysis. The
dataset comprises 11.42 million tweets used to analyze the situation. Usage of linear
regression, vector regression, and deep learning helps to predict inventories. The
efficiency of the computer will be calculated by the Root Mean Square Error (RMSE).
The results show that the feeling of these activities improves performance. Hiransha
et al. [26] demonstrated the performance of four DL architectures: RNN, CNN, MLP,
and LSTM for predicting a day-wise stock price of Banking, IT, and Automobile sectors
from NSE. It has been shown that when training on NSE results, CNN worked
considerably better, as well as being able to estimate NYSE. The authors compared
the linear and nonlinear models. For comparison, the ARIMA model is chosen, which
is also a linear model. Pyo et al. [37] forecasted the patterns of the Korea Composite
Stock Price Index 200 (KOSPI 200) with non-parametric models of machine learning.
Furthermore, this analysis explores divisive topics and checks theories. Thus, our
findings are incompatible with those of the previous study, which are commonly seen
as performing highly predictable. Google Trends also proved that the KOSPI 200 index
prices for our frameworks are not forecasted. The ensemble methods have not
improved the precision of the predicted. Babu et al. [38] suggested a linear hybrid
model with predictive accuracy while retaining trend data. The coherence of the
proposed model is often clarified in a logical reasoning analysis. Agrawal et al. [39]
implemented the LSTM and adaptive stock technology indicators (STI’s) for the
prediction of patterns and prices of the stocks. Correlation tensor is used with STIs
for optimizing the deep learning task. The mean prediction accuracy of 59.25 percent
over the number of stocks that are much superior to benchmark approaches is
achieved via the proposed model. Yoshihara [40] states that most attempts were
made to use numerical information, partly because of the complexity of processing
natural language text and making sense of its temporal properties. This study
explicitly proposes a market trend prediction approach based on a recurring
deep neural network that models previous events’ time effects. On the real-world
data for ten Nikkei firms, the validity of the proposed method is seen. Zhang et al.
[41] made statistics on daily returns in history to show the relationship between
hidden States and the trend in a price change. CSI 300 and S&P 500 index studies
show that high-order HMM is better suited to detect a stock price pattern than the
first-order one. The high-order HMM is more reliable and less likely than the first-
order model to predict the index’s price trend. Agrawal et al. [42] have used the
Stock Technical Indicators (STIs) to predict stock prices and the market trends that
help to buy or sell the decision over a short and long period. In this work, two models
are implemented; one is for predicting the stock price and the other for storing the
decision made on the day during the buying and the selling of the stocks. They
integrated the long short-term memory (LSTM) with the correlated STIs to optimize
the model.

EDLA- Evolutionary Deep Learning Approach Using Correlation Tensor

for Stock Trends Prediction
The RNN is susceptible to the problem of disappearing
gradients, particularly in duration or long-range prediction problems. Many variants
of RNN have been evolved to solve of vanishing gradient problem, and one such is
LSTM proposed by Hochreiter and Schmidhuber [44]. LSTM is adaptive to resolve
such issues; therefore, LSTMs can be said as a ‘go-to’ network for RNN. The RNNs
have a hard time storing long time memory. The actual LSTM therefore has been
developed to expand the RNN memory status to allow for more input sequences.
RNN is only fitted with a regular tanh layer, and the LSTM is four layers
Evaluation Phase
With two class price ups (1) and price downs (0), the stock trend
forecast is listed at the end of the day. The price-up indicator determines the buy
share signal and the price-down shows the stake sale. The model also demonstrates
competitive stock price patterns.

Experimentation and Results

Dataset Description
The implementation is performed on the NSE datasets of 3 Banks, accessed through
the NSE website. The banks belong to either the nationalized, private, or public
sector. The trading data of 2 years, i.e., from 16th of Nov 2016 to 15th of Nov 2018,
are considered. The dataset comprises of all numerical values except timestamp
Experiment Environment Setup
For the experimental purpose, the computer with Intel Core i3 (2.0 GHz.) running 64–
bit operating system Microsoft- Windows– 10 on 8 GB RAM is used. In this work, we
have used Anaconda tool and Python programming language for the implementation
of the work. We have used the libraries such as pandas, matplotlib, scikit-learn,
keras, tensor-flow etc.
Experiment
We conducted several experiments, and performance evaluation is done
against state-of-the art methods. Performance analysis is done on three datasets of
financial organizations, and depicts the complete methodology of the proposed
EDLA. The has represented the EDLA–LSTM Algorithm with their inputs and
notations. First, simple graphs are drawn to observe short and long term trends. The
primary outputs are obtained in Steps . Several experiments have been conducted to
study the correlation between close price and STIs. We have determined MAs as
major technical indicators for stock trends prediction.
Model Results and Performance
The output of experimental for all three stocks is
shown in . It is evident from the representation that the data is non-stationary over
the long term and short term. This work studies the effects of various indicators; the
Moving Averages among them achieved better correlation. The correlation between
MAs and day end price of 3 stocks are shown in Tab. 3. The output is of Step 6. The
correlation table has shown the relation between the closed price and moving
averages based on three different banks such as HDFC, Yes Bank and SBI by
considering three different days computations i.e., 3 day, 10 day and the 30 day
moving average. The model built is assessed based on MSE and prediction accuracy.
Mean Squared Error (MSE): It measures the average of squares of the errors in a set
of predictions.
Conclusion and Future Work
The paper studied the effects of TA on stock market
data. We analyzed whether stock traders could attain more profits than proposed by
the current research work of Pang et al. [31] on the deep learning-based model and
others. The concept of deriving adaptive STIs is demonstrated. The appropriate STIs
are determined supplied as tensors to the EDLA. Finally, we presented a practical
approach that aids investors in making profitable investment decisions and profits.
EDLA offers a decision indicator (BUY (1) or SELL (0)) to the investor.
The proposed Evolutionary Deep Learning Approach (EDLA) is independent of the
market as we can apply the approach on both stocks as well as indices of the stock
market. Here potential indicators are discovered by using deep dynamics of LSTM.
This study applies EDLA and two benchmark ML algorithms for stock trends
forecasting using Technical Indicators. The experiment is done with three prominent
stocks from NSE India. The performance evaluation has shown the superiority of the
proposed work. Furthermore, the deep learning model can be enhanced by applying
various optimization techniques and other STIs.
Acknowledgement:
We are very thankful to RGPV, Jagran Lakecity University, Taif
University Researchers Supporting Project Number (TURSP-2020/10) and Duy Tan
University for their continuous support and the encouragement.
References
[1] E. Guresen, G. Kayakutlu and T. U. Daim, “Using artificial neural network models
in stock market index prediction,” Expert Systems with Applications, vol. 38, no. 8,
pp. 10389–10397, 2011
[2] A. Derakhshan and H. Beigy, “Sentiment analysis on stock social media for stock
price movement prediction,” Engineering Applications of Artificial Intelligence, vol.
85, pp. 569–578, 2019.
[3] H. Jasim, H. Hiba, H. S. Ammar, H. Sarah and H. Azizahb, “Big data and five V’S
characteristics,” International Journal of Advances in Electronics and Computer
Science, vol. 2, no. 1, pp. 16–23, 2015.
[4] P. Saporito, “The 5 V’s of Big data,” Best’s Review, no. 7, pp. 38, 2013.
[5] J. Patel, S. Shah, P. Thakkar and K. Kotecha, “Predicting stock and stock price
index movement using trend deterministic data preparation and machine learning
techniques,” Expert System with Appications, vol. 42, no. 1, pp. 259–268, 2015.
[6] M. Roondiwala, H. Patel, and S. Varma, “Predicting stock prices using LSTM,”
International Journal of Scientific Research, vol. 6, no. 4, pp. 1754–1756, 2015
[7] S. Basak, S. Kar, S. Saha, L. Khaidem and S. R. Dey, “Predicting the direction of
stock market prices using tree-based classifiers,” The North American Journal of
Economics and Finance, 47, no. C, pp. 552 567, 2019.
[8] M. Kim and H. Sayama, “Predicting stock market movements using network
science: An information theoretic approach,” Applied Network Science, vol. 2, no. 1,
pp. 35, 2017.
[9] J. C. Lee and C. F. Lee, “Time-Series—Analysis, Model, and Forecasting,” in
Financial Analysis, Planning & Forecasting Theory and Application, New York:
Springer, pp. 1217–1274, 2016
[10] A. A. Adebiyi, A. O. Adewumi and C. K. Ayo, “Stock Price Prediction Using the
ARIMA Model,” in Proc.- UKSim-AMSS 16th Int. Conf. on Computer Modelling and
Simulation, UKSim 2014, 2014.
[11] P.M. Buscema, G.Massini,M. Breda,W. A. Lodwick, F. Newman et al., “An
introduction. in: Artificial adaptive systems using auto contractive maps,” in studies in
systems,” Decision and Control, vol. 131, pp. 1–9, 2018.
[12] R. Singh and S. Srivastava, “Stock prediction using deep learning,” Multimedia
Tools and Applications, vol. 76, no. 18, pp. 18569–18584, 2017.
[13] M. Gansterer, “Aggregate planning and forecasting in make-to-order production
systems,” International Journal of Production Economics, vol. 170, pp. 521–528,
2015.
 [14] D. Lv, S. Yuan, M. Li and Y. Xiang, “An empirical study of machine learning
algorithms for stock daily trading strategy,” Mathematical Problems in Engineering,
vol. 2019, pp. 7816154D0–7816154JF, 2019.
[15] J. Patel, S. Shah, P. Thakkar and K. Kotecha, “Predicting stock market index using
fusion of machine learning techniques,” Expert Systems with Applications, vol. 48,
no. 4, pp. 2162–2172, 2015.
[16] L. Gatys, A. Ecker and M. Bethge, “A neural algorithm of artistic style,” Journal
of Vision, vol. 16, no. 12, pp. 326, 2016.
[17] L. Nguyen, “Tutorial on support vector machine,” Applied and Computational
Mathematics, vol. 6,no. 4, pp. 1–15, 2016.
[18] P. Samira, S. Saad, Y. Yilin, T. Haiman, T. Yudong et al., “A survey on deep
learning: Algorithms, techniques, and applications,” ACM Computing Surveys, vol. 51,
no. 5, 2018.
[19] X. Zhang, Y. Zhang, S. Wang, Y. Yao, B. Fang et al., “Improving stock market
prediction via heterogeneous information fusion,” Knowledge-Based System, vol.
143, pp. 236–247, 2018.
[20] M. Hagenau, M. Liebmann, and D. Neumann, “Automated news reading: Stock
price prediction based on financial news using context-capturing features,” Decision
Support Systems, vol. 55, no. 3, pp. 685 697, 2013.
[21] T. T. L. Chong and W. K. Ng, “Technical analysis and the London stock exchange:
Testing the MACD and RSI rules using the FT30,” Applied Economics Letters, vol. 15,
no. 14, pp. 1111–1114, 2008.
[22] A. H. Moghaddam, M. H. Moghaddam and M. Esfandyari, “Stock market index
prediction using artificial neural network,”Journal of Economics, Finance and
Administrative Science, vol. 21, no. 41, pp. 89–93, 2016.
[23] W. Liu, Z. Wang, X. Liu, N. Zeng, Y. Liu et al., “A survey of deep neural network
architectures and their applications,” Neurocomputing, vol. 234, no. 19, pp. 11–26,
2017.
[24] Q. Shi Zhang and S. Chun Zhu, “Visual interpretability for deep learning: A
survey,” Frontiers of Information Technology and Electronic Engineering, vol. 19, pp.
27–39, 2018.
[25] G. Klambauer, T. Unterthiner, in A. Mayr and S. Hochreiter, “Self-normalizing
neural networks,” in Proc. of the 31st Int. Conf. on Neural Information Processing
Systems, USA, pp. 972–981, 2017.
[26] M. Hiransha, E. A. Gopalakrishnan, V. K. Menon and K. P. Soman, “NSE stock
market prediction using deep-learning models,” in Procedia Computer Science, vol.
132, pp. 1351–1362, 2018.
 [27] S. Chen and H. He, “Stock prediction using convolutional neural network,” in
IOP Conf. Series: Materials Science and Engineering, vol. 435, no. 1, pp. 12026, 2018.
[28] C. Du and L. Huang, “Text classification research with attention-based recurrent
neural networks,” Int. J. Comput. Commun. Control, vol. 13, no. 1, pp. 50–61, 2018.
[29] B. Ding, H. Qian and J. Zhou, “Activation functions and their characteristics in
deep neural networks,” 2018 in Chinese Control and Decision Conf., Shenysang,
China, pp. 1836–1841, 2018.
[30] M. J. S. de Souza, D. G. F. Ramos, M. G. Pena, V. A. Sobreiro and H. Kimura,
“Examination of the profitability of technical analysis based on moving average
strategies in BRICS,” Financial Innovation, vol. 4, no. 1, pp. 3, 2018
[31] X. Pang, Y. Zhou, P. Wang, W. Lin and V. Chang, “An innovative neural network
approach for stock market prediction,” The Journal of Supercomputing, vol. 76, pp.
2098–2118, 2020.
[32] W. Bao, J. Yue, and Y. Rao, “A deep learning framework for financial time series
using stacked autoencoders and long-short term memory,” PLoS One, vol. 12, no. 7,
pp. e0180944, 2017.
[33] Y. J. Chen, Y. M. Chen, S. T. Tsao and S. F. Hsieh, “A novel technical analysis-based
method for stock market forecasting,” Soft Computing, vol. 22, no. 4, pp. 1295–1312,
2018.
[34] S. P. Chatzis, V. Siakoulis, A. Petropoulos, E. Stavroulakis and N. Vlachogiannakis,
“Forecasting stock market crisis events using deep and statistical machine learning
techniques,” Expert Systems with Applications, vol. 112, pp. 353–371, 2018.
[35] S. I. Lee and S. J. Yoo, “Multimodal deep learning for finance: Integrating and
forecasting international stock markets,” J. Supercomput, vol. 76, pp. 8294–8312,
2019.
[36] H. Maqsood, I. Mehmood, M. Maqsood, M. Yasir and S. Afzalc et al., “A local and
global event sentiment based efficient stock exchange forecasting using deep
learning,” International Journal of Information Management, vol. 50, pp. 432–451,
2020.
[37] S. Pyo, J. Lee, M. Cha and H. Jang, “Predictability of machine learning techniques
to forecast the trends of market index prices: Hypothesis testing for the Korean stock
markets,” PLoS One, vol. 12, no. 11, pp. e0188107, 2017.
[38] C. Narendra Babu and B. Eswara Reddy, “Prediction of selected Indian stock
using a partitioning interpolation based ARIMA–GARCH model,” Applied Computing
and Informatics, vol. 11, no. 2, pp. 130–143, 2015.
[39] M. Agrawal, A. U. Khan and P. K. Shukla, “Stock price prediction using technical
indicators: A pre dictive model using optimal deep learning,” International Journal of
Recent Technology and Engineering, vol. 8, no. 2, pp. 2297–2305, 2019.
[40] A. Yoshihara, K. Seki and K. Uehara, “Leveraging temporal properties of news
events for stock market prediction,” Artificial Intelligence Research, vol. 5, pp. 103–
110, 2015.