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DOI: 10.14569/IJACSA.2023.0140648
PDF

Auto-Regressive Integrated Moving Average Threshold Influence Techniques for Stock Data Analysis

Author 1: Bhupinder Singh
Author 2: Santosh Kumar Henge
Author 3: Sanjeev Kumar Mandal
Author 4: Manoj Kumar Yadav
Author 5: Poonam Tomar Yadav
Author 6: Aditya Upadhyay
Author 7: Srinivasan Iyer
Author 8: Rajkumar A Gupta

International Journal of Advanced Computer Science and Applications(IJACSA), Volume 14 Issue 6, 2023.

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Abstract: This study focuses on predicting and estimating possible stock assets in a favorable real-time scenario for financial markets without the involvement of outside brokers about broadcast-based trading using various performance factors and data metrics. Sample data from the Y-finance sector was assembled using API-based data series and was quite accurate and precise. Prestigious machine learning algorithmic performances for both classification and regression complexities intensify this assumption. The fallibility of stock movement leads to the production of noise and vulnerability that relate to decision-making. In earlier research investigations, fewer performance metrics were used. In this study, Dickey-Fuller testing scenarios were combined with time series volatility forecasting and the Long Short-Term Memory algorithm, which was used in a futuristic recurrent neural network setting to predict future closing prices for large businesses on the stock market. In order to analyze the root mean squared error, mean squared error, mean absolute percentage error, mean deviation, and mean absolute error, this study combined LSTM methods with ARIMA. With fewer hardware resources, the experimental scenarios were framed, and test case simulations carried out.

Keywords: Dickey-Fuller test case (DF-TC); recurrent neural network (RNN); root mean square error (RMSE); long short-term memory (LSTM); machine learning (ML); auto-regressive integrated moving average (ARIMA)

Bhupinder Singh, Santosh Kumar Henge, Sanjeev Kumar Mandal, Manoj Kumar Yadav, Poonam Tomar Yadav, Aditya Upadhyay, Srinivasan Iyer and Rajkumar A Gupta, “Auto-Regressive Integrated Moving Average Threshold Influence Techniques for Stock Data Analysis” International Journal of Advanced Computer Science and Applications(IJACSA), 14(6), 2023. http://dx.doi.org/10.14569/IJACSA.2023.0140648

@article{Singh2023,
title = {Auto-Regressive Integrated Moving Average Threshold Influence Techniques for Stock Data Analysis},
journal = {International Journal of Advanced Computer Science and Applications},
doi = {10.14569/IJACSA.2023.0140648},
url = {http://dx.doi.org/10.14569/IJACSA.2023.0140648},
year = {2023},
publisher = {The Science and Information Organization},
volume = {14},
number = {6},
author = {Bhupinder Singh and Santosh Kumar Henge and Sanjeev Kumar Mandal and Manoj Kumar Yadav and Poonam Tomar Yadav and Aditya Upadhyay and Srinivasan Iyer and Rajkumar A Gupta}
}



Copyright Statement: This is an open access article licensed under a Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and reproduction in any medium, even commercially as long as the original work is properly cited.

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