Facebook pixel tracking

The Science and Information (SAI) Organization publishes open-access peer-reviewed journals in computer science and artificial intelligence.

Contact Info
Website thesai.org
Follow Us
Contact Info
Follow Us
Research Article | Open Access |

Enhanced Quantitative Financial Analysis Using CNN-LSTM Cross-Stitch Hybrid Networks for Feature Integration

Author 1: Taviti Naidu Gongada Author 2: B. Kumar Babu Author 3: Janjhyam Venkata Naga Ramesh Author 4: P. N. V. Syamala Rao M Author 5: K. Aanandha Saravanan Author 6: K Swetha Author 7: Mano Ashish Tripathi
International Journal of Advanced Computer Science and Applications (IJACSA) · Vol. 15, No. 9 · Published 2024 · Cited by 10

DOI: https://doi.org/10.14569/IJACSA.2024.0150977

Abstract

This research paper provides innovative approaches to support financial prediction, or it is a different kind of economic prediction that extends over collecting different economic information. Financial prediction is a concept that has been employed. The present study offers a unique approach to predicting finances by integrating many financial issues utilizing a cross-stitch hybrid approach. The method uses information from several financial databases, including market data, corporate reports, and macroeconomic indicators, to create a comprehensive dataset. Employing MinMax normalization the features are equally scaled to provide uniform input for the algorithm. The combination of Convolutional Neural Network (CNN) and Long Short-Term Memory (LSTM) systems form the basis of the framework. To understand the time-dependent nature of financial information, LSTM networks (long short-term memory) are utilized to record and simulate the temporal interactions and patterns. Concurrently, spatial features are extracted using CNNs; these components help identify patterns that are difficult to identify with conventional techniques. Better handling of risks, more optimal approaches to investing, and more informed decision-making are made possible by the enhanced forecasting potential that this method—which is described above—offers. Potential pilot studies will focus on innovative uses in financial decision-making and advancements in cross-stitching structure. This paper proposes a sophisticated approach that can help stakeholders, such as investors, analysts of data, and other financial intermediaries, traverse the complexities of financial markets.

Keywords

How to Cite this Article

Gongada, T. N., Babu, B. K., Ramesh, J. V. N., M, P. N. V. S. R., Saravanan, K. A., Swetha, K., & Tripathi, M. A. (2024). Enhanced Quantitative Financial Analysis Using CNN-LSTM Cross-Stitch Hybrid Networks for Feature Integration. International Journal of Advanced Computer Science and Applications, 15(9). https://doi.org/10.14569/IJACSA.2024.0150977

Gongada, Taviti Naidu, et al.. "Enhanced Quantitative Financial Analysis Using CNN-LSTM Cross-Stitch Hybrid Networks for Feature Integration." International Journal of Advanced Computer Science and Applications, vol. 15, no. 9, 2024, https://doi.org/10.14569/IJACSA.2024.0150977.

@article{Gongada2024,
  title     = {Enhanced Quantitative Financial Analysis Using CNN-LSTM Cross-Stitch Hybrid Networks for Feature Integration},
  journal   = {International Journal of Advanced Computer Science and Applications},
  volume    = {15},
  number    = {9},
  year      = {2024},
  publisher = {The Science and Information Organization},
  author    = {Taviti Naidu Gongada and B. Kumar Babu and Janjhyam Venkata Naga Ramesh and P. N. V. Syamala Rao M and K. Aanandha Saravanan and K Swetha and Mano Ashish Tripathi},
  doi       = {10.14569/IJACSA.2024.0150977},
  url       = {https://doi.org/10.14569/IJACSA.2024.0150977}
}

Open Access — licensed under a Creative Commons Attribution 4.0 International License. Unrestricted use, distribution, and reproduction in any medium, even commercially, as long as the original work is properly cited.