TY - JOUR
T1 - Construction of an ensemble scheme for stock price prediction using deep learning techniques
AU - Appati, Justice Kwame
AU - Denwar, Ismail Wafaa
AU - Owusu, Ebenezer
AU - Soli, Michael Agbo Tettey
N1 - Publisher Copyright:
© 2021 IGI Global. All rights reserved.
PY - 2021/4/1
Y1 - 2021/4/1
N2 - This study proposes a deep learning approach for stock price prediction by bridging the long shortterm memory with gated recurrent unit. In its evaluation, the mean absolute error and mean square error were used. The model proposed is an extension of the study of Hossain et al. established in 2018 with an MSE of 0.00098 as its lowest error. The current proposed model is a mix of the bidirectional LSTM and bidirectional GRU resulting in 0.00000008 MSE as the lowest error recorded. The LSTM model recorded 0.00000025 MSE, the GRU model recorded 0.00000077 MSE, and the LSTM + GRU model recorded 0.00000023 MSE. Other combinations of the existing models such as the bidirectional LSTM model recorded 0.00000019 MSE, bi-directional GRU recorded 0.00000011 MSE, bidirectional LSTM + GRU recorded 0.00000027 MSE, LSTM and bi-directional GRU recorded 0.00000020 MSE.
AB - This study proposes a deep learning approach for stock price prediction by bridging the long shortterm memory with gated recurrent unit. In its evaluation, the mean absolute error and mean square error were used. The model proposed is an extension of the study of Hossain et al. established in 2018 with an MSE of 0.00098 as its lowest error. The current proposed model is a mix of the bidirectional LSTM and bidirectional GRU resulting in 0.00000008 MSE as the lowest error recorded. The LSTM model recorded 0.00000025 MSE, the GRU model recorded 0.00000077 MSE, and the LSTM + GRU model recorded 0.00000023 MSE. Other combinations of the existing models such as the bidirectional LSTM model recorded 0.00000019 MSE, bi-directional GRU recorded 0.00000011 MSE, bidirectional LSTM + GRU recorded 0.00000027 MSE, LSTM and bi-directional GRU recorded 0.00000020 MSE.
KW - Gated Recurrent Unit (GRU)
KW - Long Short-Term Memory (LSTM)
KW - Mean Square Error (MSE)
KW - MinMax Scale
KW - S&P 500
UR - http://www.scopus.com/inward/record.url?scp=85105033532&partnerID=8YFLogxK
U2 - 10.4018/IJIIT.2021040104
DO - 10.4018/IJIIT.2021040104
M3 - Article
AN - SCOPUS:85105033532
SN - 1548-3657
VL - 17
SP - 72
EP - 95
JO - International Journal of Intelligent Information Technologies
JF - International Journal of Intelligent Information Technologies
IS - 2
ER -