Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The main objective of our work is to predict the market performance of the Dhaka Stock Exchange (DSE) on day closing price using different Deep Learning techniques. In this study, we have used the LSTM (Long Short-Term Memory) network to forecast the data of DSE for the convenience of shareholders. We have enforced LSTM networks to train data as well as forecast the future time series that has differentiated with test data. We have computed the Root Mean Square Error (RMSE) value to scrutinize the error between the forecasted value and test data that diminished the error by updating the LSTM networks. As a consequence of the renovation of the network, the LSTM network provides tremendous performance which outperformed the existing works to predict stock market prices.
References
[1]
Malik, A.S., Boyko, O., Aktar, N. and Young, W.F. (2001) A Comparative Study of MR Imaging Profile of Titanium Pedicle Screws. ActaRadiologica, 42, 291-293. https://doi.org/10.1080/028418501127346846
[2]
Qian, B. and Rasheed, K. (2006) Stock Market Prediction with Multiple Classifiers. AppliedIntelligence, 26, 25-33. https://doi.org/10.1007/s10489-006-0001-7
[3]
Hiransha, M., Gopalakrishnan, E.A., Menon, V.K. and Soman, K.P. (2018) NSE Stock Market Prediction Using Deep-Learning Models. ProcediaComputerScience, 132, 1351-1362. https://doi.org/10.1016/j.procs.2018.05.050
[4]
Nabipour, M., Nayyeri, P., Jabani, H., Mosavi, A., Salwana, E. and S., S. (2020) Deep Learning for Stock Market Prediction. Entropy, 22, Article 840. https://doi.org/10.3390/e22080840
[5]
Dhaka Stock Exchange PLC. (n.d.). Data Archive. https://dsebd.org/data_archive.php
[6]
Yang, H., Chan, L. and King, I. (2002) Support Vector Machine Regression for Volatile Stock Market Prediction. In: Yin, H., Allinson, N., Freeman, R., Keane, J. and Hubbard, S., Eds., Intelligent Data Engineering and Automated Learning—IDEAL 2002, Springer, 391-396. https://doi.org/10.1007/3-540-45675-9_58
[7]
Gupta, A. and Dhingra, B. (2012) Stock market prediction using Hidden Markov Models. 2012 Students Conference on Engineering and Systems, Allahabad, 16-18 March 2012, 1-4. https://doi.org/10.1109/sces.2012.6199099
[8]
Schumaker, R.P. and Chen, H. (2009) Textual Analysis of Stock Market Prediction Using Breaking Financial News: The AZFin Text System. ACMTransactionsonInformationSystems, 27, 1-19. https://doi.org/10.1145/1462198.1462204
[9]
Kelotra, A. And Pandey, P. (2020) Stock Market Prediction Using Optimized Deep-Convlstm Model. BigData, 8, 5-24. https://doi.org/10.1089/big.2018.0143
[10]
Usmani, M., Adil, S.H., Raza, K. And Ali, S.S.A. (2016) Stock Market Prediction Using Machine Learning Techniques. 2016 3rd International Conference on Computer and Information Sciences (ICCOINS), Kuala Lumpur, 15-17 August 2016, 322-327. https://doi.org/10.1109/iccoins.2016.7783235
[11]
Biswas, M., Shome, A., Islam, M.A., Nova, A.J. and Ahmed, S. (2021) Predicting Stock Market Price: A Logical Strategy Using Deep Learning. 2021 IEEE 11th IEEE Symposium on Computer Applications & Industrial Electronics (ISCAIE), Penang, 3-4 April 2021, 218-223. https://doi.org/10.1109/iscaie51753.2021.9431817
[12]
Nova, A.J., Mim, Z.Q., Rowshan, S., Islam, M.R.U., Nurullah, M. And Biswas, M. (2021) Stock Market Prediction on High-Frequency Data Using Ann. AsianJournalofResearchinComputerScience, 10, 1-12. https://doi.org/10.9734/ajrcos/2021/v10i230241
[13]
Sui, M., Zhang, C., Zhou, L., Liao, S. And Wei, C. (2024) An Ensemble Approach to Stock Price Prediction Using Deep Learning and Time Series Models. 2024 IEEE 6th International Conference on Power, Intelligent Computing and Systems (ICPICS), Shenyang, 26-28 July 2024, 793-797. https://doi.org/10.1109/icpics62053.2024.10796661
[14]
Kothari, A., Kulkarni, A., Kohade, T. And Pawar, C. (2024) Stock Market Prediction Using LSTM. In: Senjyu, T., So-In, C. and Joshi, A., Eds., Smart Trends in Computing and Communications, Springer, 143-164. https://doi.org/10.1007/978-981-97-1326-4_13
[15]
Gülmez, B. (2023) Stock Price Prediction with Optimized Deep LSTM Network with Artificial Rabbits Optimization Algorithm. ExpertSystemswithApplications, 227, Article ID: 120346. https://doi.org/10.1016/j.eswa.2023.120346
[16]
Pang, X., Zhou, Y., Wang, P., Lin, W. and Chang, V. (2018) An Innovative Neural Network Approach for Stock Market Prediction. TheJournalofSupercomputing, 76, 2098-2118. https://doi.org/10.1007/s11227-017-2228-y
[17]
Botunac, I., Bosna, J. and Matetić, M. (2024) Optimization of Traditional Stock Market Strategies Using the LSTM Hybrid Approach. Information, 15, Article 136. https://doi.org/10.3390/info15030136
[18]
Yu, P. and Yan, X. (2019) Stock Price Prediction Based on Deep Neural Networks. NeuralComputingandApplications, 32, 1609-1628. https://doi.org/10.1007/s00521-019-04212-x
[19]
Chen, Z., Dai, Z., Xing, H. and Chen, J. (2025) Multi-Model Approach for Stock Price Prediction and Trading Recommendations. https://doi.org/10.20944/preprints202501.1003.v1
[20]
Sarkar, B. and Shahid, A. (2005) Hybrid FinBERT-LSTM Deep Learning Framework for Stock Price Prediction: A Sentiment Analysis Approach Using Earnings Call Transcripts. EasyChair Preprint.