Prediction of future stock price using Recurrent Neural Network / Nur Izzah Atirah Mohd Ikhram

Mohd Ikhram, Nur Izzah Atirah (2022) Prediction of future stock price using Recurrent Neural Network / Nur Izzah Atirah Mohd Ikhram. [Student Project] (Submitted)

Abstract

The stock market can affect businesses in a variety of ways. The rise and fall of a company’s share price values affects its market capitalization and thus its market value. Forecasting stock market returns is difficult because financial stock markets are unpredictable and non-linear. The market trend, supply and demand ratio, global economy, public opinion, and a variety of other factors may all influence the price of a particular stock. With the advent of artificial intelligence and increased processing power, programmable prediction techniques have proven to be more effective in predicting stock values. This study proposed a Recurrent Neural Network (RNN) model that uses a deep learning machine to forecast Malaysian Pacific Industries' (MPI) stock price in the future. The five stages were data analysis, dataset preparation, network design, network training, and network testing. The accuracy of the model examined is determined by the mean square error (MSE) and root mean square error (RMSE), which are 1.24 and 1.12, respectively. The predicted closing price is compared to the actual closing price. Finally, it is proposed that this approach be used to forecast other volatile time-series data.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Mohd Ikhram, Nur Izzah Atirah
UNSPECIFIED
Contributors:
Contribution
Name
Email / ID Num.
Advisor
Shafii, Nor Hayati
UNSPECIFIED
Subjects: Q Science > QA Mathematics > Instruments and machines > Electronic Computers. Computer Science > Neural networks (Computer science)
Divisions: Universiti Teknologi MARA, Perlis > Arau Campus > Faculty of Computer and Mathematical Sciences
Programme: Bachelor of Science (Hons.) Management Mathematics
Keywords: stock price, neural network
Date: 2022
URI: https://ir.uitm.edu.my/id/eprint/83276
Edit Item
Edit Item

Download

[thumbnail of 83276.pdf] Text
83276.pdf

Download (426kB)

Digital Copy

Digital (fulltext) is available at:

Physical Copy

Physical status and holdings:
Item Status:

ID Number

83276

Indexing

Statistic

Statistic details