International Journal of Advances in Applied Computational Intelligence
IJAACI
2833-5600
10.54216/IJAACI
https://www.americaspg.com/journals/show/2976
2022
2022
Leveraging Stochastic Gradient Descent with Deep Learning Model for Financial Distress Prediction
Jadavpur University, Department Of Mathematics, Kolkata, India
admin
admin
Faculty of Science, Mutah University, Jordan
Rashel Abu
Hakmeh
Gaziantep University, Department of Mathematics, Gaziantep, Turkey
Murat
Ozcek
Stock is a financial product considered by flexible trading, high risk, and high return that can preferred by several investors. Investors may get an abundance of returns through the accurate prediction of stock price trends. Nevertheless, the stock price can be influenced by certain factors including market conditions, companies’ managerial decisions, macroeconomic situation, and investors’ preferences for major economic and social events. Econometric and Statistical models are widely utilized in classical stock price prediction; however, these techniques could not handle the complex and dynamic environments of the stock market. Researchers have begun using deep learning (DL) and machine learning (ML) to estimate stock fluctuations and prices with the rapid evolution of artificial intelligence (AI), serving investors to define investment strategies to increase returns and decrease risk. Therefore, this manuscript presents a new dung beetle optimization with deep learning based stock price prediction (DBODL-SPP) methodology. The purpose of the DBODL-SPP algorithm is to predict the rise or fall of stock prices using the optimal DL model. In the DBODL-SPP technique, the min-max scalar can be deployed for pre-processing the input data. Besides, the DBODL-SPP approach applies the DBO algorithm for electing an optimal subset of features. The DBODL-SPP technique makes use of a multi-head attention long short-term memory (MHA-LSTM) model for the stock price prediction. Finally, by using the equilibrium optimizer (EO) algorithm, the parameter tuning of the MHA-LSTM algorithm can be carried out. A detailed set of experimentations has been applied to evaluate the enriched performance of the DBODL-SPP technique. The simulation values emphasized that the DBODL-SPP algorithm achieves better results than other techniques for stock price prediction
2024
2024
08
23
10.54216/IJAACI.050201
https://www.americaspg.com/articleinfo/31/show/2976