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Performance evaluation of stock price prediction models using EMAGRU

Erizal Erizal, Diqi Mohammad

Applied Computer Science

2023

Vol. 19, no 3

160--173

Stock price prediction is an exciting issue and is very much needed by investors and business people to develop their assets. The main difficulties in predicting stock prices are dynamic movements, high volatility, and noises caused by company performance and external influences. The traditional method investors use is the technical analysis based on statistics, valuation of previous stock portfolios, and news from the mass media and social media. Deep learning can predict stock price movements more accurately than traditional methods. As a solution to the issue of stock prediction, the authors offer the Exponential Moving Average Gated Recurrent Unit (EMAGRU) model and demonstrate its utility. The EMAGRU architecture contains two stacked GRUs arranged in parallel. The inputs and outputs are the EMA10 and EMA20, formed from the closing prices over ten years. The authors also combine the AntiReLU and ReLU activation functions into the model so that EMAGRU has 6 model variants. The proposed model produces low losses and high accuracy. RMSE, MEPA, MAE, and R^2 are 0.0060, 0.0064, 0.0050, and 0.9976 for EMA10, and 0.0050, 0.0058, 0.0045, and 0.9982 for EMA20, respectively.

Neural network structure optimization algorithm

Nowakowski G., Dorogyy Y., Doroga-Ivaniuk O.

Journal of Automation Mobile Robotics and Intelligent Systems

2018

Vol. 12, No. 1

5--13

This paper presents a deep analysis of literature on the problems of optimization of parameters and structure of the neural networks and the basic disadvantages that are present in the observed algorithms and methods. As a result, there is suggested a new algorithm for neural network structure optimization, which is free of the major shortcomings of other algorithms. The paper describes a detailed description of the algorithm, its implementation and application for recognition problems.