PREDICTING STOCK PRICES IN THE STOCK MARKET USING LONG-SHORT TERM MEMORY MODELS, CONVOLUTIONAL NEURAL NETWORK AND SUPPORT VECTOR MACHINE

  • Thi-Thu-Huyen Tran Hung Yen University of Technology and Education
  • Nguyen Duc Thinh Hung Yen University of Technology and Education
  • Dang Viet Hung Hung Yen University of Technology and Education
Keywords: Predicting stock prices, Long-Short Term Memory, Convolutional Neural Network và Support Vector Machine

Abstract

The stock market is always fluctuating and does not follow a specific rule. Predicting stock prices on the stock market is a difficult task and attracts the attention of many investors, experts, and scientists. In this article, we deploy three machine learning models Long-Short Term Memory, Convolutional Neural Network and Support Vector Machine to predict the closing and opening prices of three different companies over about 10 years (from July 2013 to July 2023). The results show that the Long-Short Term Memory model gives better prediction results and competes with the prediction results of the Convolutional Neural Network and Support Vector Machine models.

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Published
2023-09-10
How to Cite
Thi-Thu-Huyen Tran, Nguyen Duc Thinh, & Dang Viet Hung. (2023). PREDICTING STOCK PRICES IN THE STOCK MARKET USING LONG-SHORT TERM MEMORY MODELS, CONVOLUTIONAL NEURAL NETWORK AND SUPPORT VECTOR MACHINE. UTEHY Journal of Science and Technology, 39, 92-98. Retrieved from http://tapchi.utehy.edu.vn/index.php/jst/article/view/639