Stack-Maven: An Adaptive Learning Rate Strategy for Stacked LSTM-based Stock Price Prediction

  • Unique Paper ID: 160521
  • Volume: 10
  • Issue: 1
  • PageNo: 559-564
  • Abstract:
  • Predicting stock prices is a complex task due to the influence of unpredictable factors. However, accurate predictions are valuable for investors and traders. Deep learning approaches, particularly Long Short-Term Memory (LSTM) neural networks, have shown promise in stock price prediction. This paper proposes a stacked LSTM model that captures short-term and long-term dependencies using technical indicators and historical price data. The model is trained using a sliding window approach and evaluated with metrics like MSE and RMSE. Experimental results demonstrate the effectiveness of the proposed method, outperforming other models with an average prediction accuracy of 95%. The approach offers advantages in capturing dependencies, handling diverse input features, and adapting to market changes. Potential applications include trading strategies, portfolio optimization, and risk management. However, limitations include the quality of input features and the model's inability to account for unforeseen events. Nonetheless, the stacked LSTM model holds promise for stock price prediction, aiding investment decisions, and further research is needed to improve its performance in highly volatile markets.

Copyright & License

Copyright © 2025 Authors retain the copyright of this article. This article is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

BibTeX

@article{160521,
        author = {Mihir Choudhary and Rizwan Shaikh and Harshal Borude and Kartik Padayachi and Pushpalata Aher and Ram Kumar Solanki},
        title = {Stack-Maven: An Adaptive Learning Rate Strategy for Stacked LSTM-based Stock Price Prediction},
        journal = {International Journal of Innovative Research in Technology},
        year = {},
        volume = {10},
        number = {1},
        pages = {559-564},
        issn = {2349-6002},
        url = {https://ijirt.org/article?manuscript=160521},
        abstract = {Predicting stock prices is a complex task due to the influence of unpredictable factors. However, accurate predictions are valuable for investors and traders. Deep learning approaches, particularly Long Short-Term Memory (LSTM) neural networks, have shown promise in stock price prediction. This paper proposes a stacked LSTM model that captures short-term and long-term dependencies using technical indicators and historical price data. The model is trained using a sliding window approach and evaluated with metrics like MSE and RMSE. Experimental results demonstrate the effectiveness of the proposed method, outperforming other models with an average prediction accuracy of 95%. The approach offers advantages in capturing dependencies, handling diverse input features, and adapting to market changes. Potential applications include trading strategies, portfolio optimization, and risk management. However, limitations include the quality of input features and the model's inability to account for unforeseen events. Nonetheless, the stacked LSTM model holds promise for stock price prediction, aiding investment decisions, and further research is needed to improve its performance in highly volatile markets.},
        keywords = {LSTM, neural networks, RMSE, stock price prediction, stacked},
        month = {},
        }

Cite This Article

  • ISSN: 2349-6002
  • Volume: 10
  • Issue: 1
  • PageNo: 559-564

Stack-Maven: An Adaptive Learning Rate Strategy for Stacked LSTM-based Stock Price Prediction

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