Deep Learning-based Gated Recurrent Unit Approach to Stock Market Forecasting: An Analysis of Intel\u27s Stock Data

The stock price index prediction is a very challenging task that\u27s because the market has a very complicated nonlinear movement system. This fluctuation is influenced by many different factors. Multiple examples demonstrate the suitability of Machine Learning (ML) models like Neural Network algorithms (NN) and Long Short-Term Memory (LSTM) for such time series predictions, as well as how frequently they produce satisfactory outcomes. However, relatively few studies have employed robust feature engineering sequence models to forecast future prices. In this paper, we propose a cutting-edge stock price prediction model based on a Deep Learning (DL) technique. We chose the stock data for Intel, the firm with one of the quickest growths in the past ten years. The experimental results demonstrate that, for predicting this particular stock time series, our suggested model outperforms the current Gated Recurrent Unit (GRU) model. Our prediction approach reduces inaccuracy by taking into account the random nature of data on a big scale

A Novel Distributed Representation of News (DRNews) for Stock Market Predictions

In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the DRNews model creates news vectors that describe both the semantic information and potential linkages among news events through an attributed news network. Two stock market prediction tasks, namely the short-term stock movement prediction and stock crises early warning, are implemented in the framework of the attention-based Long Short Term-Memory (LSTM) network. It is suggested that DRNews substantially enhances the results of both tasks comparing with five baselines of news embedding models. Further, the attention mechanism suggests that short-term stock trend and stock market crises both receive influences from daily news with the former demonstrates more critical responses on the information related to the stock market {\em per se}, whilst the latter draws more concerns on the banking sector and economic policies.Comment: 25 page

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as LSTM modules to capture longer time dependencies. The proposed network outperforms all existing state-of-the-art algorithms on the benchmark LOB dataset [1]. In a more realistic setting, we test our model by using one year market quotes from the London Stock Exchange and the model delivers a remarkably stable out-of-sample prediction accuracy for a variety of instruments. Importantly, our model translates well to instruments which were not part of the training set, indicating the model's ability to extract universal features. In order to better understand these features and to go beyond a "black box" model, we perform a sensitivity analysis to understand the rationale behind the model predictions and reveal the components of LOBs that are most relevant. The ability to extract robust features which translate well to other instruments is an important property of our model which has many other applications.Comment: 12 pages, 9 figure