A Deep Learning Based Expert Framework for Portfolio Prediction and Forecasting
Publication Name
IEEE Access
Abstract
Stock market forecasting involves predicting fluctuations and trends in the value of financial assets, utilizing statistical and machine learning models to analyze historical market data for insights into future behavior. This practice aids investors, traders, financial institutions, and governments in making informed decisions, managing risks, and assessing economic conditions. Forecasting financial markets is difficult due to the intricate interplay of global economics, politics, and investor sentiment, making it inherently unpredictable. This study introduces a Deep Learning based Expert Framework for Stock Market forecasting (Portfolio prediction) called DLEF-SM. The methodology begins with an improved jellyfish-induced filtering (IJF-F) technique for preprocessing, effectively analyzing raw data and eliminating artifacts. To address imbalanced data and enhance data quality, pre-trained convolutional neural network (CNN) architectures, VGGFace2 and ResNet-50, are used for feature extraction. Additionally, an improved black widow optimization (IBWO) algorithm is designed for feature selection, reducing data dimensionality and preventing under-fitting. For precise stock market predictions, integrate deep reinforcement learning with artificial neural network (DRL-ANN) is proposed. Simulation outcomes reveal that the proposed framework achieves maximum forecasting accuracy, reaching 99.562%, 98.235%, and 98.825% for S&P500-S, S&P500-L, and DAX markets, respectively.
Open Access Status
This publication is not available as open access
Volume
12
First Page
103810
Last Page
103829