ISSN 2394-5125
 

Research Article 


APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES

P.V.Chandrika, K. Sakthi Sreenivasan.

Abstract
Investing in stock markets is a decisive role for every investor. Speculation in the market makes an investor
distressed about his investment. Hence predicting the exact stock market price at high accuracy helps investors
to invest wisely to yield more returns. Most of the literature has been carried in predicting the stock market
prices using various Logistic regression, ARIMA and machine learning techniques. This paperaims at predicting
the stock indices of developed markets and emerging markets using deep learning neural network techniques
i.e., Artificial Neural Networks (ANN) and Recurrent Neural Network (RNN). The data consists of daily prices
open, close, high, and low, volume of NIFTY 50, S&P 500, New York Stock Index, Korean Stock Index and
Dow Jones Index Jan 2014 to July 2019.The open price of the index is fed as input to the models. This study
predicts the next day index and gives a comparative analysis between the two models based on the accuracy of
prediction. Based on the performance of the models, the best model would be suggested to the investors for the
investors.

Key words: Stock Index, Deep Learning, Artificial Neural Networks, Recurrent Neural Networks


 
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Pubmed Style

P.V.Chandrika, K. Sakthi Sreenivasan. APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. JCR. 2020; 7(10): 2173-2180. doi:10.31838/jcr.07.10.374


Web Style

P.V.Chandrika, K. Sakthi Sreenivasan. APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. http://www.jcreview.com/?mno=123755 [Access: August 17, 2021]. doi:10.31838/jcr.07.10.374


AMA (American Medical Association) Style

P.V.Chandrika, K. Sakthi Sreenivasan. APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. JCR. 2020; 7(10): 2173-2180. doi:10.31838/jcr.07.10.374



Vancouver/ICMJE Style

P.V.Chandrika, K. Sakthi Sreenivasan. APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. JCR. (2020), [cited August 17, 2021]; 7(10): 2173-2180. doi:10.31838/jcr.07.10.374



Harvard Style

P.V.Chandrika, K. Sakthi Sreenivasan (2020) APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. JCR, 7 (10), 2173-2180. doi:10.31838/jcr.07.10.374



Turabian Style

P.V.Chandrika, K. Sakthi Sreenivasan. 2020. APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. Journal of Critical Reviews, 7 (10), 2173-2180. doi:10.31838/jcr.07.10.374



Chicago Style

P.V.Chandrika, K. Sakthi Sreenivasan. "APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES." Journal of Critical Reviews 7 (2020), 2173-2180. doi:10.31838/jcr.07.10.374



MLA (The Modern Language Association) Style

P.V.Chandrika, K. Sakthi Sreenivasan. "APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES." Journal of Critical Reviews 7.10 (2020), 2173-2180. Print. doi:10.31838/jcr.07.10.374



APA (American Psychological Association) Style

P.V.Chandrika, K. Sakthi Sreenivasan (2020) APPLICATION OF DEEP LEARNING TECHNIQUES ON STOCK MARKET INDICES. Journal of Critical Reviews, 7 (10), 2173-2180. doi:10.31838/jcr.07.10.374