
Combination of deep-learning models to forecast stock price of AAPL and TSLA
Joint Authors
Mahbub, Usamah
Buradi, Zahrah
Lazaar, Muhammad
Buradi, Halim
Imarah, Hisham
Source
Jordanian Journal of Computetrs and Information Technology
Issue
Vol. 8, Issue 4 (31 Dec. 2022), pp.345-356, 12 p.
Publisher
Princess Sumaya University for Technology
Publication Date
2022-12-31
Country of Publication
Jordan
No. of Pages
12
Main Subjects
Natural & Life Sciences (Multidisciplinary)
Abstract EN
Deep Learning is a promising domain.
It has different applications in different areas of life and its application on the stock market is widely used due to its efficiency.
Long Short Term Memory (LSTM) proved its efficiency in dealing with time-series data due to the unique hidden unit structure.
This paper integrated LSTM with attention mechanism and sentiment analysis to forecast the closing price of two stocks; namely, APPL and TSLA, from the NASDAQ stock market.
We compared our hybrid model with LSTM, LSTM with sentiment analysis and LSTM with Attention Mechanism.
Three benchmarks were used to measure the performance of the models; the first one is Mean Square Error (MSE), the second one is Root Mean Square Error (RMSE) and the third one is Mean Absolute Error (MAE).
The results show that the hybridization is more accurate than the LSTM model alone.
American Psychological Association (APA)
Buradi, Zahrah& Lazaar, Muhammad& Mahbub, Usamah& Buradi, Halim& Imarah, Hisham. 2022. Combination of deep-learning models to forecast stock price of AAPL and TSLA. Jordanian Journal of Computetrs and Information Technology،Vol. 8, no. 4, pp.345-356.
https://search.emarefa.net/detail/BIM-1435998
Modern Language Association (MLA)
Buradi, Zahrah…[et al.]. Combination of deep-learning models to forecast stock price of AAPL and TSLA. Jordanian Journal of Computetrs and Information Technology Vol. 8, no. 4 (Dec. 2022), pp.345-356.
https://search.emarefa.net/detail/BIM-1435998
American Medical Association (AMA)
Buradi, Zahrah& Lazaar, Muhammad& Mahbub, Usamah& Buradi, Halim& Imarah, Hisham. Combination of deep-learning models to forecast stock price of AAPL and TSLA. Jordanian Journal of Computetrs and Information Technology. 2022. Vol. 8, no. 4, pp.345-356.
https://search.emarefa.net/detail/BIM-1435998
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 354-356
Record ID
BIM-1435998