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    Conference Template A4

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    Frank Tang
    This document describes using an LSTM neural network model to predict future stock prices based on historical closing price data. It discusses loading and preprocessing the data, using an LSTM network with dropout regularization to predict the next 5 days of closing prices, and testing the model's performance. While adding more training data from 2007 onward was expected to improve accuracy, the results did not surpass those from using only the original 2012-2022 data.

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    Conference Template A4

    Uploaded by

    Frank Tang
    5 views4 pages
    This document describes using an LSTM neural network model to predict future stock prices based on historical closing price data. It discusses loading and preprocessing the data, using an LSTM network with dropout regularization to predict the next 5 days of closing prices, and testing the model's performance. While adding more training data from 2007 onward was expected to improve accuracy, the results did not surpass those from using only the original 2012-2022 data.

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    This document describes using an LSTM neural network model to predict future stock prices based on historical closing price data. It discusses loading and preprocessing the data, using an LSTM network with dropout regularization to predict the next 5 days of closing prices, and testing the model's performance. While adding more training data from 2007 onward was expected to improve accuracy, the results did not surpass those from using only the original 2012-2022 data.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    5 views4 pages

    Conference Template A4

    Uploaded by

    Frank Tang
    This document describes using an LSTM neural network model to predict future stock prices based on historical closing price data. It discusses loading and preprocessing the data, using an LSTM network with dropout regularization to predict the next 5 days of closing prices, and testing the model's performance. While adding more training data from 2007 onward was expected to improve accuracy, the results did not surpass those from using only the original 2012-2022 data.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 4

    Stock Prediction with Neural Network Using LSTM

    for Project 1
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    Abstract—This is the report of project 1 for II. RELATED WORK


    the Neuro Network. In this project, next 5
    days’ stock should be predict whilst enormous A. Data Loading
    amount of data from the past would be fed in The thing people who are interested in
    training the model for this prediction. daily stock trading is the prices of Open,
    Keywords—deep learning, LSTM, Stock,
    High, Low, Close, Volume, and so forth. In
    Prediction Project 1, next 5 days closing price are
    required predicting as accurately as
    I. INTRODUCTION (HEADING 1) possible. For the sake, we need to pay keen
    The formatter will need to create these attentiveness on Closing Price in the past
    components, incorporating the applicable and apt method of neural network.
    criteria that follow.

    XXX-X-XXXX-XXXX-X/XX/$XX.00 ©20XX IEEE


    As the dataset TA provided with, there deal with signals that mix low and high
    are rows of data for each day from 2012. frequency components.
    Date, Open, High, Low, Close, and
    Volume are included in each row, of which C. Data Separating to Training and
    Closing data could be fetched easily with Testing Groups
    python data frame.A4 paper size. If you are In the dataset TA provided with, there are
    using US letter-sized paper, please close approximately 2400 or more days’ data
    this file and download the Microsoft Word, from 2012 to 2022. In deep learning
    Letter file. process, we need to separate all the data in
    B. Process to Choose and Devise the three groups, training, verifying, and
    Model testing. Verifying data would be ignorant
    due to enough samples. Proportion devised
    Concerning the method utilized to predict
    for the training data and testing data would
    the prices, the stock data show the trait of
    be 49:1.
    sequence with date. In real life, language
    translation or voice recognition are closely III. EXPERIMENT SETTING
    akin to it, of which people are tend to be A. Data Scaling
    associate with Recurrent Neural Network.
    Min/Max Scaler is set to convert all the
    RNN is flexible to deal with the serial data, Closing price data into 0 or 1 while
    but in term of long-term dependency, the forming data with format of data frame in
    status quo from previous moment would to the format model can accept. Same way
    affect the next state. With the network to cope with the testing data before putting
    layers growing increasingly, the model them to predicting session.
    might have the difficulties handling error or
    gradient explosion/vanishing, which might
    result in failure of optimizing and less B. Regularization: Dropout for Overfitting
    aptitude for learning. The lengthier the With respect to overfitting, the units, also
    series, the deeper the network. In order to know as layers, was set as 50 at first. If
    involve in incorporates time delays and time is enough or further curiosity is
    feedback from the previous results, inspired, different number of layers would
    controlling states which are referred to as be tested to find the optimal one if more or
    gated state or gated memory would be fewer layers. The time step hidden stats
    acceptable. would be set to return, in which all of them
    are regard as the feedback. The next step
    As LSTM, therefore, is chosen in the the model would do is dropout 20% of the
    project, it’s also used for avoiding the neurons in hidden layers to prevent the
    gradient problem and being augmented by result from overfitting. In this section,
    recurrent gates, so-called "forget gates". three time of layer fed with data built and
    LSTM prevents backpropagated errors neurons dropout would be done here. As
    from vanishing or exploding. In lieu, errors requirement shows, 5 consecutive days’
    can flow backwards through unlimited data after now is needed from the model,
    numbers of virtual layers unfolded in so Dense function is used to print out 5
    space. That is, LSTM can learn tasks that numeric data in a row.
    require memories of events that occurred
    thousands or more of discrete time steps in Model would be compiled after the step
    retrospect. LSTM works even given long was done to configure the training process.
    delays between significant events and can First, optimizer would be set as adaptive
    moment estimation which fits for updating
    neurons’ weight iteratively with less cache
    and better performance of calculation. In
    the setting of the loss function, Mean-
    Square Error was selected in this model for
    evaluating the quality of the residual.

    When it comes to training session, the


    training data would be fed into the model
    setting epoch as 25 and batch size as
    default. The prediction session will go after
    the model has its own training done and
    give the 5 scaled data to converted into
    authentic predicted data.

    IV. EXPERIMENT RESULT


    A. Result
    In the 5 given further future data,
    B. Fetch additional data from yahoo to
    train and see if the the result from the
    predicting model would be much more
    accurate
    In favor of realizing if the amount of data
    maters, the data from 2007,in which Lotus
    became listed company, was imported to
    the project. However, the result which
    should be expected to surpass the one
    abovementioned did not work.

    V. CONCLUSION
    REFERENCE

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