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    RAJAKARUPPAIAH S
    This document proposes using machine learning algorithms like LSTM and attention mechanisms to predict stock prices. It discusses pre-processing steps like data cleaning, handling missing values, and converting categorical data to numerical values. LSTM and attention mechanisms are explored to capture patterns in financial time series data. Both methods yielded promising results in stock price prediction by allowing the models to focus on relevant time periods and features. The conclusion is that LSTM and attention mechanisms are effective tools for extracting insights from financial data to improve forecasting accuracy.

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    This document proposes using machine learning algorithms like LSTM and attention mechanisms to predict stock prices. It discusses pre-processing steps like data cleaning, handling missing values, and converting categorical data to numerical values. LSTM and attention mechanisms are explored to capture patterns in financial time series data. Both methods yielded promising results in stock price prediction by allowing the models to focus on relevant time periods and features. The conclusion is that LSTM and attention mechanisms are effective tools for extracting insights from financial data to improve forecasting accuracy.

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    This document proposes using machine learning algorithms like LSTM and attention mechanisms to predict stock prices. It discusses pre-processing steps like data cleaning, handling missing values, and converting categorical data to numerical values. LSTM and attention mechanisms are explored to capture patterns in financial time series data. Both methods yielded promising results in stock price prediction by allowing the models to focus on relevant time periods and features. The conclusion is that LSTM and attention mechanisms are effective tools for extracting insights from financial data to improve forecasting accuracy.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    38 views5 pages

    Ads Phase5

    Uploaded by

    RAJAKARUPPAIAH S
    This document proposes using machine learning algorithms like LSTM and attention mechanisms to predict stock prices. It discusses pre-processing steps like data cleaning, handling missing values, and converting categorical data to numerical values. LSTM and attention mechanisms are explored to capture patterns in financial time series data. Both methods yielded promising results in stock price prediction by allowing the models to focus on relevant time periods and features. The conclusion is that LSTM and attention mechanisms are effective tools for extracting insights from financial data to improve forecasting accuracy.

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    of 5

    PROJECT TITLE:

    STOCK PRICE PREDICTION


    PROBLEM DEFINITION:
    • Stock price prediction is the act of trying to determine the future value of a company stock or
    other financial instrument traded on an exchange. The successful prediction of a stock's future
    price could yield significant profit. The efficient-market hypothesis suggests that stock prices
    reflect all currently available information and any price changes that are not based on newly
    revealed information thus are inherently unpredictable. Others disagree and those with this
    viewpoint possess myriad methods and technologies which purportedly allow them to gain
    future price information.
    DESIGN THINKING:

    . The existing system fails while there are uncommon consequences or predictors.
    . The former outcomes indicate that the stock price is changeable when the use of
    the traditional classifier
    . The actuality of the device stated in large part prophetic values, opting a relevant
    term for their enjoy with a purpose to benefit in large part prophetic rankings.
    . It would not concentrate on outside occasions within the terrain, similar as modern-day
    occasions or social media.

    Proposed system:

    . On this proposed system, we focus on vaticination of stock request values the usage of
    gadget literacy algorithms comparable as Random Forest and aid Vector Machines

    . We proposed We used the pandas Python library for facts processing, which mixed more
    than one dataset into one data block.

    PRE-PROCESSING:
    STEPS:
    1) DATA CLEANING
    2) HANDLE MISSING VALUES
    3) CATEGORICAL TO NUMERICAL REPRESENTATIONS.

    DATA CLEANING:
    Data cleaning is the process of fixing or removing incorrect, corrupted, incorrectly
    formatted, duplicate, or incomplete data within a dataset. When combining multiple data
    sources, there are many opportunities for data to be duplicated or mislabeled.
    HANDLE MISSING VALUES:
    1. Deleting Rows with missing values
    2. Impute missing values for continuous variable
    3. Impute missing values for categorical variable
    4. Other Imputation Methods
    5. Using Algorithms that support missing values
    6. Prediction of missing values
    7. Imputation using Deep Learning Library — Datawig

    CATEGORICAL TO NUMERICAL REPRESENTATIONS:


    1. cat.codes Attribute
    2. replace
    3. Label Encoder

    ALGORITHM:
    1. DEEP LEARNING TECHNIQUE : CNN-LSTM
    2. ATTENTION MECHANISMS

    CNN-LSTM:
    CNN-LSTM network use convolutional and LSTM layers to learn from the training
    data. To train a CNN-LSTM network with audio data, you extract auditory-based
    spectrograms from the raw audio data and then train the network using the spectrograms.

    ATTENTION MECHANISM:
    An attention mechanism is an Encoder-Decoder kind of neural network architecture that
    allows the model to focus on specific sections of the input while executing a task. It
    dynamically assigns weights to different elements in the input, indicating their relative
    importance or relevance.
    PROJECT WORKFLOW:

    LSTM:

    ATTENTION MECHANISM:
    CONCLUSION:
    The application of LSTM (Long Short-Term Memory) and attention mechanisms in stock price
    prediction has yielded promising results. Both of these machine learning models have demonstrated
    their effectiveness in capturing intricate patterns and dependencies within financial time series data.
    The similarity in forecasting accuracy between LSTM and attention mechanisms suggests that they
    are capable of handling the complexities of stock market prediction equally well.
    The introduction of attention mechanisms has further enhanced the performance of these models by
    allowing them to focus on specific data points or time periods that are more relevant for forecasting.
    This adaptive mechanism helps the model allocate its attention to critical features, ultimately
    improving prediction accuracy.
    In summary, LSTM and attention mechanisms have emerged as valuable tools for stock price
    prediction, offering a powerful means to extract valuable insights from financial time series data.
    Continued research and development in this field will likely lead to further improvements in
    forecasting accuracy, ultimately benefiting investors, traders, and financial institutions in making
    informed decisions in the dynamic world of stock markets.

    REFERENCES:
    1) Stock Market Prediction Using Machine Learning,panelAbdulhamit Subasi, Faria Amir,
    Kholoud Bagedo, Asmaa Shams, Akila Sarirete
    https://www.sciencedirect.com/science/article/pii/S1877050921021128

    2) A Survey on Stock Market Prediction Using Machine Learning Techniques Polamuri


    Subba Rao1(&) , K. Srinivas2 , and A. Krishna Mohan3 1 Department of CSE, KIET,
    Korangi, India [email protected] 2 Department of CSE, VR Siddhartha
    Engineering College, Vijayawada, AP, India [email protected] 3 Department of
    CSE, UCEK, JNTUK, Kakinada, AP, India [email protected]
    https://www.researchgate.net/publication/
    341482418_A_Survey_on_Stock_Market_Prediction_Using_Machine_Learning_Techniques/
    link/5ff3fc01299bf140887028e4

    3) Short-term stock market price trend prediction using a comprehensive deep learning system
    Jingyi Shen & M. Omair Shafiq Journal of Big Data
    https://journalofbigdata.springeropen.com/articles/10.1186/s40537-020-00333-6 -

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