This project’s Researchers have been studying different methods to effectively predict the stock market price. Useful prediction systems allow traders to get better insights about data such as: future trends. Also, investors have a major benefit since the analysis give future conditions of the market. One such method is to use machine learning algorithms for forecasting. A number of researchers have come up with various ways to solve this problem, mainly there are traditional methods so far, such as artificial neural network is a way to get hidden patterns and classify the data which is used in predicting stock market. This project proposes a different method for prognosing stock market prices. It does not fit the data to a specific model; rather we are identifying the latent dynamics existing in the data using machine learning architectures. In this work we use Machine learning architectures Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN) and Hybrid approach of LSTM + CNN for the price forecasting of NSE listed companies and differentiating their performance. On a long term basis, sling window approach has been applied and the performance was assessed by using root mean square error.
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ANUJ KUMAR GUPTA (2024) studied this question.
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