Stock Market Prediction Using Optimized Deep-ConvLSTM Model

Stock market prediction acts as a challenging area for the investors for obtaining the profits in the financial markets. A greater number of models used in stock market forecasting is not capable of providing an accurate prediction. This article proposes a stock market prediction system that effectively predicts the state of the stock market. The deep convolutional long short-term memory (Deep-ConvLSTM) model acts as the prediction module, which is trained by using the proposed Rider-based monarch butterfly optimization (Rider-MBO) algorithm. The proposed Rider-MBO algorithm is the integration of rider optimization algorithm (ROA) and MBO. Initially, the data from the live stock market are subjected to the computation of the technical indicators, representing the features from which the necessary features are obtained through clustering by using the Sparse-Fuzzy C-Means (Sparse-FCM) followed with feature selection. The robust features are given to the Deep-ConvLSTM model to perform an accurate prediction. The evaluation is based on the evaluation metrics, such as mean squared error (MSE) and root mean squared error (RMSE), by using six forms of live stock market data. The proposed stock market prediction model acquired a minimal MSE and RMSE of 7.2487 and 2.6923 that shows the effectiveness of the proposed method in stock market prediction.