Design and Modeling of Stock Market Forecasting Using Hybrid Optimization Techniques
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Abstract
In this paper, an artificial neural network-based stock market prediction model was developed. Today, a lot of individuals are making predictions about the direction of the bond, currency, equity, and stock markets. Forecasting fluctuations in stock market values is quite difficult for businesspeople and industries. Forecasting future value changes on the stock markets is exceedingly difficult since there are so many different economic, political, and psychological factors at play. Stock market forecasting is also a difficult endeavour since it depends on so many various known and unknown variables. There are several ways used to try to anticipate the share price, including technical analysis, fundamental analysis, time series analysis, and statistical analysis; however, none of these approaches has been shown to be a consistently reliable prediction tool.
We built three alternative Adaptive Neuro-Fuzzy Inference System (ANFIS) models to compare the outcomes. The average of the tuned models is used to create an ensemble model. Although comparable applications have been attempted in the literature, the data set is extremely difficult to work with because it only contains sharp peaks and falls with no seasonality. In this study, fuzzy c-means clustering, subtractive clustering, and grid partitioning are all used. The experiments we ran were designed to assess the effectiveness of various construction techniques used to our ANFIS models. When evaluating the outcomes, the metrics of R-squared and mean standard error are mostly taken into consideration. In the experiments, R-squared values of over.90 are attained.
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