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Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction

2022-05-08 07:01:12
Vishal Kuber, Divakar Yadav, Arun Kr Yadav

Abstract

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars disagree. Robust and accurate prediction systems will not only be helpful to the businesses but also to the individuals in making their financial investments. This paper presents an LSTM model with two different input approaches for predicting the short-term stock prices of two Indian companies, Reliance Industries and Infosys Ltd. Ten years of historic data (2012-2021) is taken from the yahoo finance website to carry out analysis of proposed approaches. In the first approach, closing prices of two selected companies are directly applied on univariate LSTM model. For the approach second, technical indicators values are calculated from the closing prices and then collectively applied on Multivariate LSTM model. Short term market behaviour for upcoming days is evaluated. Experimental outcomes revel that approach one is useful to determine the future trend but multivariate LSTM model with technical indicators found to be useful in accurately predicting the future price behaviours.

Abstract (translated)

URL

https://arxiv.org/abs/2205.06673

PDF

https://arxiv.org/pdf/2205.06673.pdf


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