Predicting The Stock Closing Price of ISX-Listed Companies Using LSTM

نویسندگان

چکیده

Financial markets are highly reactive to events and situations, as seen by the very volatile movement of stock values. As a result, investors having difficulties guessing prices making investment decisions, especially when statistical techniques have failed model historical prices. This paper aims propose an RNNs-based predictive using LSTM for predicting closing price four stocks listed on Iraq Stock Exchange (ISX). The data used provided ISX period from 2/1/2019 24/12/2020. Several attempts were conducted improve models training minimize prediction error, evaluated MSE, RMSE, R2. performed high accuracy in movement, despite Intense volatility time series. empirical study concluded possibility relying RNN-LSTM close at well decisions upon.

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ژورنال

عنوان ژورنال: Jurnal ilmiah manajemen dan bisnis

سال: 2022

ISSN: ['2655-7274', '2460-8424']

DOI: https://doi.org/10.22441/jimb.v8i3.17435