A Method for Predicting Stock Prices in Tehran Stock Market Based on Deep Learning

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Torabi Pour T.; Siadat S.S.

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Journal Paper

Paper Information

Journal: JOURNAL OF ELECTRONIC AND CYBER DEFENCE Year:2022 | Volume:10 | Issue:2 Page(s): 91-100

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Title

A Method for Predicting Stock Prices in Tehran Stock Market Based on Deep Learning

Author(s)

Torabi Pour T. | Siadat S.S. | Issue Writer Certificate

Keywords

Convolution neural networkQ4

stock priceQ4

LSTM neural networkQ4

deep learningQ4

Abstract

In recent years, due to the profitability of the stock market in Iran, small and large investments were attracted to this market, but unfortunately, due to their lack of knowledge of the stock market and price forecasting, a large number of Iranians suffered great losses. In this study, we decided to use our previous research, which used a two-layer LSTM neural network, to strengthen its work and use a combination of convolution and LSTM neural networks to predict stock prices on the Web Nation data set from the stock market. Use Tehran and its three databases, including ASP, car and construction. Finally, in order to evaluate the proposed method and the other two methods, three error functions, mean square error function (MSE), mean absolute error function (MAE) and root mean square function (RMSE) were evaluated. The results showed that it works much better in large datasets with high stock data and leads to fewer errors.

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