SRI MANAKULA VINAYAGAR ENGINEERING COLLEGE

DEPARTMENT OF COMPUTER SCIENCE AND ENGINEERING

PROJECT REVIEW

GUIDE:
DR.K.Premkumar

PRESENTED BY:
V. Subhasri
P. Kayathiridevi
R. Kamali
DOMAIN: DEEP LEARNING

• Subset of machine learning

• Imitates the way how human gains
certain types of knowledge
• Based on learning and improving on
its own by examining computer
algorithms.
Deep Learning Process
NEURAL NETWORK - HEART OF DEEP LEARNING

• Design of neural network is based on the

structure of human brain
• Neural network is nothing but a multi-layered
structure of algorithms
• Enables us to perform clustering, classification
or regression.
TYPICAL NEURAL NETWORK
RECENT APPLICATIONS OF DEEP LEARNING
WHY DEEP LEARNING

• Good for solving complex problems that

require discovering hidden patterns

• Try to learn high level features from data.

(Feature extraction on its own)

• More Accurate results than traditional ones

STOCK MARKET PREDICTION USING
DEEP LEARNING
1. NSE STOCK MARKET PREDICTION USING DEEP LEARNING MODELS

OBJECTIVE AND MECHANISM:

Four types of Deep Learning architectures (MLP, RNN, CNN, LSTM) have been used for predicting
stock price of company based on historical prices available.

DATASET:
Closing prices of 2 different sock market NSE and NYSE

MERITS:
• Neural networks are outperforming than existing linear models (ARIMA)
• Models are capable of identifying patterns in both stocks
• CNN is outperforming than other models
• Network able to predict NYSE even though it is trained with NSE stock

DEMERITS:
Took long time to capture seasonal patterns

FUTURE WORK:
Hybrid networks
2. SHORT-TERM STOCK MARKET PRICE TREND PREDICTION
USING A COMPREHENSIVE DEEP LEARNING SYSTEM

OBJECTIVE AND MECHANISM:

Proposed solution is comprehensive as it includes pre-processing of the stock market dataset,
utilization of multiple feature engineering techniques, combined with a customized deep learning
(LSTM) based system for stock market price trend prediction

DATASET:
2 years of data from Chinese stock market.

MERITS:
• High prediction accuracy
• Fine tuned and customized deep learning prediction system

DEMERITS:
RFE algorithm is not sensitive to the term length

FUTURE WORK:
Getting in depth research into what technical indices would influence irregular term lengths
 3. STOCK MARKET PREDICTION USING DEEP LEARNING
OBJECTIVE AND MECHANISM:
The objective of this paper is to demonstrate that deep learning can improve stock market
forecasting accuracy. For this, (2D)2PCA + Deep Neural Network (DNN) method is compared with
state of the art method 2-Directional 2-Dimensional Principal Component Analysis (2D)2PCA +
Radial Basis Function Neural Network (RBFNN)

DATASET:
Google stock price multimedia data (chart) from NASDAQ

MERITS:
Improved result compared to state of the art method

DEMERITS:
Model is not giving better results for Total Return and RMSE when
compared to RBFNN
FUTURE WORK:
Hybrid networks
4. STOCK MARKET TREND PREDICTION AND INVESTMENT STRATEGY
BY DEEP NEURAL NETWORKS

OBJECTIVE AND MECHANISM:

This research is mainly about the prediction of the price change in the stock market. Instead of
daily change. This paper analyzes the trend of price change for weeks by judging turning points.
Deep neural networks is used.

DATASET:
The training data is based on 329 stocks on the list of Standard Poor’s 500

MERITS:
Very helpful finding real golden cross and investors get positive profits

DEMERITS:
Input data of neural networks are only from the adjusted closing prices

FUTURE WORK:
Trading volume of stock can be considered as input and
train the model. Also to analyse the correlations between news and
stock market turning points.
5. STOCK TREND PREDICTION USING DEEP LEARNING APPROACH ON TECHNICAL
INDICATOR AND INDUSTRY SPECIFIC INFORMATION
OBJECTIVE AND MECHANISM:
Method consists of Long Short-Term Memory Network (LSTM) and Bidirectional Encoder
Representations from Transformers (BERT) architectures to predict daily stock market activity.

DATASET:
The model has been trained using Thailand futures exchange stocks and the news headlines
from various sources.

MERITS:
Results demonstrate that enhancing both numerical and textual
information of each sector can improve prediction performance and
outperform all baselines.

FUTURE WORK:
Other external information can be added to improve model’s
performance.
 FINDINGS:

• It is found that using non linear models increases

accuracy

• Among all, CNN and LSTM performed well

• The models were trained with news headlines

and events

• Deep learning algorithms are perfect for stock

market prediction problem
CONCLUSION:

• Tradition methods of Stock price prediction

where statistical based
• Using Deep learning is an efficient approach

• Our model involves not only the stock prices data set,
but also important political tweets and headlines - the
factors which directly affects stock prices
• The model is trained with DNN algorithm
 REFERENCES:
1. Hiransha M, Gopalakrishnan E.A, vijay Krishna Menon, Soman.K.P - 'NSE Stock Market Prediction using
DeepLearning Models'(2018), ScienceDirect

2. Ritika sing, shasi srivastava - 'Stock prediction using deep learning' (2018), springer

3. Jingyi Shen, M. Omair Shafq - 'Short‑term stock market price trend prediction using a
comprehensive deep learning system' (2020), Journal of Big Data

4. Mingze Shi, Qiangfu Zhao - 'Stock market trend prediction and investment strategy by Deep Neural
Networks' (2021), IEEE

5. Kittisak Prachyachuwong and Peerapon Vateekul - ‘Stock Trend Prediction Using Deep Learning Approach
onTechnical Indicator and Industrial Specific Information’(2021), Information.
ANY QUERIES???
THANK YOU