A novel hybrid deep learning model for price prediction

Faculty Computer Science Year: 2023
Type of Publication: ZU Hosted Pages: 12
Authors:
Journal: International Journal of Electrical and Computer Engineering (IJECE) International Journal of Electrical and Computer Engineering (IJECE) Volume: 13
Keywords : , novel hybrid deep learning model , price    
Abstract:
Price prediction has become a major task due to the explosive increase in the number of investors. The price prediction task has various types such as shares, stocks, foreign exchange instruments, and cryptocurrency. The literature includes several models for price prediction that can be classified based on the utilized methods into three main classes, namely, deep learning, machine learning, and statistical. In this context, we proposed several models’ architectures for price prediction. Among them, we proposed a hybrid one that incorporates long short-term memory (LSTM) and Convolution neural network (CNN) architectures, we called it CNN-LSTM. The proposed CNN-LSTM model makes use of the characteristics of the convolution layers for extracting useful features embedded in the time series data and the ability of LSTM architecture to learn long-term dependencies. The proposed architectures are thoroughly evaluated and compared against state-of-the-art methods on three different types of financial product datasets for stocks, foreign exchange instruments, and cryptocurrency. The obtained results show that the proposed CNN-LSTM has the best performance on average for the utilized evaluation metrics. Moreover, the proposed deep learning models were dominant in comparison to the state-of-the-art methods, machine learning models, and statistical models.
   
     
 
       

Author Related Publications

  • Ahmed Salah Mohamed Mostafa, "Artificial Intelligence and Machine Learning-Driven Decision-Making", Hindawi, 2021 More
  • Ahmed Salah Mohamed Mostafa, "Usages of Spark Framework with Different Machine Learning Algorithms", Hindawi, 2021 More
  • Ahmed Salah Mohamed Mostafa, "Efficient index-independent approaches for the collective spatial keyword queries", elsevier, 2021 More
  • Ahmed Salah Mohamed Mostafa, "A robust UWSN handover prediction system using ensemble learning", MDPI, 2021 More
  • Ahmed Salah Mohamed Mostafa, "Price Prediction of Seasonal Items Using Machine Learning and Statistical Methods", Tech Science Press, 2021 More

Department Related Publications

  • Ibrahiem Mahmoud Mohamed Elhenawy, "BERT-CNN: A Deep Learning Model for Detecting Emotions from Text", Tech Science Press, 2021 More
  • Ahmed Raafat Abass Mohamed Saliem, "BERT-CNN: A Deep Learning Model for Detecting Emotions from Text", Tech Science Press, 2021 More
  • Ahmed Raafat Abass Mohamed Saliem, "Using General Regression with Local Tuning for Learning Mixture Models from Incomplete Data Sets", ScienceDirect, 2010 More
  • Ahmed Raafat Abass Mohamed Saliem, "On determining efficient finite mixture models with compact and essential components for clustering data", ScienceDirect, 2013 More
  • Ahmed Raafat Abass Mohamed Saliem, "Unsupervised learning of mixture models based on swarm intelligence and neural networks with optimal completion using incomplete data", ScienceDirect, 2012 More
Tweet