Title: Updated deep long short-term memory with Namib beetle Henry optimisation for sentiment-based stock market prediction
Authors: Nital Adikane; V. Nirmalrani
Addresses: Department of School of Computing, Sathyabama Institute of Science and Technology, Semmancheri, Chennai, Tamil Nadu 600119, India ' Department of School of Computing, Sathyabama Institute of Science and Technology, Semmancheri, Chennai, Tamil Nadu 600119, India
Abstract: Stock price prediction is a challenging and promising area of research due to the volatile nature of stock markets influenced by factors like investor sentiment and market rumours. Developing accurate prediction models is difficult, given the complexity of stock data. Long short-term memory (LSTM) models have proven effective in uncovering hidden patterns, enabling precise predictions. Therefore, in this research work, an innovative approach called updated deep LSTM (UDLSTM) combined with Namib beetle Henry optimisation (BH-UDLSTM) is proposed and applied to historical stock market and sentiment analysis data. The UDLSTM model enhances prediction performance, offering stability during training and increased data accuracy. By incorporating Namib beetle and Henry gas algorithms, BH-UDLSTM further improves prediction accuracy by striking a balance between exploration and exploitation. The evaluation against existing methods demonstrates that the proposed approach achieves a higher accuracy rate (92.45%) in stock price prediction compared to state-of-the-art techniques.
Keywords: stock price prediction; SPP; deep learning; DL; sentiment analysis; UDLSTM; Namib beetle algorithm; NBA; Henry gas solubility optimisation.
DOI: 10.1504/IJIIDS.2024.137715
International Journal of Intelligent Information and Database Systems, 2024 Vol.16 No.3, pp.316 - 344
Received: 06 Sep 2023
Accepted: 04 Dec 2023
Published online: 02 Apr 2024 *