Enhancing Stock Market Predictions Using Hybrid Deep Learning Models with Sentiment Analysis and Feature Engineering

Parts of Speech (pos) tagging corresponds to techniques of tagging accurate pos tags of each word of a sentence. It is a pivotal and indispensable part of sentiment analysis, synthesizing text to speech, analyzing textual data and many more Natural Language Processing (NLP) tasks. Though there are many researches done in the field of languages like English, Chinese etc., it is still comparatively unexplored for Bangla. An excellent pos tagger in Bangla language can accelerate NLP of Bangla textual data. In this study, we have developed a novel hybrid Deep Learning (DL) model with two parallel input networks with Convolutional Neural Network (CNN), and Bidirectional Long Short Term Memory (BiLSTM), and an output network of CNN. CNN works well regarding the local dependencies of words in sentences, and BiLSTM works well with the global dependencies of words regarding the context in a sentence. No other work has been done with local features of textual data along with long term word dependencies in Bangla pos tagging studies. The model can work with any external Word Embeddings. In this study, it is implemented with both Embedding Layer and Word2Vec layer. In the evaluation process, Mathews Correlation Coefficient (MCC), Precision-Recall curve are used along with accuracy and F1-score due to the dataset's imbalanced characteristic. Our proposed model accompanied by Word2Vec layer has outperformed Vanilla Recurrent Neural Network (RNN), Gated Recurrent Units (GRU), Long Short Term Memory (LSTM), BiLSTM networks, and also one recent study using the same dataset with the highest accuracy of 0.974, F1-score of 0.883, and MCC value of 0.936.

Small and Medium-sized Enterprises (SMEs) in Sri Lanka are increasingly turning to social media to gain insights into consumer preferences; however, they frequently lack sophisticated analytical tools to derive actionable insights. This research introduces a hybrid deep learning framework aimed at sentiment and emotion analysis specifically for the Sri Lankan cake sector. Customer reviews and social media comments were gathered and processed through various methods including text cleaning, emoji translation, stopword elimination, tokenization, and sequence padding. Several deep learning models— Convolutional Neural Networks (CNN), Bidirectional Long Short-Term Memory (BiLSTM), and Gated Recurrent Units (GRU) were assessed, along with hybrid models that combined CNN and BiLSTM with GPT-2 embeddings. The CNN+GPT-2 model achieved the highest accuracy in sentiment classification at 96.14%, while BiLSTM performed best in emotion classification with an accuracy of 91.57%. In terms of trend forecasting, Long Short-Term Memory (LSTM) outshone both SARIMA and Prophet, yielding the lowest error metrics and the most reliable sentiment predictions. These results underscore the potential of hybrid deep learning and transformer-based models to effectively capture complex consumer sentiments and provide SMEs with practical, AI-driven insights. This study is among the first to implement such hybrid NLP models within a localized Sri Lankan context, presenting a scalable approach for business intelligence and informed decision-making.

This paper investigates the application of machine learning models, including Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM), and a hybrid LSTM-CNN model, for predicting stock prices of companies listed on the National Stock Exchange (NSE). The proposed hybrid model leverages CNN’s capability for spatial feature extraction and LSTM’s proficiency in modelling temporal dependencies, effectively addressing the complex and volatile nature of stock price movements. Using a comprehensive dataset of historical stock prices and trading volumes from various sectors, the hybrid model achieved superior performance with a 15% improvement in RMSE compared to standalone CNN and LSTM models. Results demonstrate its robustness, particularly in volatile market conditions, showcasing its potential for accurate and reliable predictions. This study contributes a novel hybrid approach that integrates spatial and temporal learning to enhance stock market prediction, offering valuable insights for investors and financial analysts while providing a scalable framework for broader financial applications.

In the era of artificial intelligence, machine learning methods are successfully used in various fields. Machine learning has attracted extensive attention from investors in the financial market, especially in stock price prediction. However, one argument for the machine learning methods used in stock price prediction is that they are black-box models which are difficult to interpret. In this paper, we focus on the future stock price prediction with the historical stock price by machine learning and deep learning methods, such as support vector machine (SVM), random forest (RF), Bayesian classifier (BC), decision tree (DT), multilayer perceptron (MLP), convolutional neural network (CNN), bi-directional long-short term memory (BiLSTM), the embedded CNN, and the embedded BiLSTM. Firstly, we manually design several financial time series where the future price correlates with the historical stock prices in pre-designed modes, namely the curve-shape-feature (CSF) and the non-curve-shape-feature (NCSF) modes. In the CSF mode, the future prices can be extracted from the curve shapes of the historical stock prices. Conversely, in the NCSF mode, they can’t. Secondly, we apply various algorithms to those pre-designed and real financial time series. We find that the existing machine learning and deep learning algorithms fail in stock price prediction because in the real financial time series, less information of future prices is contained in the CSF mode, and perhaps more information is contained in the NCSF. Various machine learning and deep learning algorithms are good at handling the CSF in historical data, which are successfully applied in image recognition and natural language processing. However, they are inappropriate for stock price prediction on account of the NCSF. Therefore, accurate stock price prediction is the key to successful investment, and new machine learning algorithms handling the NCSF series are needed.

An analysis of machine learning models for sentiment analysis of Tamil code-mixed data

Water quality prediction (WQP) plays an essential role in water quality management for aquaculture to make aquaculture production profitable and sustainable. In this work, we propose hybrid deep learning (DL) models, convolutional neural network (CNN) with the long short-term memory (LSTM) and gated recurrent unit (GRU) for aquaculture WQP. CNN can effectively fetch the aquaculture water quality characteristics, whereas GRU and LSTM can learn long-term dependencies in the time series data. We conduct experiments using the two different water quality datasets and present an extensive study on the impact of hyperparameters on the performance of the proposed hybrid DL models. Furthermore, the performance of hybrid CNN-LSTM and CNN-GRU models are compared with different baseline LSTM, GRU and CNN DL models and also with attention-based LSTM and attention-based GRU DL models. The results show that the hybrid CNN-LSTM outperformed all other models in terms of prediction accuracy and computation time.

Attention-Based Hybrid Deep Learning Model for Intrusion Detection in IIoT Networks

Accurate rainfall forecasting is crucial in activities such as agricultural planning, water resource management, and flood preparedness, so failure to accurately forecast rainfall might undermine these activities. This study aimed to improve the accuracy of daily rainfall prediction in Hai district, Kilimanjaro region, Tanzania, a region characterised by a bimodal rainfall pattern, by comparing rainfall prediction accuracies of Traditional Machine Learning (TML) and Deep Learning (DL) models. The 25-year daily rainfall dataset for Hai district was first pre-processed by cleaning, normalisation, and splitting into training (first 60%), validation (next 20%), and test (last 20%) sets. TML models (K-Nearest Neighbours (KNN) through its variant KNN Regressor and Support Vector Machine (SVM) through its variant Support Vector Regressor (SVR)) were developed, trained, and their performances compared with developed and trained DL models (Long Short-Term Memory (LSTM) and Gated Recurrent Units (GRU)). Each model’s test performance was evaluated using the Root Mean Squared Error (RMSE) metric. The findings revealed that the DL models, LSTM and GRU, achieved test RMSE scores of 6.35 mm and 6.49 mm, respectively, while the TML models, KNN and SVM, achieved test RMSE scores of 6.61 mm and 10.42 mm, respectively. The study demonstrated that DL models are more effective for accurate rainfall forecasting than TML models in regions with complex rainfall patterns. The insights gained will guide the development of more reliable, location-specific weather prediction systems, ultimately supporting informed decision-making in agriculture, environmental management, and flood risk reduction in Tanzania and other regions facing similar climatic challenges

This study aims to compare the effectiveness of two deep learning models, namely Convolutional Neural Network (CNN) and combined CNN with Gated Recurrent Unit (CNN-GRU), in predicting Petrobras stock prices. Using historical stock price data from Yahoo Finance for the period 2017-2023, this study evaluates the performance of both models based on several evaluation metrics. The results showed that the CNN-GRU model outperformed the pure CNN model in all evaluation metrics, with an increase in RMSE value of 4.17% and an increase in R² value of 0.47% on the test data. The CNN-GRU model achieved 96.14% accuracy on the test data, while the CNN model achieved 96.04%. These findings indicate that the integration of CNN's feature extraction capabilities with GRU's temporal dependency modeling capabilities can improve stock price prediction accuracy. This research contributes to the computational finance literature by presenting an in-depth comparative analysis of the application of hybrid deep learning architectures in stock market prediction.

The stock market may be unpredictable; understanding when to purchase and sell can greatly assist businesses and individuals in maximizing profits and minimizing losses. Many companies have previously modified time-series analysis, a data mining technique, to forecast stock price movement. The idea of textual data mining has recently come up in debates about stock market forecasts. In this study, five of the largest firms’ historical stock prices were used to train two deep learning models—long short-term memory (LSTM) and one-dimensional convolutional neural network (1D CNN), then the results of all the models were compared. To connect price value fluctuations with the general public, sentiment scores were offered in addition to stock price values by employing natural language processing techniques (TextBlob) to tweets.

Intrusion detection plays a critical role in safeguarding computer networks from malicious activities and unauthorized access. Traditional machine learning (ML) models have been widely employed for intrusion detection, but their effectiveness can be limited due to the complex and evolving nature of network attacks. An efficient Convolutional Neural Network (CNN) that utilizes one-dimensional convolutions, batch normalization, and max pooling layers is designed to capture the attack patterns in network traffic data. By leveraging the inherent feature extraction capabilities of CNNs, the proposed architecture demonstrates improved performance in identifying network intrusions compared to traditional ML models. The effectiveness of the novel CNN architecture is evaluated by conducted comprehensive experiments on two benchmark intrusion detection datasets. The designed CNN performance was compared with four other ML models such as logistic regression, k-nearest neighbors, decision trees, and random forest. The experimental results revealed that the proposed CNN architecture outperformed the traditional ML models with highest accuracy of 97.68% and 97.39% and highest F1-score of 97.68% and 97.40% for. UNSW-NB15 and CICIDS2017 datasets, respectively. The proposed CNN architecture serves as a promising alternative to traditional ML models, offering improved performance in identifying and mitigating network attacks.

Identify suitable artificial groundwater recharge zones using hybrid deep learning models

Smart objects have grown in popularity and acceptance over the past period due to their decreasing size, greater intelligence, and lower costs. The Internet of Things (IoT) connects physical devices, including actuators, sensors, and cameras, to a network via the Internet. The widespread use of IoT devices has led to an exponential rise in network traffic volume and complexity, creating new challenges for real-time network security and threat detection. This study attempts to design an intrusion detection system which is scalable and capable of handling the vast number and variety of IoT traffic. It is based on improving the scalability and precision of the detection of threats by employing machine learning (ML) and deep learning (DL) techniques and hybrid model. The model is trained and tested on the CIC IoT DIAD 2024 dataset, a large high-volume dataset consisting of diversified IoT traffic, benign and malicious activity. It includes extensive data preprocessing, feature selection, and training of various models. Features were selected using an Analysis of Variance (ANOVA)–based feature selection technique to reduce computational overhead and time complexity while mitigating the curse of dimensionality and enhancing model accuracy. The resulting optimal feature subset was then used to train and evaluate several classifiers, including Decision Trees, K-Nearest Neighbors (KNN), Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM) networks, and a hybrid CNN–LSTM model. The models are compared using typical measures of performance such as accuracy, precision, recall, F1-score, and confusion matrix. The results indicate that hybrid deep learning models specifically the CNN-LSTM outperformed the other models in recognizing binary attacks achieving the highest performance with accuracy of 94.08% followed by CNN and LSTM with accuracies of 93.37% and 93.24% respectively. In contrast, the traditional machine learning model, Decision trees demonstrated superior performance in multi-class classification, achieving an accuracy of 98.25% defeating KNN (90%) as well as the hybrid deep learning model (CNN-LSTM – 88.30%). This, work paves the foundation for the implementation of scalable intrusion detection models in real IoT infrastructures. The future of the work is to integrate the developed models using massive data streaming infrastructures in support of real-time intrusion detection in large-scale, dynamic IoT infrastructures.

The COVID-19 pandemic has triggered a global crisis in health and economic sectors, causing profound impacts on sea transport and trade. This research paper investigates the ramifications of the pandemic on maritime shipping prices, and, hence, their subsequent influence on the stocks of shipping companies. This global upheaval disrupted international trade significantly, resulting in an unprecedented demand surge for shipping services and a substantial spike in freight rates. This study is intended to propose a predictive method based on Multivariate Multi-step convolutional neural network - Bidirectional Long Short-Term Memory (Multivariate Multi-step CNNBiLSTM) networks in order to forecast the prices of three of the most prominent stocks of big organizations operating in maritime transport. The proposed method is composed of Convolutional Neural Networks (CNN) and Bidirectional Long Short-Term Memory (BiLSTM), where the research utilizes CNN to help for feature extraction from the inputted data, alongside BiLSTM that forecasts the closing stock price for the upcoming five days, utilizing the extracted feature data. Hence, stock price prediction can be realized by applying a novel optimization strategy, which was founded on the Multivariate Multi-step CNN-BiLSTM model and utilizing the Adam optimizer. Prediction accuracy can be assessed by incorporating four metrics into the system: Root Mean Square Error, Mean Absolute Error, Mean Absolute Percentage Error, and Median Absolute Percentage Error. Experimental findings demonstrate that Multivariate Multi-step CNN-BiLSTM yields the most dependable stock price forecasts with the highest accuracy. The proposed prediction method, correctly applied, can yield economic benefits at the macr and micro levels; the prediction accuracy can help policy makers make better future outlook estimates in relation to inflation, gross domestic product (GDP), and unemployment levels that might be impacted by the volatile, uncontrolled, or unexpected fluctuations of stock prices of some leading economic sectors that are closely connected to global shipping and supply chain operations; thus, leading to serious impacts at the microeconomic level in relation to costs, supply and demand, and behavior of individual consumers and companies.

This paper is to design a new hybrid deep learning model for stock market prediction. Initially, the collected stock market data from the benchmark sources are pre-processed using empirical wavelet transform (EWT). This pre-processed data is subjected to the prediction model based on hybrid deep learning approach by adopting Resnet and recurrent neural network (RNN). Here, the fully connected layer of Resnet is replaced with the RNN. In both the Resnet and RNN structures, the parameter is optimized using the probabilistic spider monkey optimization (P-SMO) for attaining accurate prediction. When analyzing the proposed P-SMO-ResRNN, it secures 6.27%, 12.26%, 15.13%, 13.61%, and 14.10% more than RNN, DNN, NN, KNN, and SVM, respectively, regarding the MASE analysis. Hence, the proposed model shows enhanced performance. With the elaborated model and estimation of prediction term based on several analyses, this work supports the stock analysis research community.