Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data a Comparative Analysis

The prediction of stock groups values has always been attractive and challenging for shareholders due to its inherent dynamics, non-linearity, and complex nature. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals, and basic metals from Tehran stock exchange were chosen for experimental evaluations. Data were collected for the groups based on 10 years of historical records. The value predictions are created for 1, 2, 5, 10, 15, 20, and 30 days in advance. Various machine learning algorithms were utilized for prediction of future values of stock market groups. We employed decision tree, bagging, random forest, adaptive boosting (Adaboost), gradient boosting, and eXtreme gradient boosting (XGBoost), and artificial neural networks (ANN), recurrent neural network (RNN) and long short-term memory (LSTM). Ten technical indicators were selected as the inputs into each of the prediction models. Finally, the results of the predictions were presented for each technique based on four metrics. Among all algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. In addition, for tree-based models, there is often an intense competition between Adaboost, Gradient Boosting, and XGBoost.

BACKGROUNDTraditional methods of developing predictive models in inflammatory bowel diseases (IBD) rely on using statistical regression approaches to deriving clinical scores such as the Crohn's disease (CD) activity index. However, traditional approaches are unable to take advantage of more complex data structures such as repeated measurements. Deep learning methods have the potential ability to automatically find and learn complex, hidden relationships between predictive markers and outcomes, but their application to clinical prediction in CD and IBD has not been explored previously.AIMTo determine and compare the utility of deep learning with conventional algorithms in predicting response to anti-tumor necrosis factor (anti-TNF) therapy in CD.METHODSThis was a retrospective single-center cohort study of all CD patients who commenced anti-TNF therapy (either adalimumab or infliximab) from January 1, 2010 to December 31, 2015. Remission was defined as a C-reactive protein (CRP) < 5 mg/L at 12 mo after anti-TNF commencement. Three supervised learning algorithms were compared: (1) A conventional statistical learning algorithm using multivariable logistic regression on baseline data only; (2) A deep learning algorithm using a feed-forward artificial neural network on baseline data only; and (3) A deep learning algorithm using a recurrent neural network on repeated data. Predictive performance was assessed using area under the receiver operator characteristic curve (AUC) after 10× repeated 5-fold cross-validation.RESULTSA total of 146 patients were included (median age 36 years, 48% male). Concomitant therapy at anti-TNF commencement included thiopurines (68%), methotrexate (18%), corticosteroids (44%) and aminosalicylates (33%). After 12 mo, 64% had CRP < 5 mg/L. The conventional learning algorithm selected the following baseline variables for the predictive model: Complex disease behavior, albumin, monocytes, lymphocytes, mean corpuscular hemoglobin concentration and gamma-glutamyl transferase, and had a cross-validated AUC of 0.659, 95% confidence interval (CI): 0.562-0.756. A feed-forward artificial neural network using only baseline data demonstrated an AUC of 0.710 (95%CI: 0.622-0.799; P = 0.25 vs conventional). A recurrent neural network using repeated biomarker measurements demonstrated significantly higher AUC compared to the conventional algorithm (0.754, 95%CI: 0.674-0.834; P = 0.036).CONCLUSIONDeep learning methods are feasible and have the potential for stronger predictive performance compared to conventional model building methods when applied to predicting remission after anti-TNF therapy in CD.

Abstract: Stock market forecasting remains a major concern to investors, financial institutions, and traders. Most classical forecasting techniques such as statistical modelling and technical analysis generally fail to account for the complexity and non-linearity of financial markets. Recently, neural networks, a new-age branch of machine learning, have emerged as a powerful weapon for better forecasting in the stock market. Neural networks, especially deep learning models such as Recurrent Neural Networks (RNN) and Long Short-Term Memory (LSTM), are most suited to learning complex patterns from the historical data and reveal hidden correlations or relationships between different variables which have not been captured by the traditional models. The article discusses the role of neural networks in predicting stock market trends and the applications of these models in financial forecasting. The fundamentals of neural networks are explored, their special applications in stock market prediction, and the advantages they confer over traditional techniques. The objective of this article is to also provide insights into key obstacles, including data quality, overfitting, and interpretability, which can impinge upon the effective use of neural networks in finance. Case studies and simulated situations help present neural networks' use, where they are positioned to enhance stock market prediction output with accuracy and reliability. It seems that future directions that research in this field will take would involve integration with different alternative data sources, with quantum computing anticipated to change the landscape of financial prediction models. The insights provided... Keywords: Neural Networks, Stock Market Predictions, Machine Learning, Financial Forecasting, Trend Analysis, Deep Learning, Predictive Analytics, Data Sciences, and Algorithmic Trading.

Modeling time series of vegetation indices in tallgrass prairie using machine and deep learning algorithms

The aim of this study is to develop a predictive model utilizing deep learning and machine learning techniques that will inform clinical decision-making by predicting the 1-year postoperative recovery of patients with lumbar disk herniation. The clinical data of 470 inpatients who underwent tubular microdiscectomy (TMD) between January 2018 and January 2021 were retrospectively analyzed as variables. The dataset was randomly divided into a training set (n = 329) and a test set (n = 141) using a 10-fold cross-validation technique. Various deep learning and machine learning algorithms including Random Forests, Extreme Gradient Boosting, Support Vector Machines, Extra Trees, K-Nearest Neighbors, Logistic Regression, Light Gradient Boosting Machine, and MLP (Artificial Neural Networks) were employed to develop predictive models for the recovery of patients with lumbar disk herniation 1 year after surgery. The cure rate score of lumbar JOA score 1 year after TMD was used as an outcome indicator. The primary evaluation metric was the area under the receiver operating characteristic curve (AUC), with additional measures including decision curve analysis (DCA), accuracy, sensitivity, specificity, and others. The heat map of the correlation matrix revealed low inter-feature correlation. The predictive model employing both machine learning and deep learning algorithms was constructed using 15 variables after feature engineering. Among the eight algorithms utilized, the MLP algorithm demonstrated the best performance. Our study findings demonstrate that the MLP algorithm provides superior predictive performance for the recovery of patients with lumbar disk herniation 1 year after surgery.

Recurring wildfires pose a critical global issue as they undermine social and economic stability and jeopardize human lives. To effectively manage disasters and bolster community resilience, the development of wildfire susceptibility maps (WFSMs) has emerged as a crucial undertaking in recent years. In this research endeavor, two deep learning algorithms were leveraged to generate WFSMs using two distinct remote sensing datasets. Specifically, the Moderate-Resolution Imaging Spectroradiometer (MODIS) and Landsat-8 images were utilized to monitor wildfires that transpired during the year 2021. To develop an effective WFSM, two datasets were created by incorporating 599 wildfire locations with Landsat-8 images and 232 sites with MODIS images, as well as twelve factors influencing wildfires. Deep learning algorithms, namely the long short-term memory (LSTM) and recurrent neural network (RNN), were utilized to model wildfire susceptibility using the two datasets. Subsequently, four WFSMs were generated using the LSTM (MODIS), LSTM (Landsat-8), RNN (MODIS), and RNN (Landsat-8) algorithms. The evaluation of the WFSMs was performed using the area under the receiver operating characteristic (ROC) curve (AUC) index. The results revealed that the RNN (MODIS) (AUC = 0.971), RNN (Landsat-8) (AUC = 0.966), LSTM (MODIS) (AUC = 0.964), and LSTM (Landsat-8) (AUC = 0.941) algorithms demonstrated the highest modeling accuracy, respectively. Moreover, the Gini index was employed to assess the impact of the twelve factors on wildfires in the study area. The results of the random forest (RF) algorithm indicated that temperature, wind speed, slope, and topographic wetness index (TWI) parameters had a significant effect on wildfires in the study region. These findings are instrumental in facilitating efficient wildfire management and enhancing community resilience against the detrimental effects of wildfires.

In today's digital world, app stores have become an essential part of software distribution, providing customers with a wide range of applications and opportunities for software developers to showcase their work. This study elaborates on the importance of end-user feedback for software evolution. However, in the literature, more emphasis has been given to high-rating & popular software apps while ignoring comparatively low-rating apps. Therefore, the proposed approach focuses on end-user reviews collected from 64 low-rated apps representing 14 categories in the Amazon App Store. We critically analyze feedback from low-rating apps and developed a grounded theory to identify various concepts important for software evolution and improving its quality including user interface (UI) and user experience (UX), functionality and features, compatibility and device-specific, performance and stability, customer support and responsiveness and security and privacy issues. Then, using a grounded theory and content analysis approach, a novel research dataset is curated to evaluate the performance of baseline machine learning (ML), and state-of-the-art deep learning (DL) algorithms in automatically classifying end-user feedback into frequently occurring issues. Various natural language processing and feature engineering techniques are utilized for improving and optimizing the performance of ML and DL classifiers. Also, an experimental study comparing various ML and DL algorithms, including multinomial naive Bayes (MNB), logistic regression (LR), random forest (RF), multi-layer perception (MLP), k-nearest neighbors (KNN), AdaBoost, Voting, convolutional neural network (CNN), long short-term memory (LSTM), bidirectional long short term memory (BiLSTM), gated recurrent unit (GRU), bidirectional gated recurrent unit (BiGRU), and recurrent neural network (RNN) classifiers, achieved satisfactory results in classifying end-user feedback to commonly occurring issues. Whereas, MLP, RF, BiGRU, GRU, CNN, LSTM, and Classifiers achieved average accuracies of 94%, 94%, 92%, 91%, 90%, 89%, and 89%, respectively. We employed the SHAP approach to identify the critical features associated with each issue type to enhance the explainability of the classifiers. This research sheds light on areas needing improvement in low-rated apps and opens up new avenues for developers to improve software quality based on user feedback.

Short-term traffic speed prediction is a promising research topic in intelligent transportation systems (ITSs), which also plays an important role in the real-time decision-making of traffic control and guidance systems. However, the urban traffic speed has strong temporal, spatial correlation and the characteristic of complex nonlinearity and randomness, which makes it challenging to accurately and efficiently forecast short-term traffic speeds. We investigate the relevant literature and found that although most methods can achieve good prediction performance with the complete sample data, when there is a certain missing rate in the database, it is difficult to maintain accuracy with these methods. Recent studies have shown that deep learning methods, especially long short-term memory (LSTM) models, have good results in short-term traffic flow prediction. Furthermore, the attention mechanism can properly assign weights to distinguish the importance of traffic time sequences, thereby further improving the computational efficiency of the prediction model. Therefore, we propose a framework for short-term traffic speed prediction, including data preprocessing module and short-term traffic prediction module. In the data preprocessing module, the missing traffic data are repaired to provide a complete dataset for subsequent prediction. In the prediction module, a combined deep learning method that is an attention-based LSTM (ATT-LSTM) model for predicting short-term traffic speed on urban roads is proposed. The proposed framework was applied to the urban road network in Nanshan District, Shenzhen, Guangdong Province, China, with a 30-day traffic speed dataset (floating car data) used as the experimental sample. Results show that the proposed method outperforms other deep learning algorithms (such as recurrent neural network (RNN) and convolutional neural network (CNN)) in terms of both calculating efficiency and prediction accuracy. The attention mechanism can significantly reduce the error of the LSTM model (up to 12.4%) and improves the prediction performance.

The integration of Artificial Intelligence (AI) into financial forecasting has transformed traditional stock market prediction methods. This research paper explores the effectiveness of AI techniques in forecasting stock trends within the Indian stock market over the last few years. We examine AI methodologies, including machine learning (ML), deep learning (DL), and hybrid models applied to the Bombay Stock Exchange (BSE) and the National Stock Exchange (NSE). By comparing historical data with AI-predicted trends, this study evaluates prediction accuracy and market relevance (Patel et al., 2015). Furthermore, the research outlines existing study gaps and proposes a future scope of integrating AI with behavioral finance and real-time analytics (Chen et al., 2022). The prediction of stock market trends remains a significant challenge due to the stochastic and non-linear nature of financial time series data (Zhang &amp; Zhou, 2020). With the proliferation of Artificial Intelligence (AI), particularly Machine Learning (ML) and Deep Learning (DL) techniques, there has been a paradigm shift in the modeling and forecasting of stock price movements (Fischer &amp; Krauss, 2018). This paper presents a comprehensive study on the effectiveness of AI in predicting stock market trends within the Indian financial ecosystem, focusing on a comparative analysis of AI models implemented over the last five years (2018–2023) on major indices and stocks listed on the NSE and BSE. This research evaluates the performance of multiple AI algorithms—including Support Vector Machines (SVM), Random Forests (RF), Long Short-Term Memory (LSTM) networks, Gated Recurrent Units (GRU), and hybrid ensemble models—in forecasting short- and medium-term price trends using historical stock data (Krauss et al., 2017; Chen &amp; He, 2021). Standard evaluation metrics such as Root Mean Square Error (RMSE), Mean Absolute Error (MAE), and classification accuracy are employed to assess model efficacy. The results indicate that while traditional machine learning algorithms offer moderate predictive power, advanced deep learning and hybrid models significantly outperform them, particularly during periods of high market volatility, such as the COVID-19 pandemic and post-lockdown recovery phases (Weng et al., 2018; Jain &amp; Jain, 2021). The study identifies key research gaps, including limited sectoral diversification in datasets, inadequate integration of sentiment and behavioral data, overfitting issues in complex models, and the lack of real-time prediction systems in the Indian context (Gupta &amp; Pathak, 2022). Furthermore, current models often ignore nonquantitative factors such as investor sentiment, macroeconomic indicators, and global events, which can critically impact prediction accuracy (Nassirtoussi et al., 2014). These limitations suggest the need for a more holistic and interdisciplinary approach to AI-driven financial forecasting. The scope for future research includes the development of real-time, adaptive AI systems using high-frequency trading data, the incorporation of behavioral finance through social media and news analytics, and the exploration of quantum computing-based AI models (Liu et al., 2023). From a practical standpoint, the findings of this study offer valuable insights for institutional investors, financial analysts, regulatory bodies, and developers of AIpowered trading platforms. The study concludes that while AI is not a definitive solution for market prediction, it provides a powerful augmentative tool that, when designed with robustness, transparency, and adaptability, can significantly enhance decision-making in India’s fastevolving financial markets.

MOOCs (Massive Open Online Courses) are definitely one of the best approach to support the international agenda about inclusive and equitable education and lifelong learning opportunities for all (SDG4) [1]. A great deal universities and institutions offer valuable free courses to their numerous students and to people around the word through MOOC platforms. However, because of huge number of learners and data generated, learner’s behaviour in those platforms remain a kind of black box for learners themselves and for courses instructors who are supposed to tutor or monitor learners in the learning process. Therefore, learner do not receive sufficient support from instructors and from their peers, during the learning process [2]. This is one the main reasons that lead to high dropout, low completion and success rate observed in the MOOCs. Many research work have suggested descriptive, predictive and prescriptive models to address this issue, but most of these models focus on predicting dropout, completion and/or success, and do not generally pay enough attention to one of the key step (learner behaviour), that comes before, and can explain dropping out and failure. Our research aims to develop a deep learning model to predict learner behaviour (learner interactions) in the learning process, in order to equip learners and course instructors with insight understanding of the learner behaviour in the learning process. This specific paper will focus on analysing relevant algorithms to develop such model. For this analysis, we used data from UNESCO-IICBA (International Institute for Capacity Building in Africa) MOOC platform, designed for teacher training in Africa, and then we examine many types of features: geographical, social behavioural and learning behavioural features. Learner’s behaviour being a time series Big data, we built the predictive model using Deep Learning algorithms for better performance and accuracy (Thanks to the power of deep learning) compared to baseline Machine learning algorithms. Time series data is best handled by recurrent neural networks (RNN) [3], so, we choose RNN and implemented/tested the three main architectures of RNN: Simple RNNs, GRU (Gated Recurrent Unit) RNNs and LSTM (Long short-term memory) RNNs. The models were trained using L2 Regularization, based on the predictions results, we unexpectedly found model with simple RNNs produced the best performance and accuracy on the dataset used than the other RNN architectures. We had couple of observations, example: we saw a correlation between video viewing and quiz behaviour and the participation of the learner to the learning process. This observation could allow teachers to provide meaningful support and guidance to at risk or less active students. We also observed that, the shorter the video or the quiz, the more the viewer. We conclude that we could use learner video or quiz viewing behaviour to predict his behaviour concerning other MOOC contents. These results suggest the need of deeper research on educational video and educational quiz designing for MOOCs.

The application of a deep learning algorithm (DL) can more accurately predict the initial flowering period of Platycladus orientalis (L.) Franco. In this research, we applied DL to establish a nationwide long-term prediction model of the initial flowering period of P. orientalis and analyzed the contribution rate of meteorological factors via Shapely Additive Explanation (SHAP). Based on the daily meteorological data of major meteorological stations in China from 1963–2015 and the observation of initial flowering data from 23 phenological stations, we established prediction models by using recurrent neural network (RNN), long short-term memory (LSTM) and gated recurrent unit (GRU). The mean absolute error (MAE), mean absolute percentage error (MAPE), and coefficient of determination (R2) were used as training effect indicators to evaluate the prediction accuracy. The simulation results show that the three models are applicable to the prediction of the initial flowering of P. orientalis nationwide in China, with the average accuracy of the GRU being the highest, followed by LSTM and the RNN, which is significantly higher than the prediction accuracy of the regression model based on accumulated air temperature. In the interpretability analysis, the factor contribution rates of the three models are similar, the 46 temperature type factors have the highest contribution rate with 58.6% of temperature factors’ contribution rate being higher than 0 and average contribution rate being 5.48 × 10−4, and the stability of the contribution rate of the factors related to the daily minimum temperature factor has obvious fluctuations with an average standard deviation of 8.57 × 10−3, which might be related to the plants being sensitive to low temperature stress. The GRU model can accurately predict the change rule of the initial flowering, with an average accuracy greater than 98%, and the simulation effect is the best, indicating that the potential application of the GRU model is the prediction of initial flowering.

In this study, we investigate the effectiveness of various deep learning algorithms for customer segmentation in the banking sector, aiming to enhance targeted service delivery and customer experience. We employ a comprehensive pipeline encompassing data collection, preprocessing, feature selection, feature extraction, model development, and rigorous evaluation. Our dataset, derived from real-world banking customer profiles, was processed using normalization, encoding, and dimensionality reduction techniques. We implemented and compared eight models: Artificial Neural Network (ANN), Convolutional Neural Network (CNN), Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), CNN-LSTM Hybrid, Autoencoder-Based Network, and Deep Neural Network (DNN). Among them, the Autoencoder-Based model achieved the highest accuracy of 91.56%, outperforming others in terms of segmentation clarity and computational efficiency. These findings suggest that deep learning methods, particularly Autoencoder-Based architectures, offer robust solutions for real-time banking customer segmentation, enabling institutions to tailor products and services more effectively.

Prediction concept needs human-like thinking and ideas. ANN helps make a program for describing the solutions to the prediction problems. To gain accurate prediction, there is a need for deep thinking in the knowledge system discovered. Deep learning helps form such next-level type of ANN thinking. Deep learning models do not require humans for programming the problems. It can determine the prediction by itself by learning the dataset. This paper describes the prediction by considering sequential model for continuous accessing of data with the help of multi-layers. Deep learning is very helpful for predicting larger dataset. This paper proposes an algorithmic model known as a Comprehensive Deep Recurrent Artificial Neural Networks (CDRANN) by hybridizing LSTM (long short-term memory) with RNN (recurrent neural network) backtrack solver for better future stock prediction. This paper also explains the need for hybridizing evolutionary model CDRANN to create a novel change in future prediction.KeywordsCDRANN (Comprehensive Deep Recurrent Artificial Neural Networks)LSTM (long short-term memory)RNN (recurrent neural network)Stock marketPrediction

The exponential growth in mobile data demand, fueled by the proliferation of smart devices, IoT applications, and multimedia services, has posed significant challenges to the performance andscalability of 5G networks. Traditional network traffic management techniques are increasingly insufficient to meet the dynamic and complex requirements of modern wireless communication systems. In response, deep learning (DL) has emerged as a powerful tool to enable intelligent, adaptive, and realtime optimization of mobile network traffic in 5G environments. This review provides a comprehensive overview of the integration of deep learning algorithms into various layers of the 5G architecture, including radio access networks (RAN), core networks, and edge computing platforms. Key DL models such as convolutional neural networks (CNNs), recurrent neural networks (RNNs), long short-term memory (LSTM), deep reinforcement learning (DRL), and graph neural networks (GNNs) are analyzed in terms of their application to traffic prediction, congestion control, resource allocation, and quality of service (QoS) enhancement. The article also explores existing challenges such as data scarcity, model interpretability, latency constraints, and deployment complexity. Furthermore, it discusses emerging trends like federated learning, transfer learning, and edge intelligence as promising directions for future research. By synthesizing state-of-the-art contributions, this review highlights the transformative potential of DL in building efficient, resilient, and autonomous 5G networks.

Analysis of spectrum sensing using deep learning algorithms: CNNs and RNNs