Enhancing stock index prediction: A hybrid LSTM-PSO model for improved forecasting accuracy.

Stock price prediction is a challenging research domain. The long short-term memory neural network (LSTM) widely employed in stock price prediction due to its ability to address long-term dependence and transmission of historical time signals in time series data. However, manual tuning of LSTM parameters significantly impacts model performance.

Prediction of stock price movement using an improved NSGA-II-RF algorithm with a three-stage feature engineering process.

Prediction of stock price has been a hot topic in artificial intelligence field. Computational intelligent methods such as machine learning or deep learning are explored in the prediction system in recent years. However, making accurate predictions of stock price direction is still a big challenge because stock prices are affected by nonlinear, nonstationary, and high dimensional features.

A hybrid model integrating long short-term memory with adaptive genetic algorithm based on individual ranking for stock index prediction.

Modeling and forecasting stock prices have been important financial research topics in academia. This study seeks to determine whether improvements can be achieved by forecasting a stock index using a hybrid model and incorporating financial variables. We extend the literature on stock market forecasting by applying a hybrid model that combines wavelet transform (WT), long short-term memory (LSTM), and an adaptive genetic algorithm (AGA) based on individual ranking to predict stock indices for the Dow Jones Industrial Average (DJIA) index of the New York Stock Exchange, Standard & Poor's 500 (S&P 500) index, Nikkei 225 index of Tokyo, Hang Seng Index of Hong Kong market, CSI300 index of Chinese mainland stock market, and NIFTY50 index of India.