Impact Factor
Call For Paper
Volume 12 Issue 07
July 2026
Author(s)
Abstract
Stock Price Prediction Is A Critical Task For Investors, Traders, And Financial Analysts To Make Informed Decisions. Traditional Statistical Methods Often Struggle To Capture The Complex, Non-linear Patterns And Long-term Dependencies Inherent In Stock Market Data. This Project Proposes A Machine Learning-based Solution Using Long Short-Term Memory (LSTM) Networks To Analyze Historical Stock Data, Identify Trends, And Provide Accurate Predictions. By Leveraging Features Such As Opening Price, Closing Price, And Volume, The LSTM Model Aims To Deliver Actionable Insights For Optimizing Investment Strategies And Minimizing Risks. The Study Involves Data Collection, Preprocessing, Feature Engineering, Model Development, And Evaluation Using Metrics Like Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), And Root Mean Square Error (RMSE). The Results Demonstrate The Model's Ability To Capture Seasonal Trends And Long-term Dependencies, Outperforming Traditional Methods. A User-friendly Dashboard Is Also Developed To Visualize Predictions In Real-time.
Keywords
Paper ID
IJSARTV11I3102942
Publication Date
March 29, 2025
Research Area
Computer Science And Engineering