AEI-DNET: A Novel DenseNet Model with an Autoencoder for the Stock Market Predictions Using Stock Technical Indicators

Analyzing the critical steps in deep learning-based stock forecasting: a literature review

Stock market or individual stock forecasting poses a significant challenge due to the influence of uncertainty and dynamic conditions in financial markets. Traditional methods, such as fundamental and technical analysis, have been limited in coping with uncertainty. In recent years, this has led to a growing interest in using deep learning-based models for stock prediction. However, the accuracy and reliability of these models depend on correctly implementing a series of critical steps. These steps include data collection and analysis, feature extraction and selection, noise elimination, model selection and architecture determination, choice of training-test approach, and performance evaluation. This study systematically examined deep learning-based stock forecasting models in the literature, investigating the effects of these steps on the model's forecasting performance. This review focused on the studies between 2020-2024, identifying influential studies by conducting a systematic literature search across three different databases. The identified studies regarding seven critical steps essential for creating successful and reliable prediction models were thoroughly examined. The findings from these examinations were summarized in tables, and the gaps in the literature were detailed. This systematic review not only provides a comprehensive understanding of current studies but also serves as a guide for future research.

Multi level perspectives in stock price forecasting: ICE2DE-MDL

This study proposes a novel hybrid model, called ICE2DE-MDL, integrating secondary decomposition, entropy, machine and deep learning methods to predict a stock closing price. In this context, first of all, the noise contained in the financial time series was eliminated. A denoising method, which utilizes entropy and the two-level ICEEMDAN methodology, is suggested to achieve this. Subsequently, we applied many deep learning and machine learning methods, including long-short term memory (LSTM), LSTM-BN, gated recurrent unit (GRU), and SVR, to the IMFs obtained from the decomposition, classifying them as noiseless. Afterward, the best training method was determined for each IMF. Finally, the proposed model's forecast was obtained by hierarchically combining the prediction results of each IMF. The ICE2DE-MDL model was applied to eight stock market indices and three stock data sets, and the next day's closing price of these stock items was predicted. The results indicate that RMSE values ranged from 0.031 to 0.244, MAE values ranged from 0.026 to 0.144, MAPE values ranged from 0.128 to 0.594, and R-squared values ranged from 0.905 to 0.998 for stock indices and stock forecasts. Furthermore, comparisons were made with various hybrid models proposed within the scope of stock forecasting to evaluate the performance of the ICE2DE-MDL model. Upon comparison, The ICE2DE-MDL model demonstrated superior performance relative to existing models in the literature for both forecasting stock market indices and individual stocks. Additionally, to our knowledge, this study is the first to effectively eliminate noise in stock item data using the concepts of entropy and ICEEMDAN. It is also the second study to apply ICEEMDAN to a financial time series prediction problem.

A cooperative deep learning model for stock market prediction using deep autoencoder and sentiment analysis

Stock market prediction is a challenging and complex problem that has received the attention of researchers due to the high returns resulting from an improved prediction. Even though machine learning models are popular in this domain dynamic and the volatile nature of the stock markets limits the accuracy of stock prediction. Studies show that incorporating news sentiment in stock market predictions enhances performance compared to models using stock features alone. There is a need to develop an architecture that facilitates noise removal from stock data, captures market sentiments, and ensures prediction to a reasonable degree of accuracy. The proposed cooperative deep-learning architecture comprises a deep autoencoder, lexicon-based software for sentiment analysis of news headlines, and LSTM/GRU layers for prediction. The autoencoder is used to denoise the historical stock data, and the denoised data is transferred into the deep learning model along with news sentiments. The stock data is concatenated with the sentiment score and is fed to the LSTM/GRU model for output prediction. The model's performance is evaluated using the standard measures used in the literature. The results show that the combined model using deep autoencoder with news sentiments performs better than the standalone LSTM/GRU models. The performance of our model also compares favorably with state-of-the-art models in the literature.

AI-CenterNet CXR: An artificial intelligence (AI) enabled system for localization and classification of chest X-ray disease

Machine learning techniques have lately attracted a lot of attention for their potential to execute expert-level clinical tasks, notably in the area of medical image analysis. Chest radiography is one of the most often utilized diagnostic imaging modalities in medical practice, and it necessitates timely coverage regarding the presence of probable abnormalities and disease diagnoses in the images. Computer-aided solutions for the identification of chest illness using chest radiography are being developed in medical imaging research. However, accurate localization and categorization of specific disorders in chest X-ray images is still a challenging problem due to the complex nature of radiographs, presence of different distortions, high inter-class similarities, and intra-class variations in abnormalities. In this work, we have presented an Artificial Intelligence (AI)-enabled fully automated approach using an end-to-end deep learning technique to improve the accuracy of thoracic illness diagnosis. We proposed AI-CenterNet CXR, a customized CenterNet model with an improved feature extraction network for the recognition of multi-label chest diseases. The enhanced backbone computes deep key points that improve the abnormality localization accuracy and, thus, overall disease classification performance. Moreover, the proposed architecture is lightweight and computationally efficient in comparison to the original CenterNet model. We have performed extensive experimentation to validate the effectiveness of the proposed technique using the National Institutes of Health (NIH) Chest X-ray dataset. Our method achieved an overall Area Under the Curve (AUC) of 0.888 and an average IOU of 0.801 to detect and classify the eight types of chest abnormalities. Both the qualitative and quantitative findings reveal that the suggested approach outperforms the existing methods, indicating the efficacy of our approach.