Predicting market performance using machine and deep learning techniques

El Mahjouby, Mohamed, Bennani, Mohamed Taj, Lamrini, Mohamed, El Far, Mohamed, Bossoufi, Badre and Alghamdi, Thamer A. H. 2024. Predicting market performance using machine and deep learning techniques. IEEE Access 12 , 82033 - 82040. 10.1109/ACCESS.2024.3408222

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Abstract

Today, forecasting the stock market has been one of the most challenging issues for the “artificial intelligence” AI research community. Stock market investment methods are sophisticated and rely on analyzing massive volumes of data. In recent years, machine-learning techniques have come under increasing scrutiny to assess and improve market predictions over traditional approaches. The observation in time is due to their dependence. Their predictions are crucial tasks in data mining and have attracted great interest and considerable effort over the past decades. Tackling this challenge remains difficult due to the inherent characteristics of time series data, including its high dimensionality, large volume of data, and constant updates. Exploration of Machine Learning and Deep Learning methods undertaken to enhance the effectiveness of conventional approaches. In this document, we aim precisely to forecast the performance of the stock market at the close of the day by applying various machine-learning algorithms on the two data sets “CoinMarketCap, CryptoCurrency” and thus analyze the predictions of the architectures.

Item Type:	Article
Date Type:	Published Online
Status:	Published
Schools:	Engineering
Publisher:	Institute of Electrical and Electronics Engineers
ISSN:	2169-3536
Date of First Compliant Deposit:	24 June 2024
Last Modified:	24 Jun 2024 09:46
URI:	https://orca.cardiff.ac.uk/id/eprint/169600

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