2024

Conférence

2024 10th International Conference on Control, Decision and Information Technologies (CoDIT), Vallette, Malta, 2024, pp. 67-72

Financial markets operate as dynamic systems susceptible to ongoing changes influenced by recent crises, such as geopolitical and health crises. Due to these factors, investor uncertainty has increased, making it challenging to identify trends in the stock markets. Predicting stock market prices enhances investors’ ability to make accurate investment decisions. This paper proposes an intelligent financial system named Pred-IFDSS, aiming to recommend the best model for accurate predictions of future stock market indexes. Pred-IFDSS includes seven machine learning models: (1) Linear Regression (LR), (2) Support Vector Regression (SVR), (3) eXtreme Gradient Boosting (XGBoost), (4) Simple Recurrent Neural Network (SRNN), (5) Gated Recurrent Unit (GRU), (6) Long Short-Term Memory (LSTM), and (7) Artificial Neural Network (ANN). Each model is tuned using the grid search strategy, trained, and evaluated. Experiments are conducted on three stock market indexes (NASDAQ, S&P 500, and NYSE). To measure the performance of these models, three standard strategic indicators are employed (MSE, RMSE, and MAE). The outcomes of the experiments demonstrate that the error rate in SRNN model is very low, and we recommend it to assist investors in foreseeing future trends in stock market prices and making the right investment decisions.

@inproceedings{zouaghia2024pred,
  title={Pred-ifdss: An intelligent financial decision support system based on machine learning models},
  author={Zouaghia, Zakia and Kodia, Zahra and Said, Lamjed Ben},
  booktitle={2024 10th International Conference on Control, Decision and Information Technologies (CoDIT)},
  pages={67--72},
  year={2024},
  organization={IEEE}
}