Prediction of Stock Price Using LSTM, MA and EMA Models
Document Type
Conference Proceeding
Publication Date
1-1-2023
Abstract
In this paper, we substitute data from General Electric Company and study the three models of LSTM, MA and EMA, in an attempt to compare and analyze the results to screen out a model with more accurate predictions. Under the prediction of the LSTM model, we find that the difference between the loss values after the trend remains stationary is small. Compared to the MA model, the EMA model predicts more closer line, but not as accurately as the LSTM model. Combining the figures and data, we conclude that the predictions of the LSTM model are more accurate. We hope that our research results can help more readers understand the predictions of stocks and their related models, and then they can successfully reap more profits in the stock market.
Publication Title
2023 IEEE International Conference on Control, Electronics and Computer Technology, ICCECT 2023
First Page Number
191
Last Page Number
194
DOI
10.1109/ICCECT57938.2023.10140454
Recommended Citation
Zhang, Zhijin and He, Kexin, "Prediction of Stock Price Using LSTM, MA and EMA Models" (2023). Kean Publications. 348.
https://digitalcommons.kean.edu/keanpublications/348