Time Series Analysis Using Stacked LSTM Model for Indian Stock Market

Stock market is a well-known option for investments and has impact in today’s economy. Due to high returns and losses, it will be an investor’s dream to predict the rise and fall accurately. But future price is very unpredictable. Although there are different analysis present for years like fundamental analysis, technical analysis etc. Now a days different algorithms are used to forecast the future price. Stock price prediction is very important as it can be seen as the guideline used by the traders and investors about the future trend of the market. So, it will help them to take entry or exit in the market in right time. In this paper, we have predicted the stock price of five NIFTY 50 shares and then compared it with the actual value to analyze the accuracy of price prediction. Here Long-Short-Term Memory, a deep learning (DL) model is used. It is found that the DL model performed very well in predicting the price of required stock. Quantification of the performance of the model is done using mean absolute percentage error.