Empirical Evaluation of Stock Market Prediction System using Intelligent Learning Scheme with Data Processing Logic

The Stock Market Prediction System using Intelligent Learning Scheme (SMS-ILS) presented in this study integrates advanced methodologies to enhance the accuracy and reliability of stock market predictions. The system encompasses a preprocessing phase, addressing missing data and outliers, followed by feature extraction utilizing Long Short-Term Memory (LSTM) and Recurrent Neural Networks (RNN) to capture intricate temporal dependencies. A Deep Belief Network (DBN) is employed for classification, categorizing stocks based on learned representations from historical and technical indicators. Grey Wolf Optimization (GWO) optimizes the system's parameters, ensuring adaptability to dynamic market conditions. Notably, the system achieves an impressive accuracy of 97%, emphasizing its efficacy in making correct predictions. This multi-model approach, integrating LSTM, RNN, DBN, and GWO, provides a comprehensive and adaptive framework for navigating the complexities of stock market prediction. The study emphasizes the importance of choosing metrics aligned with specific goals and conducting thorough analysis to ensure the robustness of the evaluation results in the challenging and dynamic context of financial markets.