Financial Time Series Prediction on Apple Stocks Using Machine and Deep Learning Models

The scope of financial time series prediction has evolved significantly, driven by the surging availability of data and computational advancements. This transition has seen the traditional statistical methods give way to present-day machine learning and deep learning techniques. Despite these strides, challenges continue to exist, with market unpredictability, dimensionality issues, and overfitting in high-frequency data standing as primary obstacles. Newer machine learning models are better than old ones at predicting stocks. When electronic trading and yield optimisation come together, they make these models even better. Deep learning has completely changed machine learning, especially in forecasting financial trends over time. Complex deep learning models lack interpretability, hindering real-world adoption. Considering this we have used two deep learning models which are Long Short-Term Memory and Convolutional Neural Network and trained these on apple stock market data over the years along with one machine learning model i.e. Linear Regression. Then we have compared the accuracy of all the models based on their R-squared Score value.