IDEAS home Printed from https://ideas.repec.org/h/spr/advbcp/978-94-6463-052-7_169.html

Forecast of Stock Price

In: Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022)

Author

Listed:
  • Zizhan Jiang

    (The University of Bath)

Abstract

The stock market is an important part of the financial market. The stock price prediction based on the model has very important practical significance for individuals and enterprises. So this paper uses regression models to fit past stock prices and forecast their future volume. This paper uses the polynomial regression method to regression the stock price from 2012 to 2017, and then uses LSTM to predict the inventory. The data used in this paper is from 2012 to 2017. Training on the data of the past few years, predicting the output in 2017, and then comparing it with the actual output. After training, the result shows that the trend of the predicted volume is similar to the actual volume in 2017. Therefore, LSTM truly forecasts the stock volume.

Suggested Citation

  • Zizhan Jiang, 2022. "Forecast of Stock Price," Advances in Economics, Business and Management Research, in: Faruk Balli & Au Yong Hui Nee & Sikandar Ali Qalati (ed.), Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022), pages 1529-1539, Springer.
  • Handle: RePEc:spr:advbcp:978-94-6463-052-7_169
    DOI: 10.2991/978-94-6463-052-7_169
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:advbcp:978-94-6463-052-7_169. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.