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Article
Forecasting with deep learning: S&P 500 index
Proceedings - 2020 13th International Symposium on Computational Intelligence and Design, ISCID 2020
  • Firuz Kamalov, Canadian University Dubai
  • Linda Smail, Zayed University
  • Ikhlaas Gurrib, Canadian University Dubai
Document Type
Conference Proceeding
Publication Date
12-12-2020
Abstract

Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In this paper, we propose a convolution-based neural network model for predicting the future value of the S&P 500 index. The proposed model is capable of predicting the next-day direction of the index based on the previous values of the index. Experiments show that our model outperforms a number of benchmarks achieving an accuracy rate of over 55%.

ISBN

978-1-7281-8446-3

Publisher
Institute of Electrical and Electronics Engineers Inc.
Disciplines
Keywords
  • Electronic trading,
  • Forecasting,
  • Intelligent computing,
  • Neural networks,
  • Accuracy rate,
  • Large amounts,
  • Neural network model,
  • Stock predictions,
  • Stock price prediction,
  • Deep learning
Scopus ID

85100383631

Indexed in Scopus
Yes
Open Access
Yes
Open Access Type
Green: A manuscript of this publication is openly available in a repository
http://arxiv.org/pdf/2103.14080
Citation Information
Firuz Kamalov, Linda Smail and Ikhlaas Gurrib. "Forecasting with deep learning: S&P 500 index" Proceedings - 2020 13th International Symposium on Computational Intelligence and Design, ISCID 2020 (2020) p. 422 - 425 ISSN: <p><a href="https://v2.sherpa.ac.uk/id/publication/issn/2473-3547" target="_blank">2473-3547</a></p>
Available at: http://works.bepress.com/linda-smail/5/