International Journal of Transformations in Business Management

(By Aryavart International University, India)

International Peer Reviewed (Refereed), Open Access Research Journal

E-ISSN : 2231-6868 | P-ISSN : 2454-468X

SJIF 2020: 6.336 |SJIF 2021 : 6.109 | ICV 2020=66.47

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Abstract

Vol: 13, Issue: 1 2023

Page: 110-117

Developing an Integrated Smart Model to Enhance the Efficacy of Stock Market Prediction by Leveraging XGBoost and Long Short-Term Memory Networks

Arnav Goenka

http://doi.org/10.37648/ijtbm.v13i01.010

A well-known economic tactic, the stock exchange has emerged as a crucial testing ground for the rapidly developing science of machine learning (ML). Stock prices can be predicted by using machine learning (ML) to analyse several aspects of the behaviour of the stock market. Given that stock prices are dynamic and influenced by real-time events, they cannot be predicted. However, deep learning algorithms can easily handle intricate data given in different patterns of stock prices.

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