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© 2026 IJSREM – International Journal of Scientific Research in Engineering and Management. This is an open-access journal. Articles are published under the Creative Commons Attribution (CC BY 4.0) License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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ArticlePeer ReviewedOpen AccessPlagiarism Passed
Paper ID:IJSREM62536

Al DRIVEN STOCK MARKET PRICE TREND FORECASTING USING RECURRENT NEURAL NETWORKS

Stream/Area:

-

Subject:

-

Paper ID:

IJSREM62536

Volume:

10 |

5 |

May 2026

Pages:

1-6

Publication Frequency:

Monthly (12 issues per year)

DOI
Digital Object Identifier
10.55041/IJSREM62536

License:International Journal of Scientific Research in Engineering and Management follows the Creative Commons Attribution 4.0 (CC BY 4.0) License, allowing free use and distribution with proper attribution.

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Authors

NG

NAIYUNU GOPIKA

B. Tech -computer science and engineering

Bharath Institute of Higher education and research

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MN

MUKKAPATI NARASIMHARAO

B. Tech -computer science and engineering

Bharath Institute of Higher education and research

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MS

MUPPALA SINDHUJA

B. Tech -computer science and engineering

Bharath Institute of Higher education and research

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NN

NEELAPALA NARENDRA

B. Tech -computer science and engineering

Bharath Institute of Higher education and research

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Mentors

GRNK

G ROSLINE NESA KUMARI

B. Tech -computer science and engineering

Bharath Institute of Higher education and research

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Abstract

The process of predicting the behavior of the stock market is quite difficult and challenging because of its highly dynamic, non-linear, and volatile nature. Predicting accurately the movement of stock prices is very crucial for decision-making purposes as well as minimizing risks related to finance. Artificial Intelligence and Deep Learning have seen rapid developments within the last few years. As a result, AI-based techniques have emerged as effective and robust ways of performing financial time-series analysis tasks. In this study, we propose an AI-based stock market price trend forecasting system that employs a Recurrent Neural Network (RNN) to perform the time-series analysis task on the historical data of the stock marketThe obtained stock data from history undergoes various preprocessing methods that include data cleaning, data normalization, and data sequence preparation to make sure that there will be efficient model training and prediction. This model has the capacity to extract information regarding the dependencies of sequential data, enabling it to detect the patterns and relationship between past and future values. Through this, the RNN model learns to predict future stock prices from the historical data. In evaluating the effectiveness of the model, the following evaluation metrics are utilized: Mean Square Error (MSE), Root Mean Squared Error (RMSE), and Mean Absolute Error (MAE). From the experiment conducted, it can be seen that the proposed deep learning framework performs well in forecasting financial time series data, and this is evident through the visualization of the predicted vs actual stock prices.

KEYWORDS

INDEX TERMS — Stock Market Prediction Deep Learning Recurrent Neural Network (RNN) Time Series Forecasting Financial Data Analysis Artificial Intelligence Machine Learning Stock Price Forecasting Data Preprocessing Trend Prediction

Cite This Article

NAIYUNU GOPIKA, MUKKAPATI NARASIMHARAO, MUPPALA SINDHUJA, NEELAPALA NARENDRA, G ROSLINE NESA KUMARI, "Al DRIVEN STOCK MARKET PRICE TREND FORECASTING USING RECURRENT NEURAL NETWORKS," International Journal of Scientific Research in Engineering and Management, vol. 10, no. 5, pp. 1-6, May 2026. https://doi.org/10.55041/IJSREM62536

Full Article/Conclusion

      In this study, a predictive system based on artificial intelligence to forecast stock market price trend was developed through the Recurrent Neural Network (RNN) architecture. The main purpose of the designed system is to examine the stock market data history and predict the price trends in the future by applying deep learning technology. For training the model, financial indicators such as open price, close price, high price, low price, and volume were used. As a result of effective data preprocessing and sequence generation, the model was able to discover temporal dependencies within the financial time series. Experimental findings show that the model was successful at discovering key patterns in past stock prices and making accurate predictions. Results from training and validation were obtained for the proposed model which exhibited stable behavior during the entire learning process. Predicted errors were low, indicating that the proposed neural network could predict stock prices accurately while maintaining consistency between actual and predicted values. Visual representation of the prediction outcomes revealed that the model was effective in capturing overall trends and fluctuations within the stock market. Despite high volatility and various influences on the stock market, results reveal that the proposed recurrent neural network exhibited excellent capabilities in analyzing financial datasets.

References

1] Sepp Hochreiter and Jürgen Schmidhuber, “Long Short-Term Memory,” Neural Computation, vol. 9, no. 8, pp. 1735–1780, 1997. [2] Alex Graves, Abdel-rahman Mohamed, and Geoffrey Hinton, “Speech Recognition with Deep Recurrent Neural Networks,” Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 6645–6649, 2013. [3] Y. Bengio, P. Simard, and P. Frasconi, “Learning Long-Term Dependencies with Gradient Descent is Difficult,” IEEE Transactions on Neural Networks, vol. 5, no. 2, pp. 157–166, 1994. [4] Kyunghyun Cho et al., “Learning Phrase Representations using RNN Encoder–Decoder for Statistical Machine Translation,” Proceedings of the Conference on Empirical Methods in Natural Language Processing (EMNLP), pp. 1724–1734, 2014. [5] Tomas Fischer and Christopher Krauss, “Deep Learning with Long Short-Term Memory Networks for Financial Market Predictions,” European Journal of Operational Research, vol. 270, no. 2, pp. 654–669, 2018. [6] Ashish Vaswani et al., “Attention Is All You Need,” Advances in Neural Information Processing Systems, vol. 30, pp. 5998–6008, 2017. [7] Ian Goodfellow, Yoshua Bengio, and Aaron Courville, Deep Learning. MIT Press, Cambridge, MA, USA, 2016. [8] Diederik P. Kingma and Jimmy Ba, “Adam: A Method for Stochastic Optimization,” International Conference on Learning Representations (ICLR), 2015. [9] H. Akaike, “A New Look at the Statistical Model Identification,” IEEE Transactions on Automatic Control, vol. 19, no. 6, pp. 716–723, 1974. [10] G. E. P. Box and G. M. Jenkins, Time Series Analysis: Forecasting and Control. Holden-Day, San Francisco, USA, 1976.

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Publication Date

5/5/2026

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Review Rounds: 2

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