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Stream/Area:
-
Subject:
-
Paper ID:
IJSREM62536
Volume:
10 |
5 |
May 2026
Pages:
1-6
Publication Frequency:
Monthly (12 issues per year)
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.
B. Tech -computer science and engineering
Bharath Institute of Higher education and research
B. Tech -computer science and engineering
Bharath Institute of Higher education and research
B. Tech -computer science and engineering
Bharath Institute of Higher education and research
B. Tech -computer science and engineering
Bharath Institute of Higher education and research
B. Tech -computer science and engineering
Bharath Institute of Higher education and research
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
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.
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Publication Date
5/5/2026
Peer Review Type
Double-Blind Peer Review
Review Rounds: 2
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