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Stream/Area:
-
Subject:
-
Paper ID:
IJSREM51166
Volume:
9 |
7 |
Jul 2025
Pages:
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.
In recent years, the field of stock trend prediction has witnessed a surge in the application of deep learning techniques, particularly Long Short-Term Memory (LSTM) networks, owing to their superior ability to handle time series data. This paper presents a web-based application developed using Python and Streamlit that predicts stock trends using an LSTM model trained on historical stock prices. Data is fetched using the yfinance API and preprocessed using pandas and NumPy. The model is developed with Keras and TensorFlow, and includes visualizations such as moving averages and actual vs. predicted price trends. This system aims to provide retail investors with accessible, interpretable, and real-time predictions to support informed investment decisions.
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Publication Date
3/6/2025
Peer Review Type
Double-Blind Peer Review
Review Rounds: 2
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Conflict of Interest
The authors declare no conflict of interest related to this research work.
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