Impact Factor (2025): 6.9
DOI Prefix: 10.47001/IRJIET
Stock market forecasting precision
stands as an essential research point for financial analytics due to its
ability to assist investors while minimizing financial risks. The research
evaluates stock market trend prediction by implementing various machine
learning and deep learning algorithms that analyze NASDAQ and NYSE alongside
FTSE and Nikkei stock indices to identify their main targets. This study
implements SVM, RF, NB, LSTM and ANN as prediction models. Traditional
statistical methods receive enhancement for prediction accuracy by combining
them with sentiment analysis and text mining systems according to the study.
You will find these models' evaluation within the study's findings based on
real-world data from Yahoo Finance which demonstrates their strengths and
disadvantages. The research shows optimal stock market prediction outcomes
result from integrating text mining with sentiment analysis through ML/DL
methods but these methods encounter limitations due to feature selection
problems along with data dependence and overfitting issues. This paper provides
important findings about stock market prediction through computational
intelligence techniques while recommending future research strategies for model
development.
Country : Iraq
IRJIET, Volume 9, Issue 3, March 2025 pp. 1-6