Research Article Open Access

Iraqi Stock Market Prediction using Proposed Model of Convolution Neural Network

Sama Hayder Abdulhussein1, Nashaat Jasim Al-Anber2 and Hayfaa Abdulzahra Atee3
  • 1 IT, Technical College of Management, Iraq
  • 2 Informatics Technologies, Technical College of Management/Middle Technical University (MTU), Baghdad, Iraq
  • 3 Institute of Administration Al-Rusafa, Middle Technical University (MTU), Iraq

Abstract

The stock market, sometimes known as the share market, is a marketplace for stock sellers and buyers. A stock exchange is defined as a mechanism through which stockbrokers can purchase and sell shares, bonds, and other assets. Many businesses, regardless of their industries or domains, make their shares or stocks available on the stock exchange. For value investors, predicting the price direction of a company is crucial. Due to its volatile nature, forecasting the stock market is a challenging task. Accurate stock forecasting is essential for building important trading systems that help customers purchase and sell equities. Due to the dynamic nature and non-stationary nature of data, stock price prediction and modeling is a difficult endeavor. By decreasing investment risks, developing a successful stock prediction system would assist shareholders in making profitable investment decisions. Using deep learning-based methodologies, this research provides a deep learning-based strategy for dramatically boosting stock forecasting accuracy. This study is a comparison between the results of LeNet and the proposed model for the prediction of Iraqi stock marketing for five years (from 2017 to 2021). The results of the proposed model demonstrate the average training accuracy is 99%, the average validation accuracy is 95%, the average training loss is 0.28% and for validation, loss is 0.014%.

Journal of Computer Science
Volume 18 No. 5, 2022, 350-358

DOI: https://doi.org/10.3844/jcssp.2022.350.358

Submitted On: 17 March 2022 Published On: 23 May 2022

How to Cite: Abdulhussein, S. H., Al-Anber, N. J. & Atee, H. A. (2022). Iraqi Stock Market Prediction using Proposed Model of Convolution Neural Network. Journal of Computer Science, 18(5), 350-358. https://doi.org/10.3844/jcssp.2022.350.358

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Keywords

  • Deep Learning
  • CNN
  • Stock Market Prediction