TY - JOUR
T1 - Liquidt
T2 - stock market analysis using liquid time-constant neural networks
AU - Gajjar, Pranshav
AU - Saxena, Aayush
AU - Acharya, Kairav
AU - Shah, Pooja
AU - Bhatt, Chintan
AU - Nguyen, Thanh Thi
N1 - Publisher Copyright:
© The Author(s), under exclusive licence to Bharati Vidyapeeth's Institute of Computer Applications and Management 2023.
PY - 2024/2
Y1 - 2024/2
N2 - Accurate and efficient predictions concerning stock prices are an intriguing and sought-after task in the field of computational financial analysis. This paper aims to leverage and validate novel deep learning pipelines for predicting NSE stock prices of Adani Ports, Reliance, and Tata Steel using recurrent neural architectures. The scope of this paper pertains to the utility of Liquid Time-Constant Networks (LTCs) and the development of a novel enhanced computing paradigm centric on LTCs. By assessing the use of bi-directionality for time-series prediction and the existing modality of architectures with LSTM and BiLSTM implications, the authors functioned on developing an LTC-based architecture that is capable of predicting stock market trends in a superlative fashion. The paper thoroughly explains the temporal characteristics and predictive trends and completes a comparative analysis with simple RNNs, GRUs, LSTMs, and their bidirectional counterparts, emphasizing the potential substitutes of the frequently used LSTMs. After sufficient experiments, the paper presents a comparative study for gauging a computational efficiency and accuracy trade-off for the aforementioned task.
AB - Accurate and efficient predictions concerning stock prices are an intriguing and sought-after task in the field of computational financial analysis. This paper aims to leverage and validate novel deep learning pipelines for predicting NSE stock prices of Adani Ports, Reliance, and Tata Steel using recurrent neural architectures. The scope of this paper pertains to the utility of Liquid Time-Constant Networks (LTCs) and the development of a novel enhanced computing paradigm centric on LTCs. By assessing the use of bi-directionality for time-series prediction and the existing modality of architectures with LSTM and BiLSTM implications, the authors functioned on developing an LTC-based architecture that is capable of predicting stock market trends in a superlative fashion. The paper thoroughly explains the temporal characteristics and predictive trends and completes a comparative analysis with simple RNNs, GRUs, LSTMs, and their bidirectional counterparts, emphasizing the potential substitutes of the frequently used LSTMs. After sufficient experiments, the paper presents a comparative study for gauging a computational efficiency and accuracy trade-off for the aforementioned task.
KW - Deep learning
KW - Liquid neural networks
KW - Machine learning
KW - Stock price prediction
KW - Time series data
UR - https://www.scopus.com/pages/publications/85173102981
U2 - 10.1007/s41870-023-01506-1
DO - 10.1007/s41870-023-01506-1
M3 - Article
AN - SCOPUS:85173102981
SN - 2511-2112
VL - 16
SP - 909
EP - 920
JO - International Journal of Information Technology
JF - International Journal of Information Technology
IS - 2
ER -