The stock market serves as a macroeconomic indicator, and stock price forecasting aids investors in analysing market trends and industry dynamics. Several deep learning network models have been proposed and extensively applied for stock price prediction and trading scenarios in recent times. Although numerous studies have indicated a significant correlation between market sentiment and stock prices, the majority of stock price predictions rely solely on historical indicator data, with minimal effort to incorporate sentiment analysis into stock price forecasting. Additionally, many deep learning models struggle with handling the long-distance dependencies of large datasets. This can cause them to overlook unexpected stock price fluctuations that may arise from long-term market sentiment, making it challenging to effectively utilise long-term market sentiment information. To address the aforementioned issues, this investigation suggests implementing a new technique called Long-term Sentiment Change Enhanced Temporal Analysis (LEET) which effectively incorporates long-term market sentiment and enhances the precision of stock price forecasts. The LEET method proposes two market sentiment index estimation methods: Exponential Weighted Sentiment Analysis (EWSA) and Weighted Average Sentiment Analysis (WASA). These methods are utilized to extract the market sentiment index. Additionally, the study proposes a Transformer architecture based on ProbAttention with rotational position encoding for enhanced positional information capture of long-term emotions. The LEET methodology underwent validation using the Standard & Poor\'s 500 (SP500) and FTSE 100 indices. These indices accurately reflect the state of the US and UK equity markets, respectively. The experimental results obtained from a genuine dataset demonstrate that this method is superior to the majority of deep learning network architectures when it comes to predicting stock prices.

Accurate predictions of stock markets are important for investors and other stakeholders of the equity markets to formulate profitable investment strategies. The improved accuracy of a prediction model even with a slight margin can translate into considerable monetary returns. However, the stock markets\' prediction is regarded as an intricate research problem for the noise, complexity and volatility of the stocks\' data. In recent years, the deep learning models have been successful in providing robust forecasts for sequential data. We propose a novel deep learning-based hybrid classification model by combining peephole LSTM with temporal attention layer (TAL) to accurately predict the direction of stock markets. The daily data of four world indices including those of U.S., U.K., China and India, from 2005 to 2022, are examined. We present a comprehensive evaluation with preliminary data analysis, feature extraction and hyperparameters\' optimization for the problem of stock market prediction. TAL is introduced post peephole LSTM to select the relevant information with respect to time and enhance the performance of the proposed model. The prediction performance of the proposed model is compared with that of the benchmark models CNN, LSTM, SVM and RF using evaluation metrics of accuracy, precision, recall, F1-score, AUC-ROC, PR-AUC and MCC. The experimental results show the superior performance of our proposed model achieving better scores than the benchmark models for most evaluation metrics and for all datasets. The accuracy of the proposed model is 96% and 88% for U.K. and Chinese stock markets respectively and it is 85% for both U.S. and Indian markets. Hence, the stock markets of U.K. and China are found to be more predictable than those of U.S. and India. Significant findings of our work include that the attention layer enables peephole LSTM to better identify the long-term dependencies and temporal patterns in the stock markets\' data. Profitable and timely trading strategies can be formulated based on our proposed prediction model.

Time series, including noise, non-linearity, and non-stationary properties, are frequently used in prediction problems. Due to these inherent characteristics of time series data, forecasting based on this data type is a highly challenging problem. In many studies within the literature, high-frequency components are commonly excluded from time series data. However, these high-frequency components can contain valuable information, and their removal may adversely impact the prediction performance of models. In this study, a novel method called Two-Level Entropy Ratio-Based Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (2LE-CEEMDAN) is proposed for the first time to effectively denoise time series data. Financial time series with high noise levels are utilized to validate the effectiveness of the proposed method. The 2LE-CEEMDAN-LSTM-SVR model is introduced to predict the next day\'s closing value of stock market indices within the scope of financial time series. This model comprises two main components: denoising and forecasting. In the denoising section, the proposed 2LE-CEEMDAN method eliminates noise in financial time series, resulting in denoised intrinsic mode functions (IMFs). In the forecasting part, the next-day value of the indices is estimated by training on the denoised IMFs obtained. Two different artificial intelligence methods, Long Short-Term Memory (LSTM) and Support Vector Regression (SVR), are utilized during the training process. The IMF, characterized by more linear characteristics than the denoised IMFs, is trained using the SVR, while the others are trained using the LSTM method. The final prediction result of the 2LE-CEEMDAN-LSTM-SVR model is obtained by integrating the prediction results of each IMF. Experimental results demonstrate that the proposed 2LE-CEEMDAN denoising method positively influences the model\'s prediction performance, and the 2LE-CEEMDAN-LSTM-SVR model outperforms other prediction models in the existing literature.

Prediction of the stock market is a challenging and time-consuming process. In recent times, various research analysts and organizations have used different tools and techniques to analyze and predict stock price movements. During the early days, investors mainly depend on technical indicators and fundamental parameters for short-term and long-term predictions, whereas nowadays many researchers started adopting artificial intelligence-based methodologies to predict stock price movements. In this article, an exhaustive literature study has been carried out to understand multiple techniques employed for prediction in the field of the financial market. As part of this study, more than hundreds of research articles focused on global indices and stock prices were collected and analyzed from multiple sources. Further, this study helps the researchers and investors to make a collective decision and choose the appropriate model for better profit and investment based on local and global market conditions.

The outbreak of the COVID-19 pandemic has transpired the global media to gallop with reports and news on the novel Coronavirus. The intensity of the news chatter on various aspects of the pandemic, in conjunction with the sentiment of the same, accounts for the uncertainty of investors linked to financial markets. In this research, Artificial Intelligence (AI) driven frameworks have been propounded to gauge the proliferation of COVID-19 news towards Indian stock markets through the lens of predictive modelling. Two hybrid predictive frameworks, UMAP-LSTM and ISOMAP-GBR, have been constructed to accurately forecast the daily stock prices of 10 Indian companies of different industry verticals using several systematic media chatter indices related to the COVID-19 pandemic alongside several orthodox technical indicators and macroeconomic variables. The outcome of the rigorous predictive exercise rationalizes the utility of monitoring relevant media news worldwide and in India. Additional model interpretation using Explainable AI (XAI) methodologies indicates that a high quantum of overall media hype, media coverage, fake news, etc., leads to bearish market regimes.

Stock market prediction is a challenging and complex problem that has received the attention of researchers due to the high returns resulting from an improved prediction. Even though machine learning models are popular in this domain dynamic and the volatile nature of the stock markets limits the accuracy of stock prediction. Studies show that incorporating news sentiment in stock market predictions enhances performance compared to models using stock features alone. There is a need to develop an architecture that facilitates noise removal from stock data, captures market sentiments, and ensures prediction to a reasonable degree of accuracy. The proposed cooperative deep-learning architecture comprises a deep autoencoder, lexicon-based software for sentiment analysis of news headlines, and LSTM/GRU layers for prediction. The autoencoder is used to denoise the historical stock data, and the denoised data is transferred into the deep learning model along with news sentiments. The stock data is concatenated with the sentiment score and is fed to the LSTM/GRU model for output prediction. The model\'s performance is evaluated using the standard measures used in the literature. The results show that the combined model using deep autoencoder with news sentiments performs better than the standalone LSTM/GRU models. The performance of our model also compares favorably with state-of-the-art models in the literature.

Forecasting the stock market is one of the most difficult undertakings in the financial industry due to its complex, volatile, noisy, and nonparametric character. However, as computer science advances, an intelligent model can help investors and analysts minimize investment risk. Public opinion on social media and other online portals is an important factor in stock market predictions. The COVID-19 pandemic stimulates online activities since individuals are compelled to remain at home, bringing about a massive quantity of public opinion and emotion. This research focuses on stock market movement prediction with public sentiments using the long short-term memory network (LSTM) during the COVID-19 flare-up. Here, seven different sentiment analysis tools, VADER, logistic regression, Loughran-McDonald, Henry, TextBlob, Linear SVC, and Stanford, are used for sentiment analysis on web scraped data from four online sources: stock-related articles headlines, tweets, financial news from \"Economic Times\" and Facebook comments. Predictions are made utilizing both feeling scores and authentic stock information for every one of the 28 opinion measures processed. An accuracy of 98.11% is achieved by using linear SVC to calculate sentiment ratings from Facebook comments. Thereafter, the four estimated sentiment scores from each of the seven instruments are integrated with stock data in a step-by-step fashion to determine the overall influence on the stock market. When all four sentiment scores are paired with stock data, the forecast accuracy for five out of seven tools is at its most noteworthy, with linear SVC computed scores assisting stock data to arrive at its most elevated accuracy of 98.32%.

The prediction of stock groups values has always been attractive and challenging for shareholders due to its inherent dynamics, non-linearity, and complex nature. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals, and basic metals from Tehran stock exchange were chosen for experimental evaluations. Data were collected for the groups based on 10 years of historical records. The value predictions are created for 1, 2, 5, 10, 15, 20, and 30 days in advance. Various machine learning algorithms were utilized for prediction of future values of stock market groups. We employed decision tree, bagging, random forest, adaptive boosting (Adaboost), gradient boosting, and eXtreme gradient boosting (XGBoost), and artificial neural networks (ANN), recurrent neural network (RNN) and long short-term memory (LSTM). Ten technical indicators were selected as the inputs into each of the prediction models. Finally, the results of the predictions were presented for each technique based on four metrics. Among all algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. In addition, for tree-based models, there is often an intense competition between Adaboost, Gradient Boosting, and XGBoost.

Investment in a financial market is aimed at getting higher benefits; this complex market is influenced by a large number of events wherein the prediction of future market dynamics is challenging. The investors\' etiquettes towards stock market may demand the need of studying various associated factors and extract the useful information for reliable forecasting. Fusion can be considered as an approach to integrate data or characteristics, in general, and enhance the prediction based on the combinational approach that can aid each other. We conduct a systematic approach to present a survey for the years 2011-2020 by considering articles that have used fusion techniques for various stock market applications and broadly categorize them into information fusion, feature fusion, and model fusion. The major applications of stock market include stock price and trend prediction, risk analysis and return forecasting, index prediction, as well as portfolio management. We also provide an infographic overview of fusion in stock market prediction and extend our survey for other finely addressed financial prediction problems. Based on our surveyed articles, we provide potential future directions and concluding remarks on the significance of applying fusion in stock market.

A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable prediction of its future movements. In this paper, we aim at building a new method to forecast the future movements of Standard & Poor\'s 500 Index (S&P 500) by constructing time-series complex networks of S&P 500 underlying companies by connecting them with links whose weights are given by the mutual information of 60-min price movements of the pairs of the companies with the consecutive 5340 min price records. We showed that the changes in the strength distributions of the networks provide an important information on the network\'s future movements. We built several metrics using the strength distributions and network measurements such as centrality, and we combined the best two predictors by performing a linear combination. We found that the combined predictor and the changes in S&P 500 show a quadratic relationship, and it allows us to predict the amplitude of the one step future change in S&P 500. The result showed significant fluctuations in S&P 500 Index when the combined predictor was high. In terms of making the actual index predictions, we built ARIMA models with and without inclusion of network measurements, and compared the predictive power of them. We found that adding the network measurements into the ARIMA models improves the model accuracy. These findings are useful for financial market policy makers as an indicator based on which they can interfere with the markets before the markets make a drastic change, and for quantitative investors to improve their forecasting models.