Enhancing Stock Price Prediction: A Utility-Based Approach with Selective Parameters
摘要
The stock market is a public venue for buying and selling shares, facilitating investment in companies and boosting global economic growth. The dynamic nature of stock markets, where shares of publicly listed companies are traded, allows individuals to invest in ownership stakes in these businesses. In today's fast-paced financial landscape, precise stock prediction is indispensable with higher accuracy. The research addresses the challenges of predicting stock prices influenced by economic indicators, company performance, geopolitical events, and human behavior. It highlights the potential of LSTM models to analyze historical data and identify patterns for forecasting future stock movements. While acknowledging the inherent unpredictability of the stock market, this paper underscores the utility of LSTM models in enhancing decision-making and optimizing investment strategies by leveraging historical data to develop predictive tools to accommodate a broad spectrum of risk preferences, providing deeper insights into decision-making processes when trends emerge in stocks, transcending conventional perspectives.