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Employing Deep Learning In Intraday Stock Trading

Conference Paper · December 2020

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 Employing Deep Learning In Intraday Stock
Trading
Taroon G
Computer Science and Engineering
(School of Engineering and Technology)
CHRIST(Deemed to be University)
Bengaluru, India
taroon.g@btech.christuniversity.in
Chinthakunta Manjunath
Ayushi Tomar
Computer Science and Engineering
Computer Science and Engineering
(School of Engineering and Technology)
(School of Engineering and Technology)
CHRIST(Deemed to be University)
CHRIST(Deemed to be University)
Bengaluru,India
Bengaluru,India
chinthakunta.manjuanth@christuniversity.in
ayushi.tomar@btech.christuniversity.in

Balamurugan M
Computer Science and Engineering
(School of Engineering and Technology)
CHRIST(Deemed to be University)
Bengaluru,India
balamurugan.m@christuniversity.in
Addapalli V N Krishna
Bikramaditya Ghosh
Computer Science and Engineering
School of Business & Management
(School of Engineering and Technology)
Institute of Management
CHRIST(Deemed to be University)
CHRIST(Deemed to be University)
Bengaluru,India
Bengaluru,India
adapalli.krishna@christuniversity.in
bikramaditya.ghosh@christuniversity.in

Abstract— Accurate stock price prediction is a
significant benefit to the Stock investors. The future Stock
value of any company is determined by Stock market
prediction. A successful prediction of the stock’s future
price could result in a significant profit; Hence investors
prefer a precise Stock price prediction. Although there are
many different approaches to helps in forecasting stock
prices, this paper will briefly look into the deep learning
models and compare LSTM model and its variants. The
key intention of this study is to propose a model that is best
suitable and can be implemented to forecasting trend of
stock prices. This paper focuses on binary classification
problem, predicting the next-minute price movement of
SPDR S&P 500 index The testing experiments performed
on the SPDR S&P 500 index reveals that the variants of
LSTM models, Slim LSTM1, slim LSTM2, and Slim
LSTM3 with less parameters, provide better performance
when compared to the Standard LSTM Model.
Keywords— Stock Market Forecasting, Machine
Learning, Deep Learning, Long Short-Term Memory
(LSTM), Recurrent Neural Networks(RNN).
I. INTRODUCTION
In the financial market world, with great advancement of
information technology, stocks represent one of the key
assets that people are counting upon. Most people invest
their hard earned money in financial market with good
knowledge in equity market and statistics. There are different
kinds of investment in the stock market such as intraday,
short term, medium term and long term investments. There
are people who believe in intraday and considered as risk
takers. They are the key players in the financial market of
intra-day trading. Majority of people, with sound knowledge
of the market, statistics and lot of ‘gut’ feelings, are investing
their hard earned money into company shares. And then we
have people, who are termed as ‘Risk Takers’, who believe
in the understanding of commerce, current affairs, and
mathematics. They are the major players in the world of
intra-day trading.
Mankind is always existed to know about their future.
Especially when it comes to knowing about future financial
status because this will benefit them to a larger extent than
they can plan their needs in comfort. To predict the future it
is necessary to understand and recognize patterns. Unique
patterns can be determined by developing specific methods.
These methods facilitate in eradicating speculations and also
helps in identifying patterns by determining new
algorithms[1].
The most important need of any stockholder is to know the
fluctuations of stock prices in the financial market. This is an
important prediction as it facilitates their decision in
investing or de-invest in the stock market. SVM(System
Vector Machine) is the methodology used in this research
paper to predict stock trends. Here the Model is trained by
the usage of actual historical data. This SVM learning theory
gives us a one-step prediction. All nonlinear functions can be
mapped without any prior assumption about the data. This is
possible by the usage of Neural networks, which are
universal function approximates[2]. Neural Networks are
generally data-driven which allow data to speak for itself.
They are non-parametric weak models. Neural network
models are better than most of the parametric models
because they are less influenced by the model
misspecification problems. The risk prediction dynamics are
powerfully described than any of the traditional statistical
methods.
SVM trains neural polynomial networks or radial function
neural networks. It works on the principle of structural risk
minimization (SRM). Generally, in neural networks, the
empirical error is minimised. But in SVM, the upper bound
of generalization error is minimised. Optimum network
structure is achieved when SVM maintains the right balance
between the VC-confidence interval and the empirical error.
By this the generalisation performance is better when than
other neural networks. SVM Model has also shown
incredible results in analysing various problems which
includes text categorization[3], pattern recognition[4], object
detection[5], face detection[6], bioinformatics[7], etc.

978-1-7281-8818-8/20/$31.00 ©2020 IEEE

Intraday-trading also known as day trading is that trading
model of the equity market whose vesting epoch is in one
day. At the opening time of the market, investors purchase
shares at a certain time window and then sell them on the
closing screen of the same day. Precise stock price forecasts
allow traders to increase profits. The up and down changes
reported by stock prices are complex to understand during
the intraday trading activity.
This paper focuses on intraday stock trading and binary
classification problem, predicting the next-minute price
movement of US SPDR S&P 500 index. The experiments
are conducted on the SPDR S&P 500 index stock dataset
which consists of various technical indicator features by
applying standard LSTM and variants of LSTM models such
as Slim LSTM1, slim LSTM2, and Slim LSTM3.
II. RELATED WORK
In this research paper we wished to analysis various
machine learning models to predict outcome of different
business for example E-Commerce, Stock Market and many
more. The basic logic between this is to gain profit for the
business. Like in ecommerce market, its functionality is to
support the equity market traders in building the tradable
profit. With the help of this idea traders can figure out when
to exactly buy the security and when to sell it. The ability to
get the security at low price and sell that same security when
its price is high [8]. The first research on stock price
prediction using NN’s was in White’s Trial in 1988 to
predict daily stock return of IBM. Haykin S in his paper
“Neural networks: a comprehensive foundation” told us
about the importance of neural network in analysing and it’s
precision with training and testing data makes it best suited
for stock prediction [9].
There are numerous algorithm designed to do the same but
what we try to do is analysis it by various machine learning
models example Decision Tree , Support Vector Machine,
K- Clustering and RNN LSTM Variant. We have defined
our question based on previous studies of controlled
experiment and aided by our pre knowledge. Unsupervised
pattern recognition, particular K-clustering has not been
analysed completely due to its difficulty in predicting result
from previous data. If the data is a time variant function,
data selection holds a immense force on the predicting
results [10].
Some supervised methods like amnestic neural networks
and linear support vector machine(SVM) are used to solve.
Traditional Neural Networks unable to solve the problem of
stock prediction efficiently, hence for Support vector
machines (SVMs) the Amnestic Neural Networks was
designed and used. SVM was strictly used for stock
prediction [11]. Daily Stock prices are used to forecast the
Nifty 50 indices and the BSE Sensex of Indian stock
market[12]. Regression metrics such as MSE and MAPE
metrics are employed to analyze and evaluate the
performance of hybrid equity market forecasting model
[13]. Fuzzy rule base generated for the purpose of
forecasting the stock fluctuations which provides us a vague
idea recommending us to buy or sell stocks [14].
An Intraday Stock Prediction Model which is based on
using Deep Neural Network and by using a amalgamation of
data and the technical indicators has been proposed in order
to identify the trends in stock market [15]. Reduced variants
of LSTM performance can potentially perform well and
based on the analysis of the average accuracy of validation
by learning rate and activation functions, LSTM3 seems the
better of all the reduced LSTM models [16]. An attention
mechanism is introduced in conventional Recurrent Neural
Network to perform stock price trend prediction model on
SSE 180 Index [17].On the basis of LSTM network, a deep
recurrent neural network model which contains numerous
inputs and multiple outputs techniques has been developed
[18].
The remaining sections of this research article are ordered as
follows. Section III gives a brief outline on Features used,
RNN, LSTM neural networks methodology and its Slim
Variants. In Section IV the efficiency and performance
evaluation are validated. At last, conclusions and future
work are concluded in Section V.
III. METHODOLOGY
A. Dataset, Features and Feature Selection
The dataset is the SPDR S&P 500 trust (NYSE: SPY)
with 1-minute intervals from March 1st until May 24th
2019. The data is available on the IEX Trading website.
The features include the trading volume and the prices.
Technical indicators such as SMA (Simple Moving
Average), EMA (Exponential Moving Average),
Crossovers, consecutive price trends with 5, 10, 12, 20,
26, 50, 100, 200 days lookback window are used. The
trending strength, volatility, and momentum of the price
movement are represented by these Technical indicators.
We used Lasso regularization method to select more
statistically significant features by shrinking their
corresponding coefficients towards zero. Variables
selected by Lasso includes:
• Original Features: Volume and Price.
• Simple Moving Averages: SMA5, SMA15, SMA20,
SMA200
• Crossovers: SMA5Cross, SMA10Cross, SMA15Cross,
SMA20Cros, SMA50Cross,
SMA100Cross, SMA200Cross
• Consecutive price trends: Up.Down10, Up.Down15,
Up.Down50
B. Models
RNN: RNN is most commonly used when describing the
temporal dynamic behaviours of the data which are time
sequential. The standard RNN is known to be less efficient
when used to learn long-term dependences. It further has a
disadvantage of being affected by the vanishing gradient
problem [19][20].
LSTM: Long short-term memory network (LSTM) is a
recurrent neural network (RNN). It is a series of neural
networks which is competent to process in order data.
LSTM is not only suitable to process single data points but
it can also process an entire sequence of data. It is a The reduced LSTM variants namely LSTM1, LSTM2, and
particular form of RNN that is able to learn long-term LSTM3 ([25], [26], [29], [30]) are explored in this article.
dependencies and is refined over time to minimize the i. LSTM 1: No Input Signal
problem of long-term dependence.. Later on many other From the gating signals, the input signals and its associated
researchers improved upon this pioneering work in [21] parameter matrix are eliminated.
[22][23].The problems of Explosion of long-term ……. (7)
dependencies and gradient vanishing can be better handled
by LSTM network. This is achieved when LSTM units in ….... (8)
RNN are replaces by basic hidden neurons [24]. ……. (9)
Equations (1-3) are replaced by these gating equations 7 to 9
Figure 1 shows the detailed basic LSTM unit structure. to generate the LSTM1 layer.
Input, Forget, and Output gates are the gate controllers that ii. LSTM 2: No Bias & No Input Signal
are present in the LSTM unit. These gates are basically used Only the hidden activation unit is included from all the
to determine the information that need to be remembered. three gating signals.
……… (10)
………. (11)
……….(12)
Equations (1-3) are replaced by these gating equations 10 to
12 to generate the LSTM2 layer.
iii. LSTM 3: No Hidden Unit Signal & No Input
Signal
Only the bias term is included from the gating signals.
……………… (13)
…………….. (14)
................... (15)
Figure 1: The structure of the LSTM unit. Equations (1-3) are replaced by these gating equations 13 to
15 to generate the LSTM3 layer.
From the above Fig. 1, the three gate values are calculated
in Equations from 1 to 5. The following Fig 2 shows the flowchart of the proposed
model. In this model technical indicators such as SMA,
= )........................(1) EMA and its crossovers are calculated from the stock
= )..........................(2) historical data and these are given as the input features for
= ).......................(3) the developed model. After performing trend analysis using
technical indicators these data trained on LSTM and its
where σ - nonlinear activation function. three variants LSTM models using model hyper parameters
Generally, for the gates, the sigmoid function is used as settings shown in table x. Here forecasting trading signal is
activation function. Within the LSTM, an intermediate state considered as a classification problem with two target class
C(t) is, labels signifying the buy (1) and sell (0) signals.

= ).................(4)

Then, the LSTM memory cell and the hidden state are,

= ...............................(5)
= ......................................(6)
where tanh - nonlinear tanh activation function.

In our following experiments we adopt the standard LSTM

model and also the three LSTM model variants in evaluating
the stock prices.
C . Proposed Model: LSTM Slim Variants Overview
By reducing the numbers of parameter from the LSTM layer
has resulted in a number of new variants. Reasonable initial Figure 2: The flowchart of the proposed intraday stock forecasting Model.
success is achieved by these variants [25-29] which are also
known as SLIM LSTMs [30].
 IV. RESULTS AND DISCUSSION accuracy and recall is the F-Score. The computation
formulas are:
A. Neural Network Hyperparameter Tuning
In this article experiments the program is written by using Accuracy =
Python 3.5 and Tensor flow as a deep learning platform.
Once all models were successfully implemented, we also
F1 Score =
tuned relevant parameters and hyperparameters to improve
the model performance by using Grid Search method.
Especially for Sequence models that incorporate historical The model becomes more predictive when the values of
information, we varied different values of lookback window Accuracy and the F-Score are larger.
(5, 10, 15, 30 days) and how they affect the statistical
performance. Other relevant hyperparameters we tuned The following Table 3 demonstrates the performances of
include learning rate (across log scale), batch size, no. of Standard LSTM, Slim LSTM1, Slim LSTM2, and Slim
hidden units, and no. of epochs. Results of the best hyper LSTM3 deep learning techniques. In table 1, Slim LSTM 1
parameters are listed in Table 1. and Slim LSTM 2 showing good performance that has
53.26% and 52.49% training classification accuracy
TABLE I: MODEL SETTINGS OF HYPERPARAMETERS respectively. In testing, variants of slim LSTM showing
Parameter Parameter settings good performance compared to standard LSTM. However,
According to Table 3, the accuracy of training set is usually
Loss Function binary_crossentropy
superior to that of test set, as the models tend to more overfit
to the training set. When generalized in the test set, the
Optimizer Adam performance slightly dropped.
Dropout 0.5 TABLE 3: PERFORMANCE OF STANDARD LSTM AND SLIM
LSTM1, SLIM LSTM2, SLIM LSTM3.
Learning Rate 0.001
Batch Size 32 Model Training Testing AUC Score
Accuracy Accuracy Testing
Number of Hidden Layers 128
LSTM 0.5235 0.4912 0.4955
Epochs 100
Slim LSTM 1 0.5326 0.5138 0.5142

In this experiment, the evaluation of the predictive Slim LSTM 2 0.5249 0.5200 0.5173
performance of the US SPDR S&P 500 index are performed Slim LSTM 3 0.5159 0.5124 0.5050
by using the relevant statistical indicators i.e., F value (F-
Score) and Evaluation index accuracy (Accuracy). The
model’s prediction results is First described in Table 2. Training and testing Classification reports of Standard
TABLE 2: MODEL PREDICTION RESULTS LSTM and varints of LSTM are revealed in table 4 and table
5 respectively.
Actual Class
TABLE 4: CLASSIFICATION REPORT (TRAINING)
Actual Actual
Trend: Trend: Model Precision Recall F1-Score Support
“Up” “Down”
LSTM 0.55 0.27 0.36 9332
Predicted trend : TP FP
“Up” Slim LSTM 1 0.53 0.52 0.53 9332
Predicted
Class Predicted trend : FN TP Slim LSTM 2 0.52 0.57 0.54 9332
“Down”
Slim LSTM 3 0.51 0.81 0.63 9332

Even before computing the precision and F value, we need to TABLE 5: CLASSIFICATION REPORT (TESTING)
get the precision and recall. Accuracy shows if the true trend
Model Precision Recall F1-Score Support
in the proportion is ‘up’ then the predicted samples are to be
‘up’. Similarly, the recall represents that in the samples the LSTM 0.50 0.30 0.38 1086
predicted true trend is ‘rising’, the true trend is the proportion
of ‘rising’. The formula for calculating Slim LSTM 1 0.53 0.50 0.51 1086

Precision = Slim LSTM 2 0.53 0.64 0.58 1086

Slim LSTM 3 0.51 0.84 0.64 1086
Recall =
Fig.3 demonstrates the model training and testing accuracy
The fraction of accurately forecasted samples to the total of different methods of deep learning. The slim LSTM1 and
sample data is indicated by Accuracy and the average Slim LSTM2 models have marginally higher accuracy
during training compared to regular LSTM. In testing phase
variants of slim LSTM showing good performance
(marginally higher accuracy) compared to standard LSTM.

Figure 5: ROC Curve of Standard LSTM, Slim LSTM1, Slim LSTM2, and
Slim LSTM3.

Figure 3: Model Accuracy using Standard LSTM and Slim LSTM1, Slim
LSTM2, Slim LSTM3

Fig. 4 shows the model training and testing loss of different

methods of deep learning. All these deep learning models
suffer from overfitting problem. The model learns noise and
the information of the training data to the degree that it
results in adversely affecting the model's performance while
used on the new data set.

Figure 6: AUC scores of Standard LSTM, Slim LSTM1, Slim LSTM2,

and Slim LSTM3.

A comparative model accuracy analysis of Standard LSTM,

Slim LSTM1, Slim LSTM2, and Slim LSTM3 are shown in
Fig 7. The results show that both Slim LSTM1 and Slim
LSTM2 are efficient in increasing the accuracy of intraday
stock trading during training compared to LSTM and Slim
LSTM3. In testing phase variants of slim LSTM (1, 2 and 3)
showing good performance (marginally higher accuracy)
compared to standard LSTM.

Figure 4: Model Loss using Standard LSTM and Slim LSTM1, Slim
LSTM2, Slim LSTM3.

ROC curves for intraday stock prediction performance are

shown in Fig.5. The comparison of the diagnostic test is
done by using Receiver Operating Characteristic (ROC)
Curve. It is a plot against the false positive rate of the true
positive rate. ROC curves are plotted using 37 randomly
selected training and testing stock data sets using 80%, and
20% of the data.
The area under (a ROC) curve is a measure of the accuracy
of a quantitative diagnostic test. A comparative model AUC
score analysis of Standard LSTM, Slim LSTM1, Slim
LSTM2, and Slim LSTM3 are shown in figure 6 and its Figure 7: Model Accuracy of Standard LSTM, Slim LSTM1, Slim
LSTM2, and Slim LSTM3.
found that standard LSTM AUC score of 0.49 and three
slim LSTM variants AUC values between 0.50 to 0.52. From the experimental results findings in this article during
testing phase variants of slim LSTM (1, 2 and 3) showing
good performance (marginally higher accuracy) compared
to standard LSTM. Hence, the outcome of this experiment in
this article shows us that by introducing the variants of
LSTM model, the intraday stock prediction model accuracy
is improved and it can be applied in financial time series
forecasting.
V. CONCLUSION
Stock Market is a domain full of uncertainty. The inaccurate
prediction of Stock price may sometimes result in a huge
financial loss. This research aims in identifying various deep
learning prediction methods and to find the most appropriate
model, which will enhance stock price prediction. We first
simplified our problem to a binary classification problem.
Then we narrowed down our data, which consists of
multiple indicators, to a smaller and more statistically
significant subset. Finally we experimented with RNN
LSTM, and three LSTML Slim variants and got results for
Binary Model. On the basis of the validation accuracy
comparison in figure 7 all three slim variants of LSTM
appear to have the marginally higher accuracy compared to
standard LSTM. However, there are various limitations to
the stock market study. These results reveal to us the
importance and significance of deep learning models and
their usage in the financial domain. The work can be
expanded for the future by adding more historical data and
calculating more technical indicators as characteristics to
improve the AUC score of this classification model.
ACKNOWLEDGMENT
We sincerely express our gratitude to CHRIST (Deemed to
be University) Bangalore, for giving us an opportunity and a
favourable environment to conduct our research work.
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