Dr.

Mahalingam College of Engineering and Technology

Pollachi – 642003
DEPARTMENT OF ARTIFICIAL INTELLIGENCE AND DATA
SCIENCE
Team Number:23BAD013 Class:B.Tech AI&DS
Team Member: :727622BAD074 - S.Prienga
727622bad054 K.srivaishnavi
727622BAD068 N.Srinivasan

STOCK MARKET PREDICTION USING LSTM AND BERT

ABSTRACT
The stock market is a venue for people to buy and sell their stocks . This background involves
risk and the goal is to maximize the profit and minimize the losses to maximum extent. And to
make this possible they try to predict stock prices but, predicting the stock prices is a hectic job
and involves large amount of risk . But this can be uncovered by using some deep learning and
machine learning techniques .The techniques include the machine learning’s BERT and deep
learning’s LSTM. In this paper we suggest a hybrid model of the LSTM (Long Short Term
Memory) and BERT (Bi-directional Encoder Representations from Transformers). BERT
model is a Transformer based model and is able to understand the contextual meaning of the
data and capture complex relationships and LSTM model is a type of RNN (Recurrent Neral
Network) that is commonly used for time series forecasting. LSTM has the potential to capture
the long-term dependencies in the data making it suitable for analyzing and predict stock
market trends. The hybrid model of BERT and LSTM combines the strengths of both the model
to improve the accuracy in stock market price prediction .Values that evolve in the data are
open, close ,high ,low and volume .

Keywords: Stock market prediction, Bi-directional Encoder Representations from

Transformers, Long Short Term Memory, Recurrent Neral Network, open, close ,high ,low and
volume

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