Dr.

Mahalingam College of Engineering & Technology

Department of Artificial Intelligence & Data Science
19ADPN6401 – Mini Project
Zeroth Review
Team Number: 22BAD013
Domain: Data Science

Title: Stock Market Prediction Using Lstm and Bert

Guide :Dr.M.Balakrishnan
Mrs.S.Thelungu Lakshmi

Team Members: S.Prienga (727622BAD074)

K.Sri vaishnavi (727622BAD054)
N.Srinivasan (727622BAD068)

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 Contents
• Problem description(domain)
• Findings of Literature survey [ minimum 12 papers]
• What is stock market
• Existing System Block Diagram
• Drawback
• Proposed System Block Diagram
• List of Modules and detailed Module description
• Results
• Conclusion
• Snapshots
• Online Course/Contest / Publication Details
• References [minimum 13 papers including base
paper]

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 Problem Statement
• The combination of LSTM and BERT models, has shown promising results in
predicting stock market prices.By leveraging the strengths of both models,
the hybrid approach improves the accuracy and robustness
of the predictions

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 What is stock market ?
The stock market is a venue for people to buy and sell their stock. this background
involves risk

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 Types of stock market:-
• Scalping-Trade for 5 to 10 mins
• Intraday-Trade for 9.15 to 3.30 mins
• Swing Trading-Trade for 1 to 4 weeks
• Postioning-trade for 4 month to 1 year

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 HISTORY OF STOCK MARKET
PREDICTION
• 19TH and early 20th century
• Dow theory(1990’s)
• 1950-1980(Computer technology allowed in stock market prediction)
• 1990 – 2000(Internet has been helpful for private buyers)

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 Literature Identified and Findings

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1.PREDICTION METHODS
• Fundamental analysis:
Company profiles,Industry prospects,Political
factor,economic factors,news,social media.
• Technical analysis:
K-Line,moving average,relative strength

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 2.VARIOUS MACHINE LEARNING METHODS

• KNN
• Naive Bayesian classifier
• Support vector machine(s v m)
• ARIMA(Auto regressive integrated moving average)
• Random forest

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 3.DEEP LEARNING METHODS
• Recurrent neural network
• Long short term memory
• Graph neural network

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4.BERT
The BERT (Bidirectional Encoder Representations from Transformers)
model is a transformer-based model that utilizes a bidirectional
approach to learn contextual representations of words. It consists of
multiple transformer layers that enable the model to capture the
dependencies between words in both directions.

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5.LSTM
Long Short-Term Memory (LSTM) is a type of recurrent neural network
(RNN) that is commonly used for time series forecasting, including stock
market price prediction. The LSTM model has the ability to capture
long-term dependencies in the data, making it suitable for analyzing
and predicting stock market trends.

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 BENEFITS OF AI IN STOCK PRICE PREDICTION

• Accuracy
• Faster analysis
• Risk management
• Personalized recommendations
• Cost savings

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 Data Set
The data set for stock market prediction using lstm and bert is collected from an
online dataset platform called Kaggle, yahoo finanace , FINRA - Market data
center , Dow jones industrial Averages

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 Requirements
• Datasets of real stock market.
• Python 3 or above.
• Sypder 5.0 version or above.
• Google collabratory.
• Laptop or pc over intel i5 11th gen processor for fast processing.

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 Weekly Plan
Week 1 = Data collection for cohort retention analysis

Week 2 = Data preparation for analysis

Week 3 = Defining cohorts and calculate retention rate

Week 4 = Visualizing the formatted data

Week 5 = Result analysis and documentation

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 Thank You

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