| Issue |
ITM Web Conf.
Volume 40, 2021
International Conference on Automation, Computing and Communication 2021 (ICACC-2021)
|
|
|---|---|---|
| Article Number | 03020 | |
| Number of page(s) | 5 | |
| Section | Computing | |
| DOI | https://doi.org/10.1051/itmconf/20214003020 | |
| Published online | 09 August 2021 | |
Algorithmic trading for a buy-sell platform: study and comparison
1 Department of Information Technology, RAIT, Nerul
2 Department of Information Technology, RAIT, Nerul
3 Department of Information Technology, RAIT, Nerul
4 Department of Information Technology, RAIT, Nerul
Email: aishwarya.sakhare56@gmail.com
Email: niharmhaskar266@gmail.com
Email: vickymishra1967@gmail.com
Email: madhuri.chavan@rait.ac.in
With the high-paced change in the world, the market trends are changing fast and so do the technological innovations. The market is constantly moving and being affected by a number of external factors, making it difficult for investors to make decision. To solve this problem, a technique called Algorithmic Trading is being implemented widely. It refers to use of computer algorithms to make trading decisions without human intervention. In this paper, the algorithm used to predict the stock prices is the LSTM model which is a methodology of neural networks.The existing models are less accurate as they do not take technical factors into consideration. LSTM model, having error of only 0.00036%, overcomes this limitation and also takes temporal factor into consideration.
Key words: Algorithmic Trading / LSTM / Neural Network / Ridge Regression
© The Authors, published by EDP Sciences, 2021
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