Samudith Nanayakkara, A. Wanniarachchi, D. Vidanagama
{"title":"斯里兰卡科伦坡证券交易所自适应证券市场投资组合管理与股价预测平台","authors":"Samudith Nanayakkara, A. Wanniarachchi, D. Vidanagama","doi":"10.1109/SLAAI-ICAI54477.2021.9664735","DOIUrl":null,"url":null,"abstract":"Over the past few years various studies have been conducted to develop an optimum stock market related portfolio management platform that will assists investors to actively perform the portfolio management process. Risk and level of investor participation is considered to be one of the challenging aspects identified for optimum portfolio management. Along with portfolio management, stock price prediction is one of the key contributing factors that helps an investor to arrive mid- and long-term strategic investment decisions. Various deep learning concepts are evaluated to determine the most accurate algorithm to implement the stock price-based prediction system. Currently Colombo Stock Exchange have identified a desperate requirement of a portfolio management system with prediction capabilities to support the local and foreign investors to actively engage in trading activities among different stock exchanges in different countries. A critical study has been conducted using supportive research papers, similar applications developed and using various requirement elicitation techniques to determine the functional requirements, non-functional requirements, investor requirements, UI/UX considerations etc. The paper further describes various technological mechanisms implemented and system architectures used to develop the portfolio management and stock price prediction system. Accordingly, the implementation of Brownian Motion algorithm-based model and LSTM (Long Short-Term Memory) model are in detailed presented by the author. Finally, evaluation and testing results of the completed system and stock price prediction models are presented to prove the successfulness of the completed application and accuracy of the models implemented.","PeriodicalId":252006,"journal":{"name":"2021 5th SLAAI International Conference on Artificial Intelligence (SLAAI-ICAI)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Adaptive Stock Market Portfolio Management and Stock Prices Prediction Platform for Colombo Stock Exchange of Sri Lanka\",\"authors\":\"Samudith Nanayakkara, A. Wanniarachchi, D. 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Adaptive Stock Market Portfolio Management and Stock Prices Prediction Platform for Colombo Stock Exchange of Sri Lanka
Over the past few years various studies have been conducted to develop an optimum stock market related portfolio management platform that will assists investors to actively perform the portfolio management process. Risk and level of investor participation is considered to be one of the challenging aspects identified for optimum portfolio management. Along with portfolio management, stock price prediction is one of the key contributing factors that helps an investor to arrive mid- and long-term strategic investment decisions. Various deep learning concepts are evaluated to determine the most accurate algorithm to implement the stock price-based prediction system. Currently Colombo Stock Exchange have identified a desperate requirement of a portfolio management system with prediction capabilities to support the local and foreign investors to actively engage in trading activities among different stock exchanges in different countries. A critical study has been conducted using supportive research papers, similar applications developed and using various requirement elicitation techniques to determine the functional requirements, non-functional requirements, investor requirements, UI/UX considerations etc. The paper further describes various technological mechanisms implemented and system architectures used to develop the portfolio management and stock price prediction system. Accordingly, the implementation of Brownian Motion algorithm-based model and LSTM (Long Short-Term Memory) model are in detailed presented by the author. Finally, evaluation and testing results of the completed system and stock price prediction models are presented to prove the successfulness of the completed application and accuracy of the models implemented.