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Integrating deep learning and optimization algorithms to forecast real-time stock prices for intraday traders

International Journal of Electrical and Computer Engineering (IJECE) · Vol. 15 No. 2 (2025)

DOI
10.11591/ijece.v15i2.pp2254-2263
ISSN
2722-2578, 2088-8708
Published
2025-04-01
Publisher
Institute of Advanced Engineering and Science
License
creativecommons.org/licenses/by-sa/4.0

Abstract

The number of stock investors is steadily increasing due to factors such as the availability of high-speed internet, smart trading platforms, lower trading commissions, and the perception that trading is an effective way of earning extra income to enhance financial stability. Accurate forecasting is crucial to earning profits in the stock market, as it allows traders to anticipate price changes and make strategic investments. The traders must skillfully negotiate short-term market changes to maximize gains and minimize losses, as intraday profit mostly depends on the timing of buy and sell decisions. In the presented work, we provide minute-by-minute forecasts that assist intraday traders in making the best decisions on when to buy and sell, consequently maximizing profits on each trade they make. We have implemented a one-dimensional convolutional neural network and bidirectional long-short-term memory (1DCNN-BiLSTM) optimized with particle swarm optimizer (PSO) to forecast the value of stocks for each minute using real-time data extracted from Yahoo Finance. The proposed method is evaluated against state-of-the-art technology, and the results demonstrate its strong potential to accurately forecast the opening price, stock movement, and price for the next timeframe. This provides valuable insights for intraday traders to make informed buy or sell decisions.

Collaboration network of the authors

8 authors · 28 co-authorship links · 11 across different organisations

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  • JSPM's Rajarshi Shahu College of Engineering
  • MIT Art, Design and Technology University
  • Vishwakarma Institute of Technology
  • Affiliation unknown
  • Different organisations
  • Same organisation
  • Affiliation unknown
  • Thicker line = more joint articles · bigger circle = more articles
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Co-authorOrganisationJoint articles

Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.

This record comes from Crossref (what the publisher deposited), because the journal's own OAI-PMH endpoint could not be harvested.

Metadata source: Crossref API (cadangan, berdasarkan ISSN) https://api.crossref.org/journals/2088-8708/works, first harvested 27 Okt 2026, last seen 27 Okt 2026.
Metadata as oai_dc, converted from Crossref
<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/"><dc:title>Integrating deep learning and optimization algorithms to forecast real-time stock prices for intraday traders</dc:title><dc:creator>Korade, Nilesh B.</dc:creator><dc:creator>Salunke, Mahendra B.</dc:creator><dc:creator>Bhosle, Amol</dc:creator><dc:creator>Joshi, Dhanashri</dc:creator><dc:creator>Patil, Kavita</dc:creator><dc:creator>Sangve, Sunil M.</dc:creator><dc:creator>Deshmukh, Rushali A.</dc:creator><dc:creator>Patil, Aparna S.</dc:creator><dc:description>&lt;jats:p&gt;The number of stock investors is steadily increasing due to factors such as the availability of high-speed internet, smart trading platforms, lower trading commissions, and the perception that trading is an effective way of earning extra income to enhance financial stability. Accurate forecasting is crucial to earning profits in the stock market, as it allows traders to anticipate price changes and make strategic investments. The traders must skillfully negotiate short-term market changes to maximize gains and minimize losses, as intraday profit mostly depends on the timing of buy and sell decisions. In the presented work, we provide minute-by-minute forecasts that assist intraday traders in making the best decisions on when to buy and sell, consequently maximizing profits on each trade they make. We have implemented a one-dimensional convolutional neural network and bidirectional long-short-term memory (1DCNN-BiLSTM) optimized with particle swarm optimizer (PSO) to forecast the value of stocks for each minute using real-time data extracted from Yahoo Finance. The proposed method is evaluated against state-of-the-art technology, and the results demonstrate its strong potential to accurately forecast the opening price, stock movement, and price for the next timeframe. This provides valuable insights for intraday traders to make informed buy or sell decisions.&lt;/jats:p&gt;</dc:description><dc:publisher>Institute of Advanced Engineering and Science</dc:publisher><dc:date>2025-04-01</dc:date><dc:type>info:eu-repo/semantics/article</dc:type><dc:format>application/pdf</dc:format><dc:identifier>https://doi.org/10.11591/ijece.v15i2.pp2254-2263</dc:identifier><dc:identifier>10.11591/ijece.v15i2.pp2254-2263</dc:identifier><dc:source>International Journal of Electrical and Computer Engineering (IJECE); Vol 15 No 2 (2025); 2254</dc:source><dc:source>2722-2578</dc:source><dc:source>2088-8708</dc:source><dc:relation>https://ijece.iaescore.com/index.php/IJECE/article/viewFile/37007/18142</dc:relation><dc:rights>http://creativecommons.org/licenses/by-sa/4.0</dc:rights></oai_dc:dc>