Ensemble of Neural Networks to Forecast Stock Price by Analysis of Three Short Timeframes

Ubongabasi Etim, Vitaliy Milke, Cristina Luca

2025

Abstract

Financial markets are known for complexity and volatility, and predicting the direction of price movement of financial instruments is essential for financial market participants. This paper aims to use neural networks to predict the direction of Apple’s share price movement. Historical stock price data on three Intraday timeframes and technical indicators selected for each timeframe are used to develop and evaluate the performance of various neural network models, including Multilayer Perceptron and Convolutional Neural Networks. This research also highlights the importance of selecting appropriate technical indicators for different timeframes to optimise the performance of the selected neural network models. It showcases the use of neural networks within an ensemble architecture that tracks the directional movement of Apple Inc. share prices by combining upward and downward predictions from the three short timeframes. This approach generates a trading system with buy and sell signals for intraday trading.

Paper Citation

in Harvard Style

Etim U., Milke V. and Luca C. (2025). Ensemble of Neural Networks to Forecast Stock Price by Analysis of Three Short Timeframes. In Proceedings of the 17th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART; ISBN 978-989-758-737-5, SciTePress, pages 813-820. DOI: 10.5220/0013183600003890

in Bibtex Style

@conference{icaart25,
author={Ubongabasi Etim and Vitaliy Milke and Cristina Luca},
title={Ensemble of Neural Networks to Forecast Stock Price by Analysis of Three Short Timeframes},
booktitle={Proceedings of the 17th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART},
year={2025},
pages={813-820},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0013183600003890},
isbn={978-989-758-737-5},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 17th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART
TI - Ensemble of Neural Networks to Forecast Stock Price by Analysis of Three Short Timeframes
SN - 978-989-758-737-5
AU - Etim U.
AU - Milke V.
AU - Luca C.
PY - 2025
SP - 813
EP - 820
DO - 10.5220/0013183600003890
PB - SciTePress