MétaCan
Menu
Back to cohort
Record W4413109427 · doi:10.5539/ijef.v17n8p87

Enhancing Stock Price Forecasting with LSTM Networks: A Comparative Study of Classic and PSO-Optimized Models on S&P 500 Stocks

2025· article· en· W4413109427 on OpenAlexvenueno aff
Imad Talhartit, Sanae Ait Jillali, Mounime El Kabbouri

Bibliographic record

VenueInternational Journal of Economics and Finance · 2025
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsComputer scienceParticle swarm optimizationArtificial neural networkArtificial intelligenceStock market indexFinancial marketStock marketMachine learningVolatility (finance)HyperparameterEconometricsContext (archaeology)FinanceEconomics

Abstract

fetched live from OpenAlex

This study is part of an empirical and quantitative approach aimed at improving stock market fluctuation forecasting through the application of artificial intelligence models. More specifically, it evaluates the performance of two methods based on Long Short-Term Memory (LSTM) neural networks, one of the most powerful algorithms for analyzing financial time series. The first method is grounded in a classic LSTM model, while the second incorporates hyperparameter optimization using the Particle Swarm Optimization (PSO) metaheuristic method, allowing for better convergence and enhanced prediction accuracy. The study is conducted on ten stocks representing the US S&P 500 index, with historical data spanning several decades, collected via the Investing.com and Yahoo Finance platforms. The empirical results demonstrate a clear superiority of the LSTM-PSO model regarding predictive accuracy, with significant reductions in errors (MSE, RMSE, MAE, MSLE, and RMSLE) compared to the traditional model. These findings emphasize the advantages of combining artificial intelligence and algorithmic optimization for handling complex financial data. In the global context of digitization and automation of investment decisions, this research contributes significantly to the development of reliable predictive systems. Finally, the study raises the question of whether this methodological framework could be effectively adapted to emerging markets, such as the Moroccan Stock Market, where financial environments are characterized by lower trading volumes, different volatility patterns, and more limited historical data. This opens up avenues for future research into the challenges and opportunities of applying advanced AI-based forecasting models in less mature financial markets.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.098
Threshold uncertainty score0.462

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.148
GPT teacher head0.381
Teacher spread0.232 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

Explore more

Same venueInternational Journal of Economics and FinanceSame topicStock Market Forecasting MethodsFrench-language works237,207