A Hybrid AI Framework for Enhanced Stock Movement Prediction: Integrating ARIMA, RNN, and LightGBM Models

A Hybrid AI Framework for Enhanced Stock Movement Prediction: Integrating ARIMA, RNN, and LightGBM Models

Forecasting stock market movements is a critical yet challenging endeavor due to the inherent nonlinearity, chaotic behavior, and dynamic nature of financial markets. This study proposes the Autoregressive Integrated Moving Average Ensemble Recurrent Light Gradient Boosting Machine (AR-ERLM), an inn...

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Bibliographic Details
Main Authors: Adel Alarbi, Wagdi Khalifa, Ahmad Alzubi
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Systems
Subjects:
stock market forecasting
hybrid AI models
ARIMA-RNN-LightGBM ensemble
technical indicators analysis
financial time series prediction
Online Access:https://www.mdpi.com/2079-8954/13/3/162
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