Time-series (TS) predictions use historical data to forecast future values. Various industries, including stock market trading, power load forecasting, medical monitoring, and intrusion detection, frequently rely on this method. The prediction of stock-market prices is significantly influenced by multiple variables, such as the performance of other markets and the economic situation of a country. This study focuses on predicting the indices of the stock market of the Kingdom of Saudi Arabia (KSA) using various variables, including opening, lowest, highest, and closing prices. Successfully achieving investment goals depends on selecting the right stocks to buy, sell, or hold. The output of this project is the projected closing prices over the next seven days, which aids investors in making informed decisions. Exponential smoothing (ES) was employed in this study to eliminate noise from the input data. This study utilized exponential smoothing (ES) to eliminate noise from data obtained from the Saudi Stock Exchange, also known as Tadawul. Subsequently, a sliding-window method with five steps was applied to transform the task of time series forecasting into a supervised learning problem. Finally, a multivariate long short-term memory (LSTM) deep-learning (DL) algorithm was employed to predict stock market prices. The proposed multivariate LSTMDL model achieved prediction rates of 97.49% and 92.19% for the univariate model, demonstrating its effectiveness in stock market price forecasting. These results also highlight the accuracy of DL and the utilization of multiple information sources in stock-market prediction.

Time series (TS)-based predictions are made by examining the behaviour of historical data to forecast future values. Multiple industries; such as stock market trading, power load forecasting, medical monitoring, and intrusion detection; frequently use it. Several variables; such as the performance of other markets as well as the economic situation of a country which affect its market performance; significantly affect the prediction of stock market prices. Therefore, this present study uses numerous variables; such as the opening, lowest, highest, and closing prices; to predict the indices of the stock market of the Kingdom of Saudi Arabia (KSA). Successfully accomplishing an investment goal largely depends on choosing the right stocks to buy, sell, or maintain. The project's output is the projected closing prices (regression) over the next seven days, which helps investors make the best decisions. This present study used exponential smoothing (ES) to remove noise from the input data obtained from the Saudi Stock Exchange, or Tadawul, before using a multivariate long short-term memory (LSTM) deep learning (DL) algorithm to forecast stock market prices. The proposed multivariate LSTMDL model had satisfactory prediction rates of 97.49% and 92.19% for the univariate model. Therefore, it can be used to effectively predict stock market prices. The results also indicate that DL as well as multiple sources of information can be used to accurately predict stock markets.

Analyzing financial situations in the current scenario is difficult, as it requires understanding the quality and value of investments. This study predicted the movement of stock prices in the Saudi Arabian stock market (Tadawul) over a one-week period using a proposed integrated model of Long Short-Term Memory (LSTM), which combines LSTM, Discrete Wavelet Transform (DWT), and Autoregressive Integrated Moving Average (ARIMA). Historical closing prices of a group of four companies listed on Tadawul were used as input for the proposed LSTM model, which consists of memory units capable of storing long time periods. Once the LSTM model predicted the closing values of stocks in Tadawul, they were further analyzed using the ARIMA model. The prediction accuracy of the proposed LSTM model and the traditional ARIMA model were 97.54% and 96.29% respectively. Therefore, the proposed integrated model of LSTM is considered a useful tool for predicting stock market values. The results emphasize the significance of Deep Learning (DL) and leveraging multiple information sources in predicting stock prices.