Evidence map›Paper›PMID 39808666›Full record

ArticlePloS one2025

Enhancing stock index prediction: A hybrid LSTM-PSO model for improved forecasting accuracy.

Xiaohua Zeng, Changzhou Liang, Qian Yang, Fei Wang, Jieping Cai

Abstract read
In one paragraph

Article in PloS one, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

1 citing paper in PubMed.

  1. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

5 authors.

Xiaohua ZengSchool of Economics and Trade, Guangzhou Xinhua University, Dongguan, China.ORCID 0000-0003-0934-7118
Changzhou LiangSchool of Economics and Trade, Guangzhou Xinhua University, Dongguan, China.
Qian YangSchool of Economics and Trade, Guangzhou Xinhua University, Dongguan, China.
Fei WangSchool of Economics and Trade, Guangzhou Xinhua University, Dongguan, China.
Jieping CaiSchool of Economics and Trade, Guangzhou Xinhua University, Dongguan, China.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Stock price prediction is a challenging research domain. The long short-term memory neural network (LSTM) widely employed in stock price prediction due to its ability to address long-term dependence and transmission of historical time signals in time series data. However, manual tuning of LSTM parameters significantly impacts model performance. PSO-LSTM model leveraging PSO's efficient swarm intelligence and strong optimization capabilities is proposed in this article. The experimental results on six global stock indices demonstrate that PSO-LSTM effectively fits real data, achieving high prediction accuracy. Moreover, increasing PSO iterations lead to gradual loss reduction, which indicates PSO-LSTM's good convergence. Comparative analysis with seven other machine learning algorithms confirms the superior performance of PSO-LSTM. Furthermore, the impact of different retrospective periods on prediction accuracy and finding consistent results across varying time spans are. Conducted in the experiments.

Indexed as

InvestmentsModels, EconomicNeural Networks, ComputerAlgorithmsForecastingHumansMachine Learning

Identifiers

PMID39808666
PMCPMC11731719

What OpenQuestion holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.