Abstract
Accurate stock price forecasting remains a challenging yet crucial task in the financial industry due to the non-linear relationships, noisy, and time-dependent nature of the market data. This study presents a deep learning approach known as long-short-term memory (LSTM) for predicting the closing prices of stock using historical data. The model is designed to capture the complex temporal dependencies inherent in stock market sequences, addressing the limitations of traditional statistical models such as ARIMA and linear regression. Using key key characteristics such as past closing prices, the LSTM model achieved high predictive performance with a Mean Squared Error (MSE) of 0.00036, a mean absolute error (MAE) of 0.0096, and a coefficient of determination (R²) of 0.9941, indicating strong generalization and accuracy. The results demonstrate the effectiveness of LSTM architectures in time series forecasting for financial applications. This research contributes to the development of robust and automated decision support tools for investors and sets a performance benchmark for future deep learning models in stock market prediction.