Jul 2026· International Research Journal on Advanced Engineering Hub (IRJAEH)· Vol 4, pp. 4862-4867· 0 citations· 2 references
TL;DR
A Multi-Agent AI-Based Stock Market Analysis and Investment outcome that integrates multiple intelligent agents, machine learning algorithms, deep learning models, and sentiment analysis techniques for improved stock market forecasting is proposed.
Abstract
The stock market is highly dynamic and difficult to predict due to continuous fluctuations influenced by economic conditions, investor sentiment, company performance, and global events. Traditional stock prediction systems mainly depend on single-agent models, which often suffer from limited analytical capability and reduced prediction reliability during volatile market conditions. This paper proposes a Multi-Agent AI-Based Stock Market Analysis and Investment outcome that integrates multiple intelligent agents, machine learning algorithms, deep learning models, and sentiment analysis techniques for improved stock market forecasting. The system combines market analysis, sentiment analysis, risk evaluation, technical analysis, and decision making agents to provide Buy, Hold, and Sell recommendations. Historical stock data is collected using Yahoo Finance APIs and processed using Random Forest, XGBoost, and Long Short Term Memory (LSTM) models for trend prediction. The paper achieved 89.42% accuracy using Random Forest, 92.15% accuracy using XGBoost, and 93.28% prediction performance using the LSTM model. The multi-agent framework also demonstrated higher analytical efficiency with decision agent accuracy of 95% and sentiment agent accuracy of 91%.
This study investigates the performance of four forecasting models—ARIMA, XGBoost, Long Short-Term Memory (LSTM), and Transformer)—for Apple Inc. (AAPL) stock price prediction using 20 years of historical daily data from Yahoo Finance.
Qian Cheng· Advances in Economics, Manag...· 0 citations
A survey of the current state of the art for financial trend prediction for the 2025–2026 horizon and eight methodological families is presented, including the classical machine learning methods, recurrent sequences, attention and transformers, graph neural networks, sentiment and LLM-based fusion, explainable AI, rein...
Priya Sidhu, H. Aggarwal, Madan Lal· Journal of Intelligent Decis...· 0 citations
The results highlight the significance of using alternative information on sentiment along with traditional market indicators and show that the machine learning techniques outperform other techniques especially LSTM.
S. Durga, B. Ratnavalli, Visalakshi Naraparedd et al.· International Academic Journ...· 0 citations
This paper provides a comprehensive review of stock market prediction techniques from two main perspectives: methods based solely on historical stock data, and approaches that incorporate both numerical and textual information.
This paper finds that the hybrid model yields higher prediction accuracy and smaller errors than the single model by comparing the results of both models.
The findings indicate that the BiLSTM architecture has strong potential for financial time-series forecasting and can effectively capture important sequential patterns in stock market data.
Elwira Gross Golacka· International Journal Resear...· 0 citations
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