Volume 136
Published on September 2025Volume title: Proceedings of CONF-APMM 2025 Symposium: Multi-Qubit Quantum Communication for Image Transmission over Error Prone Channels
Against the backdrop of an increasingly large stock market and a growing number of investors, many individuals have faced bankruptcy due to blindly following trends in stock investment. This situation has created a demand for methods to predict stock prices in advance. To address this issue, researchers have previously proposed various approaches, including traditional analytical methods based on historical data, statistical analysis methods, machine learning and deep learning methods, etc. The research focus of this paper is to investigate the specific conditions under which the Backpropagation Neural Network model delivers superior performance in stock price prediction. This study utilizes 44 years of historical stock price data from Apple Inc. (AAPL), encompassing key features such as Date, Opening Price, Highest Price of the Day, Lowest Price of the Day, Closing Price, Adjusted Closing Price, and Trading Volume. Specifically, the study focuses on selecting the Opening Price, Highest Price of the Day, Lowest Price of the Day, Closing Price, and Trading Volume as input features. The research ultimately achieved relatively accurate results. These findings are then leveraged to extend insights into effective configuration strategies for a wider range of other prediction methods.
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