# A Novel Approach to Predict the Asian Exchange Stock Market Index Using Artificial Intelligence
## 4 Conclusions  
Empirical studies and research findings indicate that no deep learning model can provide precise predictions for all potential states within the framework of time-series data. When using several models, such as Convolutional RNN, Convolutional LSTM, Convolutional GRU, Convolutional BRNN, Convolutional BLSTM, and Convolutional BGRU, to predict the movement of time-series data, it is evident that the performance varies for each dataset. The study also found a strong association between the level of instability in time-lapse information and the ideal architecture of the deep neural networks model for precise forecasting. A single deep learning model with consistent time-series data produces precise predictions compared to many models that work with unorganized data. Even though the framework suggested in this article can accurately forecast stock indices in a close process, numerous obstacles still need to be overcome in stock forecasting. Initially, the stock data utilized in this paper are exclusively from Asian markets and do not accurately predict stock indices in the Middle East, Africa, or Europe. Secondly, enhancing the parameters for tuning CNN and BGRU is necessary. The framework is posited to achieve superior outcomes among the stock indices' intensive parameter adjustments. Furthermore, we believe that numerous hybrid models still need to be addressed in this article, which can potentially improve the error in predicting the close price of stock indices, even though the Convolutional BGRU hybrid approach is employed in this paper. Nevertheless, the Convolutional BGRU-equipped stock indices prediction approach proposed in this article can assist investors in making accurate judgments in the stock exchange to a certain extent. Additional research is underway to create an independent deep learning system that can identify the most appropriate model depending on the unpredictable characteristics of the input data. To validate the conclusions of this research and create a deep learning model for predicting financial time series, it is crucial to acquire extensive and varied financial data from other businesses. Conceptualization, R.S. and S.L. ; methodology, R.S. and H.S. ; software, G.K. and S.S.; validation, S.S. and PS. ; writing--original draft preparation, R.S., S.S. and PS. ; writing--review and editing, H.S., G.K., PS. and S.L. All authors have read and agreed to the published version of the manuscript. This research received no external funding. The original contributions presented in the study are included in the article, further inquiries can be directed to the corresponding author. The authors declare no conflicts of interest. * [PERSON] et al. (2020) [PERSON]; [PERSON]; [PERSON] Time series analysis and forecast of the COVID-19 pandemic in India using genetic programming. _Chos Solitons Fractals_**2020**, _138_, 109945. [CrossRef] [PubMed]
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