MRI
MRI India Journals Vol. 9 No. 5 (2026)

Forecasting Financial Markets with Hybrid Deep Learning: Evidence from ARIMA–LSTM and GARCH–LSTM Models

Authors

  • Dhananjay N. Kalange Associate Professor in Statistics, Arts, Commerce and Science College, Palus

DOI:

https://doi.org/10.65521/oaijse.v9i5.2844

Keywords:

Hybrid Forecasting Financial Time Series ARIMA-LSTM GARCH-LSTM Deep Learning Stock Market Prediction

Abstract

Chronic Kidney Disease (CKD) poses a major global health burden due to its gradual onset and often silent progression. Traditional diagnostic methods, based on a limited set of laboratory markers, may delay detection until significant kidney damage has occurred. Machine learning (ML) offers promise for early detection by analyzing complex, multi-dimensional patient data to identify subtle patterns indicating early kidney dysfunction. In this study, we evaluate several ML classifiers — including Logistic Regression, Support Vector Machine (SVM), Random Forest (RF), Gradient Boosting (GB), and k-Nearest Neighbors (KNN) — on publicly available clinical datasets. After preprocessing, feature normalization, inconsistency handling and class balancing, models are trained and evaluated. The experimental results show that ensemble-based methods outperform individual classifiers, with Random Forest achieving the highest accuracy (≈ 98.6%) and robustness to noisy clinical data. These results underscore the potential of ML-based diagnostic tools to support early CKD screening, enabling timely medical intervention and improved patient outcomes.

 

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Published

2026-05-08

How to Cite

Kalange, D. N. (2026). Forecasting Financial Markets with Hybrid Deep Learning: Evidence from ARIMA–LSTM and GARCH–LSTM Models. Open Access International Journal of Science and Engineering , 9(5), 14–20. https://doi.org/10.65521/oaijse.v9i5.2844

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Section

Articles