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

Main Article Content

Dhananjay N. Kalange

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.


 

Article Details

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. Retrieved from https://journals.mriindia.com/index.php/oaijse/article/view/2844
Section
Articles