Profit prediction optimization using financial accounting information system by optimized DLSTM

Financial accounting information systems (FAISs) are one of the scientific fields where deep learning (DL) and swarm-based algorithms have recently seen increased use. Nevertheless, the application of these hybrid networks has become more challenging as a result of the heightened complexity imposed by extensive datasets. In order to tackle this issue, we present a new methodology that integrates the twin adjustable reinforced chimp optimization algorithm (TAR-CHOA) with deep long short-term memory (DLSTM) to forecast profits using FAISs. The main contribution of this research is the development of the TAR-CHOA algorithm, which improves the efficacy of profit prediction models. Moreover, due to the unavailability of an appropriate dataset for this particular problem, a newly formed dataset has been constructed by employing fifteen inputs based on the prior Chinese stock market Kaggle dataset. In this study, we have designed and assessed five DLSTM-based optimization algorithms, for forecasting financial accounting profit. The performance of various models has been evaluated and ranked for financial accounting profit prediction. According to our research, the best-performing DL-based model is DLSTM-TAR-CHOA. One constraint of our methodology is its dependence on historical financial accounting data, operating under the assumption that past patterns and relationships will persist in the future. Furthermore, it is important to note that the efficacy of our models may differ based on the distinct attributes and fluctuations observed in various financial markets. These identified limitations present potential avenues for future research to investigate alternative methodologies and broaden the extent of our findings.