Research and Analysis on the Prediction of Google’s Stock Price Fluctuations in “Black Swan” Events Using a Deep Learning Model Integrated with a Macro Panic Index

DOI

10.2991/978-94-6239-801-6_143How to use a DOI?

Keywords

Black Swan Event; Stock Market Volatility; Deep Learning; VIX Index

Abstract

In the 21st century, global economic fluctuations have intensified, and black swan events such as the COVID-19 pandemic occurred frequently in 2020. Traditional financial models are unable to cope with sudden market shocks and the problem of prediction failure has become increasingly prominent. Therefore, this study constructs a deep learning framework integrating the macro panic index (VIX), aiming to improve the accuracy of stock price fluctuation prediction in extreme markets. Using Google stocks as the research object, market data from 2015 to 2020 was selected, and the predictive performance of LSTM, CNN-LSTM, GARCH-LSTM, and LSTM-VIX models was compared. The empirical results show that the LSTM-VIX model significantly reduced the mean square error (MSE) during the 2020 crisis period, demonstrating stronger robustness and predictive ability. The study confirms that the introduction of macro risk factors is of great value for constructing a crisis warning system and optimizing financial risk management tools in the post-pandemic era.

Copyright

© 2026 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Yuchen Hu
PY  - 2026
DA  - 2026/10/23
TI  - Research and Analysis on the Prediction of Google’s Stock Price Fluctuations in “Black Swan” Events Using a Deep Learning Model Integrated with a Macro Panic Index
BT  - Proceedings of the 2026 2nd International Conference on Financial Innovation and Marketing Management (FIMM 2026)
PB  - Atlantis Press
SP  - 1377
EP  - 1384
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6239-801-6_143
DO  - 10.2991/978-94-6239-801-6_143
ID  - Hu2026
ER  -