
This paper presents APEX AI, a professional-grade equity trading signal platform designed for National Stock Exchange (NSE) listed Indian stocks. The system employs a heterogeneous ensemble of three complementary machine learning models: Gated Recurrent Unit (GRU) networks for sequential pattern capture, Temporal Convolutional Networks (TCN) for multi-scale temporal feature extraction, and LightGBM for gradient-boosted tabular learning. These models are fused through a soft-voting ensemble to produce probabilistic price forecasts expressed as P10, P50, and P90 quantile estimates over a 14-day horizon. A four-stage gate architecture governs signal quality, filtering signals based on trend alignment, volatility regime, volume confirmation, and risk-adjusted expected return. The platform exposes predictions through a FastAPI backend and a React/TypeScript/Vite frontend featuring a TradingView-style candlestick chart with an integrated forecast cone. Experimental evaluation on historical NSE data demonstrates directional accuracy above 62%, with the ensemble outperforming any individual constituent model.
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 0 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
