Comparative analysis of stock market price behaviors using machine learning techniques

2022 ◽  
Author(s):  
Surya Rajeswar ◽  
Pon Ramalingam ◽  
T. SudalaiMuthu
Keyword(s):  
Machine Learning ◽  
Comparative Analysis ◽  
Stock Market ◽  
Market Price ◽  
Machine Learning Techniques ◽  
Learning Techniques

scholarly journals Prediction of LQ45 Index in Indonesia Stock Exchange: A Comparative Study of Machine Learning Techniques

2021 ◽  
Vol 14 (1) ◽  
pp. 453-463
Author(s):  
Abdul Syukur ◽  
◽  
Deden Istiawan ◽  
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Exchange ◽  
Market Price ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Classification Models ◽  
Linear Discriminant ◽  
Learning Techniques ◽  
Wide Range

LQ45 is an Indonesia Stock Exchange Index (ISX) incorporate of 45 companies that meet certain criteria to target investors for selecting certain stocks. The prediction of stock price direction in the financial world is a major issue. The implementation of machine learning and other algorithms for market price analysis and forecasting is a very promising field. Different types of classification algorithms were used to predict the stock market. However, when individual studies are considered separately there is no clear consensus that algorithms work best. In this research, a comparison framework is proposed, which aims to benchmark the performance of a wide range of classification models and use them to predict the LQ45 index. The data in this research contains the transaction level and capitalization size are obtained from the Indonesian Stock Exchange (ISX). For analysis purposes, we set out 10 classifiers that can be used to build classification models and test their performance in the LQ45 dataset. The performance criterion chosen to measure this effect is accuracy, recall, and precision. The results showed that the random forest algorithm had the best performance for predicting the LQ45 index. Whilst the classification and regression trees, C4.5, support vector machine, and logistic regression algorithms also perform well. Besides, the models based on traditional statisticalbased learners that are Naïve Bayes and linear discriminant analysis seem to underperform for predicting the LQ45 index. These results are not only beneficial to enrichment the machine learning techniques literature but also have a significant influence on the stock market prediction in terms of the ability to predict the LQ45 index.

scholarly journals Stock Market Prediction Using Machine Learning Techniques

2021 ◽  
Author(s):  
Reshma R ◽  
Usha Naidu S ◽  
Sathiyavathi V ◽  
SaiRamesh L
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Market Price ◽  
Future Trend ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Future Market ◽  
Learning Techniques ◽  
The Future ◽  
Rbf Kernel

Predicting the future in all the areas using machine learning techniques was the recent research in the current scenario. Stock market is one among them which needs the prediction future market to invest in the new enterprise or to sell their existing shares to get profit. This need the efficient prediction technique which studies the previous exchanges of stock market and gives the future prediction based on that. This article proposed the prediction system of stock market price based on the exchange takes place in previous scenario. The system studies the diversing effect of market price of product in a particular time gap and analyze its future trend whether it’s loss or gain. During the system of thinking about diverse strategies and variables that should be taken into account, we observed out that strategies like random forest, Support vector machine and regression algorithm. Support vector regression is a beneficial and effective gadget gaining knowledge of approach to apprehend sample of time collection dataset. The data collected for the four years duration which was accumulated to get the expecting prices of the share of the firm. It can produce true prediction end result if the fee of essential parameters may be decided properly. It has been located that the guide vector regression version with RBF kernel indicates higher overall performance while in comparison with different models.

Comparative Analysis of Machine Learning Techniques Using Predictive Modeling

2020 ◽  
Vol 13 ◽  
Author(s):  
Ritu Khandelwal ◽  
Hemlata Goyal ◽  
Rajveer Singh Shekhawat
Keyword(s):  
Machine Learning ◽  
Comparative Analysis ◽  
Data Science ◽  
Training Data ◽  
Machine Learning Techniques ◽  
Future Trends ◽  
Data Set ◽  
Learning Stage ◽  
Learning Techniques ◽  
Different Types

Introduction: Machine learning is an intelligent technology that works as a bridge between businesses and data science. With the involvement of data science, the business goal focuses on findings to get valuable insights on available data. The large part of Indian Cinema is Bollywood which is a multi-million dollar industry. This paper attempts to predict whether the upcoming Bollywood Movie would be Blockbuster, Superhit, Hit, Average or Flop. For this Machine Learning techniques (classification and prediction) will be applied. To make classifier or prediction model first step is the learning stage in which we need to give the training data set to train the model by applying some technique or algorithm and after that different rules are generated which helps to make a model and predict future trends in different types of organizations. Methods: All the techniques related to classification and Prediction such as Support Vector Machine(SVM), Random Forest, Decision Tree, Naïve Bayes, Logistic Regression, Adaboost, and KNN will be applied and try to find out efficient and effective results. All these functionalities can be applied with GUI Based workflows available with various categories such as data, Visualize, Model, and Evaluate. Result: To make classifier or prediction model first step is learning stage in which we need to give the training data set to train the model by applying some technique or algorithm and after that different rules are generated which helps to make a model and predict future trends in different types of organizations Conclusion: This paper focuses on Comparative Analysis that would be performed based on different parameters such as Accuracy, Confusion Matrix to identify the best possible model for predicting the movie Success. By using Advertisement Propaganda, they can plan for the best time to release the movie according to the predicted success rate to gain higher benefits. Discussion: Data Mining is the process of discovering different patterns from large data sets and from that various relationships are also discovered to solve various problems that come in business and helps to predict the forthcoming trends. This Prediction can help Production Houses for Advertisement Propaganda and also they can plan their costs and by assuring these factors they can make the movie more profitable.

scholarly journals A Comparative Analysis of Machine Learning Techniques for Spam Detection

2021 ◽  
pp. 657-661
Author(s):  
Rashida Ali ◽  
Ibrahim Rampurawala ◽  
Mayuri Wandhe ◽  
Ruchika Shrikhande ◽  
Arpita Bhatkar
Keyword(s):  
Machine Learning ◽  
Natural Language Processing ◽  
Comparative Analysis ◽  
Natural Language ◽  
Language Processing ◽  
High Volume ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Spam Detection ◽  
Learning Techniques

Internet provides a medium to connect with individuals of similar or different interests creating a hub. Since a huge hub participates on these platforms, the user can receive a high volume of messages from different individuals creating a chaos and unwanted messages. These messages sometimes contain a true information and sometimes false, which leads to a state of confusion in the minds of the users and leads to first step towards spam messaging. Spam messages means an irrelevant and unsolicited message sent by a known/unknown user which may lead to a sense of insecurity among users. In this paper, the different machine learning algorithms were trained and tested with natural language processing (NLP) to classify whether the messages are spam or ham.

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