Does Machine Learning Algorithms Improve Forecasting Accuracy? Predicting Stock Market Index Using Ensemble Model

2020 ◽  
pp. 511-519
Author(s):  
T. Viswanathan ◽  
Manu Stephen
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Ensemble Model ◽  
Stock Market Index ◽  
Forecasting Accuracy ◽  
Market Index

scholarly journals Predicting hospitalization following psychiatric crisis care using machine learning

2020 ◽  
Vol 20 (1) ◽  
Author(s):  
Matthijs Blankers ◽  
Louk F. M. van der Post ◽  
Jack J. M. Dekker
Keyword(s):  
Machine Learning ◽  
Logistic Regression ◽  
Prediction Models ◽  
Learning Algorithms ◽  
Nearest Neighbors ◽  
Machine Learning Algorithms ◽  
Gradient Boosting ◽  
Ensemble Model ◽  
K Nearest Neighbors ◽  
Crisis Care

Abstract Background Accurate prediction models for whether patients on the verge of a psychiatric criseis need hospitalization are lacking and machine learning methods may help improve the accuracy of psychiatric hospitalization prediction models. In this paper we evaluate the accuracy of ten machine learning algorithms, including the generalized linear model (GLM/logistic regression) to predict psychiatric hospitalization in the first 12 months after a psychiatric crisis care contact. We also evaluate an ensemble model to optimize the accuracy and we explore individual predictors of hospitalization. Methods Data from 2084 patients included in the longitudinal Amsterdam Study of Acute Psychiatry with at least one reported psychiatric crisis care contact were included. Target variable for the prediction models was whether the patient was hospitalized in the 12 months following inclusion. The predictive power of 39 variables related to patients’ socio-demographics, clinical characteristics and previous mental health care contacts was evaluated. The accuracy and area under the receiver operating characteristic curve (AUC) of the machine learning algorithms were compared and we also estimated the relative importance of each predictor variable. The best and least performing algorithms were compared with GLM/logistic regression using net reclassification improvement analysis and the five best performing algorithms were combined in an ensemble model using stacking. Results All models performed above chance level. We found Gradient Boosting to be the best performing algorithm (AUC = 0.774) and K-Nearest Neighbors to be the least performing (AUC = 0.702). The performance of GLM/logistic regression (AUC = 0.76) was slightly above average among the tested algorithms. In a Net Reclassification Improvement analysis Gradient Boosting outperformed GLM/logistic regression by 2.9% and K-Nearest Neighbors by 11.3%. GLM/logistic regression outperformed K-Nearest Neighbors by 8.7%. Nine of the top-10 most important predictor variables were related to previous mental health care use. Conclusions Gradient Boosting led to the highest predictive accuracy and AUC while GLM/logistic regression performed average among the tested algorithms. Although statistically significant, the magnitude of the differences between the machine learning algorithms was in most cases modest. The results show that a predictive accuracy similar to the best performing model can be achieved when combining multiple algorithms in an ensemble model.

scholarly journals Stock Market Prediction using Machine Learning

2021 ◽  
Vol 9 (VI) ◽  
pp. 3628-3632
Author(s):  
Prof. Gowrishankar B S
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Price ◽  
Predictive Analytics ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Stock Market Prediction ◽  
The Future ◽  
Complicated Model

Stock market is one of the most complicated and sophisticated ways to do business. Small ownerships, brokerage corporations, banking sectors, all depend on this very body to make revenue and divide risks; a very complicated model. However, this paper proposes to use machine learning algorithms to predict the future stock price for exchange by using pre-existing algorithms to help make this unpredictable format of business a little more predictable. The use of machine learning which makes predictions based on the values of current stock market indices by training on their previous values. Machine learning itself employs different models to make prediction easier and authentic. The data has to be cleansed before it can be used for predictions. This paper focuses on categorizing various methods used for predictive analytics in different domains to date, their shortcomings.

A Regression Analysis of Stock Market Prediction Using Machine Learning Algorithms

2021 ◽  
Author(s):  
Niraj Shukla ◽  
Subham Sanoriya ◽  
Narendra Yadav ◽  
Sudhakar Mourya ◽  
A S Mohammed Shariff
Keyword(s):  
Machine Learning ◽  
Regression Analysis ◽  
Stock Market ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Stock Market Prediction

scholarly journals Stock Market Prediction using Machine Learning: A Systematic Literature Review

2017 ◽  
Vol 4 (3) ◽  
pp. 123-128
Author(s):  
Siddhartha Vadlamudi
Keyword(s):  
Machine Learning ◽  
Literature Review ◽  
Stock Market ◽  
Systematic Literature Review ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
The Other ◽  
Stock Market Prediction ◽  
Stock Value ◽  
Challenging Tasks

Different machine learning algorithms are discussed in this literature review. These algorithms can be used for predicting the stock market. The prediction of the stock market is one of the challenging tasks that must have to be handled. In this paper, it is discussed how the machine learning algorithms can be used for predicting the stock value. Different attributes are identified that can be used for training the algorithm for this purpose. Some of the other factors are also discussed that can have an effect on the stock value.

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