Predicting Stock Market Price of Bangladesh: A Comparative Study of Linear Classification Models

2021 ◽  
Author(s):  
Md. Karimuzzaman ◽  
Nusrat Islam ◽  
Sabrina Afroz ◽  
Md. Moyazzem Hossain
Keyword(s):  
Stock Market ◽  
Comparative Study ◽  
Market Price ◽  
Classification Models ◽  
Linear Classification

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.

Share Market Data Prediction Strategies using Deep Learning Algorithm

2019 ◽  
Vol 13 ◽  
Author(s):  
A John. ◽  
D. Praveen Dominic ◽  
M. Adimoolam ◽  
N. M. Balamurugan
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Stock Market ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Market Price ◽  
Stochastic Gradient ◽  
Stochastic Gradient Descent ◽  
Mining Machine ◽  
Gradient Descent Algorithm

Background:: Predictive analytics has a multiplicity of statistical schemes from predictive modelling, data mining, machine learning. It scrutinizes present and chronological data to make predictions about expectations or if not unexplained measures. Most predictive models are used for business analytics to overcome loses and profit gaining. Predictive analytics is used to exploit the pattern in old and historical data. Objective: People used to follow some strategies for predicting stock value to invest in the more profit-gaining stocks and those strategies to search the stock market prices which are incorporated in some intelligent methods and tools. Such strategies will increase the investor’s profits and also minimize their risks. So prediction plays a vital role in stock market gaining and is also a very intricate and challenging process. Method: The proposed optimized strategies are the Deep Neural Network with Stochastic Gradient for stock prediction. The Neural Network is trained using Back-propagation neural networks algorithm and stochastic gradient descent algorithm as optimal strategies. Results: The experiment is conducted for stock market price prediction using python language with the visual package. In this experiment RELIANCE.NS, TATAMOTORS.NS, and TATAGLOBAL.NS dataset are taken as input dataset and it is downloaded from National Stock Exchange site. The artificial neural network component including Deep Learning model is most effective for more than 100,000 data points to train this model. This proposed model is developed on daily prices of stock market price to understand how to build model with better performance than existing national exchange method.

An Extensive Review on Machine Learning and Deep Learning Based Cervical Cancer Diagnosis and Classification Models

2020 ◽  
Vol 17 (12) ◽  
pp. 5438-5446
Author(s):  
C. Suguna ◽  
S. P. Balamurugan
Keyword(s):  
Machine Learning ◽  
Cervical Cancer ◽  
Deep Learning ◽  
Comparative Study ◽  
Cancer Diagnosis ◽  
Pap Smear ◽  
Classification Models ◽  
Extensive Review ◽  
Diagnosis And Classification ◽  
Automated Machine Learning

Cervical cancer is a commonly occurring deadliest disease among women, which needs earlier diagnosis to reduce the prevalence. Pap-smear is considered as a widely employed technique to screen and diagnose cervical cancer. Since classical manual screening techniques are inefficient in the identification of cervical cancer, several research works have been started to develop automated machine learning (ML) and deep learning (DL) tools for cervical cancer diagnosis. This paper surveys the recent works made on cervical cancer diagnosis and classification. The recently presently ML and DL models for cervical cancer diagnosis and classification has been reviewed in detail. Besides, segmentation techniques developed for cervical cancer diagnosis also surveyed. At the end of the survey, a brief comparative study has been carried out to identify the significance of the reviewed methods.

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