Enhancing Stock Trend Prediction Models by Mining Relational Graphs of Stock Prices

2020 ◽  
Author(s):  
Hung-Yang Li ◽  
Vincent S. Tseng ◽  
Philip S. Yu
Keyword(s):  
Stock Prices ◽  
Prediction Models ◽  
Trend Prediction ◽  
Relational Graphs

scholarly journals Bankruptcy Prediction And Its Effect On Stock Prices As Impact Of The COVID-19 Pandemic

2021 ◽  
Vol 25 ◽  
pp. 567-582
Author(s):  
Muhammad Ramadhani Kesuma ◽  
Felisitas Defung ◽  
Anisa Kusumawardani
Keyword(s):  
Prediction Model ◽  
Strong Evidence ◽  
Stock Prices ◽  
Stock Price ◽  
Prediction Models ◽  
Bankruptcy Prediction ◽  
Business Sector ◽  
The World ◽  
Hotel Sector

As COVID-19 pandemic hit the world since early 2020, one business sector in many countries that struggling to survive is tourism and its derivatives, such as restaurants and hotels.  This study aims to examine the accuracy of the Springate and Grover models in predicting bankruptcy, as well as the effect on stock prices of tourism, restaurant, and hotel sector in Indonesia. The results show that all sample tourism, restaurant, and hotel companies are bankrupt under the Springate model, whilst according to Grover's model the findings are varied during the study period. Furthermore, the Grover model is implied to be more accurate than the Springate model. The effect of both prediction models on stock price appears dissimilar. Springate's prediction model suggests a positive and significant effect on stock prices, whereas there is no strong evidence about the effect of Grover’s prediction model.

Algorithmic Machine Learning for Prediction of Stock Prices

2019 ◽  
pp. 142-169
Author(s):  
Mirza O. Beg ◽  
Mubashar Nazar Awan ◽  
Syed Shahzaib Ali
Keyword(s):  
Machine Learning ◽  
Stock Prices ◽  
Prediction Models ◽  
Stock Exchange ◽  
Moving Average ◽  
Daily Basis ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Daily News ◽  
Trading Decisions

Stock markets and relevant entities generate enormous amounts of data on a daily basis and are accessible from various channels such as stock exchange, economic reviews, and employer monetary reports. In recent times, machine learning techniques have proven to be very helpful in making better trading decisions. Machine learning algorithms use complex logic to observe and learn the behavior of stocks using historical data which can be used to predict future movements of the stock. Technical indicators such as rolling mean, momentum, and exponential moving average are calculated to convert the data into meaningful information. Furthermore, this information can be used to build machine learning prediction models that learn different patterns in the data and make future predictions for accurate financial forecasting. Additional factors that are being used for stock prediction include social media influences and daily news on trading stocks. Considering these qualitative and quantitative features at the same time result in improved prediction models.

scholarly journals KOMPARASI MODEL SUPPORT VECTOR MACHINES (SVM) DAN NEURAL NETWORK UNTUK MENGETAHUI TINGKAT AKURASI PREDIKSI TERTINGGI HARGA SAHAM

2017 ◽  
Vol 3 (1) ◽  
Author(s):  
R. Hadapiningradja Kusumodestoni ◽  
Sarwido Sarwido
Keyword(s):  
Neural Network ◽  
Support Vector Machine ◽  
Stock Prices ◽  
Prediction Accuracy ◽  
High Accuracy ◽  
Stock Index ◽  
Support Vector ◽  
Accuracy Rate ◽  
Trend Prediction ◽  
Data Set

There are many types of investments to make money, one of which is in the form of shares. Shares is a trading company dealing with securities in the global capital markets. Stock Exchange or also called stock market is actually the activities of private companies in the form of buying and selling investments. To avoid losses in investing, we need a model of predictive analysis with high accuracy and supported by data - lots of data and accurately. The correct techniques in the analysis will be able to reduce the risk for investors in investing. There are many models used in the analysis of stock price movement prediction, in this study the researchers used models of neural networks (NN) and a model of support vector machine (SVM). Based on the background of the problems that have been mentioned in the previous description it can be formulated the problem as follows: need an algorithm that can predict stock prices, and need a high accuracy rate by adding a data set on the prediction, two algorithms will be investigated expected results last researchers can deduce where the algorithm accuracy rate predictions are the highest or accurate, then the purpose of this study was to mengkomparasi or compare between the two algorithms are algorithms Neural Network algorithm and Support Vector Machine which later on the end result has an accuracy rate forecast stock prices highest to see the error value RMSEnya. After doing research using the model of neural network and model of support vector machine (SVM) to predict the stock using the data value of the shares on the stock index hongkong dated July 20, 2016 at 16:26 pm until the date of 15 September 2016 at 17:40 pm as many as 729 data sets within an interval of 5 minute through a process of training, learning, and then continue the process of testing so the result is that by using a neural network model of the prediction accuracy of 0.503 +/- 0.009 (micro 503) while using the model of support vector machine (SVM) accuracy of the predictions for 0477 + / - 0.008 (micro: 0477) so that after a comparison can be concluded that the neural network models have trend prediction accuracy higher than the model of support vector machine (SVM).

scholarly journals Predicting Intraday Prices in the Frontier Stock Market of Romania Using Machine Learning Algorithms

2020 ◽  
pp. 170-179
Author(s):  
Dan Gabriel ANGHEL
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Prices ◽  
Prediction Accuracy ◽  
Prediction Models ◽  
State Of The Art ◽  
Predictive Ability ◽  
Weak Form ◽  
Machine Learning Algorithms ◽  
Forecasting Models

This paper investigates if forecasting models based on Machine Learning (ML) Algorithms are capable to predict intraday prices in the small, frontier stock market of Romania. The results show that this is indeed the case. Moreover, the prediction accuracy of the various models improves as the forecasting horizon increases. Overall, ML forecasting models are superior to the passive buy and hold strategy, as well as to a naïve strategy that always predicts the last known price action will continue. However, we also show that this superior predictive ability cannot be converted into “abnormal”, economically significant profits after considering transaction costs. This implies that intraday stock prices incorporate information within the accepted bounds of weak-form market efficiency, and cannot be “timed” even by sophisticated investors equipped with state of the art ML prediction models.

scholarly journals A Stock Prices Prediction Approach Via Neural Network by Several Investor Indicators

2019 ◽  
pp. 477-484
Author(s):  
Yahui Chen ◽  
Zhan Wen ◽  
Qi Li ◽  
Yuwen Pan ◽  
Xia Zu ◽  
...  
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Bp Neural Network ◽  
Stock Prices ◽  
Stock Price ◽  
Quantitative Data ◽  
Prediction Models ◽  
Investor Behavior ◽  
Prediction Approach ◽  
The Impact

The prediction of stock indicators such as prices, trends and market indices is the focus of researchers. However, stock market has the characteristics of high noise and non-linearity. Generally, linear algorithms are not good for predicting stock market indicators. Therefore, BP neural network, a model suitable for nonlinear task, is widely used in stock market forecasting. However, many BP neural network prediction models are only based on historical stock quantitative data, and do not consider the impact of investor behavior on the stock market. Therefore, based on historical stock data and quantitative data of investor behavior of ten selected Chinese stocks, this paper trains a three-layer BP neural network to predict the stock prices such as the highest price ,the opening price ,the closing price, the lowest price in a short term. And then, the model that incorporates the investor behavior indicator is compared with the model that is not added. The results show that investor behavior indicators can improve the accuracy and generalization of the stock price forecasting model effectively, especially when the model based on stock quantitative data has a poor prediction accuracy on the test set.

scholarly journals Application of network theory to study spatio-temporal evolution in the weekend effect in urban areas

2021 ◽  
Author(s):  
Iván Y. Hernández-Paniagua ◽  
Rodrigo López Farías ◽  
Juan A. Pichardo Corpus
Keyword(s):  
Urban Areas ◽  
Prediction Models ◽  
Control Strategies ◽  
Moving Average ◽  
Ground Level ◽  
Temporal Variations ◽  
Weekend Effect ◽  
Anthropogenic Activity ◽  
Trend Prediction ◽  
Spatio Temporal

The occurrence of higher ground-level O3 concentrations on weekends rather than on weekdays, despite reduced anthropogenic activity in urban areas, is known as the O3 weekend effect (OWE). Here, we present an approach to analyse OWE spatio-temporal variations in urban areas, integrated by the trend, prediction and network representation. We used data from ten monitoring sites geographically distributed within the Mexico City Metropolitan Area (MCMA) recorded during 1994-2018. The OWE occurrence within the MCMA ranged typically between 40 and 60 % of the total weeks per year. The annual differences between weekday and weekend O3 peaks (magnitudes) showed were most significant on Sundays. Naive, Linear and Auto-regressive Integrated Moving Average models were tested for predicting the OWE annual occurrences and magnitudes. There was no single model that outperformed significantly for predicting OWE at all sites. The proposed concept of generalised OWE (GOWE) implies that at least half of the sites under study exhibited simultaneous OWE occurrence. GOWE is represented as a network and its integration with prediction models is useful to determinate the OWE spread over the MCMA in the following years. The GOWE occurrence showed an increasing trend interpreted as the spread of VOC-limited conditions over most of the MCMA. Predicted data suggest that, with the current emission control policies, the GOWE will continue occurring. The integrated methodology presented permits the acquisition of valuable insights into the design of potential air quality control strategies.

Evaluation of Pattern Based Customized Approach for Stock Market Trend Prediction With Big Data and Machine Learning Techniques

2019 ◽  
Vol 6 (3) ◽  
pp. 1-15 ◽  
Author(s):  
Jai Prakash Verma ◽  
Sudeep Tanwar ◽  
Sanjay Garg ◽  
Ishit Gandhi ◽  
Nikita H. Bachani
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Prices ◽  
Time Window ◽  
Stock Exchange ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Trend Prediction ◽  
Stock Market Forecasting ◽  
Learning Techniques

The stock market is very volatile and non-stationary and generates huge volumes of data in every second. In this article, the existing machine learning algorithms are analyzed for stock market forecasting and also a new pattern-finding algorithm for forecasting stock trend is developed. Three approaches can be used to solve the problem: fundamental analysis, technical analysis, and the machine learning. Experimental analysis done in this article shows that the machine learning could be useful for investors to make profitable decisions. In order to conduct these processes, a real-time dataset has been obtained from the Indian stock market. This article learns the model from Indian National Stock Exchange (NSE) data obtained from Yahoo API to forecast stock prices and targets to make a profit over time. In this article, two separate algorithms and methodologies are analyzed to forecast stock market trends and iteratively improve the model to achieve higher accuracy. Results are showing that the proposed pattern-based customized algorithm is more accurate (10 to 15%) as compared to other two machine learning techniques, which are also increased as the time window increases.

scholarly journals A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions

Mathematics ◽  
2021 ◽  
Vol 9 (23) ◽  
pp. 3094
Author(s):  
Li-Chen Cheng ◽  
Yu-Hsiang Huang ◽  
Ming-Hua Hsieh ◽  
Mu-En Wu
Keyword(s):  
Stock Market ◽  
Financial Market ◽  
Stock Prices ◽  
Trading Volume ◽  
Prediction Models ◽  
Trading Strategies ◽  
Q Learning ◽  
Price Prediction ◽  
Market Trends ◽  
Stock Market Investors

The prediction of stocks is complicated by the dynamic, complex, and chaotic environment of the stock market. Investors put their money into the financial market, hoping to maximize profits by understanding market trends and designing trading strategies at the entry and exit points. Most studies propose machine learning models to predict stock prices. However, constructing trading strategies is helpful for traders to avoid making mistakes and losing money. We propose an automatic trading framework using LSTM combined with deep Q-learning to determine the trading signal and the size of the trading position. This is more sophisticated than traditional price prediction models. This study used price data from the Taiwan stock market, including daily opening price, closing price, highest price, lowest price, and trading volume. The profitability of the system was evaluated using a combination of different states of different stocks. The profitability of the proposed system was positive after a long period of testing, which means that the system performed well in predicting the rise and fall of stocks.

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