scholarly journals Analytics of stock market prices based on machine learning algorithms

Author(s):  
Puteri Hasya Damia Abd Samad ◽  
Sofianita Mutalib ◽  
Shuzlina Abdul-Rahman

This study focuses on the use of machine learning algorithms to analyse financial news on stock market prices. Stock market prediction is a challenging task because the market is known to be very volatile and dynamic. Investors face these kinds of problems as they do not properly understand which stock product to subscribe or when to sell the product with an optimum profit. Analyzing the information individually or manually is a tedious task as many aspects have to be considered. Five different companies from Bursa Malaysia namely CIMB, Sime Darby, Axiata, Maybank and Petronas were chosen in this study. Two sets of experiments were performed based on different data types. The first experiment employs textual data involving 6368 articles, extracted from financial news that have been classified into positive or negative using Support Vector Machine (SVM) algorithm. Bags of words and bags of combination words are extracted as the features for the first experiment. The second experiment employs the numeric data type extracted from historical data involving 5321 records to predict whether the stock price is going up (positive) or down (negative) using Random Forest algorithm. The Rain Forest algorithm gives better accuracy in comparison with SVM algorithm with 99% and 68% accuracy respectively. The results demonstrate the complexities of the textual-based data and demand better feature extraction technique.


Author(s):  
Prof. Gowrishankar B S

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.



Author(s):  
V. Serbin ◽  
U. Zhenisserov

Since the stock market is one of the most important areas for investors, stock market price trend prediction is still a hot subject for researchers in both financial and technical fields. Lately, a lot of work has been analyzed and done in the field of machine learning algorithms for analyzing price patterns and predicting stock prices and index changes. Currently, machine-learning methods are receiving a lot of attention for predicting prices in financial markets. The main goal of current research is to improve and develop a system for predicting future prices in financial markets with higher accuracy using machine-learning methods. Precise predicting stock market returns is a very difficult task due to the volatile and non-linear nature of financial stock markets. With the advent of artificial intelligence and machine learning, forecasting methods have become more effective at predicting stock prices. In this article, we looked at the machine learning techniques that have been used to trade stocks to predict price changes before an actual rise or fall in the stock price occurs. In particular, the article discusses in detail the use of support vector machines, linear regression, and prediction using decision stumps, classification using the nearest neighbor algorithm, and the advantages and disadvantages of each method. The paper introduces parameters and variables that can be used to recognize stock price patterns that might be useful in future stock forecasting, and how the boost can be combined with other learning algorithms to improve the accuracy of such forecasting systems.



2019 ◽  
Vol 8 (3) ◽  
pp. 1224-1228

Prediction of Stock price is now a day’s an existing and interesting research area in financial and academic sectors to know the scale of economies. There did not exists any significant set of rules to estimate and predict the scale of share in the stock exchange. Many evolutionary technologies are existing such as technical, fundamental, time, statistical and series analysis which help us to attempt the prediction process, but none of the methods are proved as reliable and accurate tool to the society in the estimation of stock exchange or share market scales. Here in this paper we attempted to do innovative work through Machine Learning approach to predict or sense the behaviour tracking of the stock market sensex. Linear regression, Support Vector regression, Decision Tree, Ramdom Forest Regressor and Extra Tree Regressor are the Machine Learning models implemented effectively in predicting the stock prices and define the activity between the exchanges the securities between the buyers and sellers. We predicted the price of the stock based on the closing value and stock price. An algorithm with high accuracy we do the process of comparison for the accuracy of each of the model and finally is considered as better algorithm for predicting stock price. As share market is a vague domain we cannot predict the conditions occur, and also share market can never be predicted, this job can be done easily and technically through this work and the main aim of this paper is to apply algorithms in Machine Learning in predicting the stock prices.



2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.



Sensors ◽  
2021 ◽  
Vol 21 (13) ◽  
pp. 4324
Author(s):  
Moaed A. Abd ◽  
Rudy Paul ◽  
Aparna Aravelli ◽  
Ou Bai ◽  
Leonel Lagos ◽  
...  

Multifunctional flexible tactile sensors could be useful to improve the control of prosthetic hands. To that end, highly stretchable liquid metal tactile sensors (LMS) were designed, manufactured via photolithography, and incorporated into the fingertips of a prosthetic hand. Three novel contributions were made with the LMS. First, individual fingertips were used to distinguish between different speeds of sliding contact with different surfaces. Second, differences in surface textures were reliably detected during sliding contact. Third, the capacity for hierarchical tactile sensor integration was demonstrated by using four LMS signals simultaneously to distinguish between ten complex multi-textured surfaces. Four different machine learning algorithms were compared for their successful classification capabilities: K-nearest neighbor (KNN), support vector machine (SVM), random forest (RF), and neural network (NN). The time-frequency features of the LMSs were extracted to train and test the machine learning algorithms. The NN generally performed the best at the speed and texture detection with a single finger and had a 99.2 ± 0.8% accuracy to distinguish between ten different multi-textured surfaces using four LMSs from four fingers simultaneously. The capability for hierarchical multi-finger tactile sensation integration could be useful to provide a higher level of intelligence for artificial hands.



2020 ◽  
Vol 12 (7) ◽  
pp. 1218
Author(s):  
Laura Tuşa ◽  
Mahdi Khodadadzadeh ◽  
Cecilia Contreras ◽  
Kasra Rafiezadeh Shahi ◽  
Margret Fuchs ◽  
...  

Due to the extensive drilling performed every year in exploration campaigns for the discovery and evaluation of ore deposits, drill-core mapping is becoming an essential step. While valuable mineralogical information is extracted during core logging by on-site geologists, the process is time consuming and dependent on the observer and individual background. Hyperspectral short-wave infrared (SWIR) data is used in the mining industry as a tool to complement traditional logging techniques and to provide a rapid and non-invasive analytical method for mineralogical characterization. Additionally, Scanning Electron Microscopy-based image analyses using a Mineral Liberation Analyser (SEM-MLA) provide exhaustive high-resolution mineralogical maps, but can only be performed on small areas of the drill-cores. We propose to use machine learning algorithms to combine the two data types and upscale the quantitative SEM-MLA mineralogical data to drill-core scale. This way, quasi-quantitative maps over entire drill-core samples are obtained. Our upscaling approach increases result transparency and reproducibility by employing physical-based data acquisition (hyperspectral imaging) combined with mathematical models (machine learning). The procedure is tested on 5 drill-core samples with varying training data using random forests, support vector machines and neural network regression models. The obtained mineral abundance maps are further used for the extraction of mineralogical parameters such as mineral association.



Author(s):  
Pratyush Kaware

In this paper a cost-effective sensor has been implemented to read finger bend signals, by attaching the sensor to a finger, so as to classify them based on the degree of bent as well as the joint about which the finger was being bent. This was done by testing with various machine learning algorithms to get the most accurate and consistent classifier. Finally, we found that Support Vector Machine was the best algorithm suited to classify our data, using we were able predict live state of a finger, i.e., the degree of bent and the joints involved. The live voltage values from the sensor were transmitted using a NodeMCU micro-controller which were converted to digital and uploaded on a database for analysis.



2018 ◽  
Vol 7 (2.8) ◽  
pp. 684 ◽  
Author(s):  
V V. Ramalingam ◽  
Ayantan Dandapath ◽  
M Karthik Raja

Heart related diseases or Cardiovascular Diseases (CVDs) are the main reason for a huge number of death in the world over the last few decades and has emerged as the most life-threatening disease, not only in India but in the whole world. So, there is a need of reliable, accurate and feasible system to diagnose such diseases in time for proper treatment. Machine Learning algorithms and techniques have been applied to various medical datasets to automate the analysis of large and complex data. Many researchers, in recent times, have been using several machine learning techniques to help the health care industry and the professionals in the diagnosis of heart related diseases. This paper presents a survey of various models based on such algorithms and techniques andanalyze their performance. Models based on supervised learning algorithms such as Support Vector Machines (SVM), K-Nearest Neighbour (KNN), NaïveBayes, Decision Trees (DT), Random Forest (RF) and ensemble models are found very popular among the researchers.



Sensors ◽  
2018 ◽  
Vol 18 (10) ◽  
pp. 3532 ◽  
Author(s):  
Nicola Mansbridge ◽  
Jurgen Mitsch ◽  
Nicola Bollard ◽  
Keith Ellis ◽  
Giuliana Miguel-Pacheco ◽  
...  

Grazing and ruminating are the most important behaviours for ruminants, as they spend most of their daily time budget performing these. Continuous surveillance of eating behaviour is an important means for monitoring ruminant health, productivity and welfare. However, surveillance performed by human operators is prone to human variance, time-consuming and costly, especially on animals kept at pasture or free-ranging. The use of sensors to automatically acquire data, and software to classify and identify behaviours, offers significant potential in addressing such issues. In this work, data collected from sheep by means of an accelerometer/gyroscope sensor attached to the ear and collar, sampled at 16 Hz, were used to develop classifiers for grazing and ruminating behaviour using various machine learning algorithms: random forest (RF), support vector machine (SVM), k nearest neighbour (kNN) and adaptive boosting (Adaboost). Multiple features extracted from the signals were ranked on their importance for classification. Several performance indicators were considered when comparing classifiers as a function of algorithm used, sensor localisation and number of used features. Random forest yielded the highest overall accuracies: 92% for collar and 91% for ear. Gyroscope-based features were shown to have the greatest relative importance for eating behaviours. The optimum number of feature characteristics to be incorporated into the model was 39, from both ear and collar data. The findings suggest that one can successfully classify eating behaviours in sheep with very high accuracy; this could be used to develop a device for automatic monitoring of feed intake in the sheep sector to monitor health and welfare.



Author(s):  
Sandy C. Lauguico ◽  
◽  
Ronnie S. Concepcion II ◽  
Jonnel D. Alejandrino ◽  
Rogelio Ruzcko Tobias ◽  
...  

The arising problem on food scarcity drives the innovation of urban farming. One of the methods in urban farming is the smart aquaponics. However, for a smart aquaponics to yield crops successfully, it needs intensive monitoring, control, and automation. An efficient way of implementing this is the utilization of vision systems and machine learning algorithms to optimize the capabilities of the farming technique. To realize this, a comparative analysis of three machine learning estimators: Logistic Regression (LR), K-Nearest Neighbor (KNN), and Linear Support Vector Machine (L-SVM) was conducted. This was done by modeling each algorithm from the machine vision-feature extracted images of lettuce which were raised in a smart aquaponics setup. Each of the model was optimized to increase cross and hold-out validations. The results showed that KNN having the tuned hyperparameters of n_neighbors=24, weights='distance', algorithm='auto', leaf_size = 10 was the most effective model for the given dataset, yielding a cross-validation mean accuracy of 87.06% and a classification accuracy of 91.67%.



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