scholarly journals Efficient Stock-Market Prediction Using Ensemble Support Vector Machine

2020 ◽  
Vol 10 (1) ◽  
pp. 153-163
Author(s):  
Isaac Kofi Nti ◽  
Adebayo Felix Adekoya ◽  
Benjamin Asubam Weyori
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Feature Selection ◽  
Stock Market ◽  
Stock Price ◽  
Stock Exchange ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Parameter Optimisation ◽  
Kernel Parameter

AbstractPredicting stock-price remains an important subject of discussion among financial analysts and researchers. However, the advancement in technologies such as artificial intelligence and machine learning techniques has paved the way for better and accurate prediction of stock-price in recent years. Of late, Support Vector Machines (SVM) have earned popularity among Machine Learning (ML) algorithms used for predicting stock price. However, a high percentage of studies in algorithmic investments based on SVM overlooked the overfitting nature of SVM when the input dataset is of high-noise and high-dimension. Therefore, this study proposes a novel homogeneous ensemble classifier called GASVM based on support vector machine enhanced with Genetic Algorithm (GA) for feature-selection and SVM kernel parameter optimisation for predicting the stock market. The GA was introduced in this study to achieve a simultaneous optimal of the diverse design factors of the SVM. Experiments carried out with over eleven (11) years’ stock data from the Ghana Stock Exchange (GSE) yielded compelling results. The outcome shows that the proposed model (named GASVM) outperformed other classical ML algorithms (Decision Tree (DT), Random Forest (RF) and Neural Network (NN)) in predicting a 10-day-ahead stock price movement. The proposed (GASVM) showed a better prediction accuracy of 93.7% compared with 82.3% (RF), 75.3% (DT), and 80.1% (NN). It can, therefore, be deduced from the fallouts that the proposed (GASVM) technique puts-up a practical approach feature-selection and parameter optimisation of the different design features of the SVM and thus remove the need for the labour-intensive parameter optimisation.

Data-Driven Trend Forecasting in Stock Market Using Machine Learning Techniques

2020 ◽  
Vol 13 (1) ◽  
pp. 130-149
Author(s):  
Puneet Misra ◽  
Siddharth Chaurasia
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Stock Market ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Raw Data ◽  
Learning Techniques ◽  
Clear Winner ◽  
Trend Forecasting ◽  
Trend Data

Stock market movements are affected by numerous factors making it one of the most challenging problems for forecasting. This article attempts to predict the direction of movement of stock and stock indices. The study uses three classifiers - Artificial Neural Network, Random Forest and Support Vector Machine with four different representation of inputs. First representation uses raw data (open, high, low, close and volume), The second uses ten features in the form of technical indicators generated by use of technical analysis. The third and fourth portrayal presents two different ways of converting the indicator data into discrete trend data. Experimental results suggest that for raw data support vector machine provides the best results. For other representations, there is no clear winner regarding models applied, but portrayal of data by the proposed approach gave best overall results for all the models and financial series. Consistency of the results highlight the importance of feature generation and right representation of dataset to machine learning techniques.

scholarly journals APPLYING MACHINE LEARNING MODELS IN STOCK MARKET PREDICTION

2020 ◽  
pp. 395-398
Author(s):  
Vignesh CK
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Price ◽  
Short Term Memory ◽  
Stock Exchange ◽  
Support Vector ◽  
Company Stock ◽  
The Future ◽  
Future Value ◽  
Past Data

This paper deals with the techniques of attempting to calculate the future value of a company stock or any other financial instrument which is being traded in a stock exchange. This prediction plays a great role in many financing and investing decisions. This calculation can be done by Machine learning by training a model to identify the trend from past data in order to predict the future. The main topic of study here will be the comparative analysis of the SVM and LTSM algorithms. KEYWORDS: Machine learning, Stock price, Stock market, Support vector machine, neural network, long short term memory.

scholarly journals Stock Market Prices Prediction using Random Forest and Extra Tree Regression

2019 ◽  
Vol 8 (3) ◽  
pp. 1224-1228
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Research Area ◽  
Support Vector ◽  
Market Prices ◽  
Machine Learning Approach ◽  
Innovative Work

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.

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 A hybrid method of genetic algorithm and support vector machine for intrusion detection

2021 ◽  
Vol 11 (1) ◽  
pp. 900
Author(s):  
Mushtaq Talb Tally ◽  
Haleh Amintoosi
Keyword(s):  
Machine Learning ◽  
Genetic Algorithm ◽  
Support Vector Machine ◽  
Feature Selection ◽  
Intrusion Detection ◽  
Hybrid Method ◽  
Security Policies ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Learning Techniques

With the development of web applications nowadays, intrusions represent a crucial aspect in terms of violating the security policies. Intrusions can be defined as a specific change in the normal behavior of the network operations that intended to violate the security policies of a particular network and affect its performance. Recently, several researchers have examined the capabilities of machine learning techniques in terms of detecting intrusions. One of the important issues behind using the machine learning techniques lies on employing proper set of features. Since the literature has shown diversity of feature types, there is a vital demand to apply a feature selection approach in order to identify the most appropriate features for intrusion detection. This study aims to propose a hybrid method of Genetic Algorithm and Support Vector Machine. GA has been as a feature selection in order to select the best features, while SVM has been used as a classification method to categorize the behavior into normal and intrusion based on the selected features from GA. A benchmark dataset of intrusions (NSS-KDD) has been in the experiment. In addition, the proposed method has been compared with the traditional SVM. Results showed that GA has significantly improved the SVM classification by achieving 0.927 of f-measure.

Using Machine Learning Algorithms on Prediction of Stock Price

2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen
Keyword(s):  
Machine Learning ◽  
Stock Price ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Short Term ◽  
Learning Techniques ◽  
Historical Database ◽  
Long Short Term Memory

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.

scholarly journals Stock Market Prediction Using Machine Learning Techniques: A Decade Survey on Methodologies, Recent Developments, and Future Directions

Electronics ◽  
2021 ◽  
Vol 10 (21) ◽  
pp. 2717
Author(s):  
Nusrat Rouf ◽  
Majid Bashir Malik ◽  
Tasleem Arif ◽  
Sparsh Sharma ◽  
Saurabh Singh ◽  
...  
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Digital Libraries ◽  
Stock Price ◽  
Ensemble Methods ◽  
Machine Learning Techniques ◽  
Learning Approaches ◽  
Stock Market Prediction ◽  
Research Areas ◽  
Recent Developments

With the advent of technological marvels like global digitization, the prediction of the stock market has entered a technologically advanced era, revamping the old model of trading. With the ceaseless increase in market capitalization, stock trading has become a center of investment for many financial investors. Many analysts and researchers have developed tools and techniques that predict stock price movements and help investors in proper decision-making. Advanced trading models enable researchers to predict the market using non-traditional textual data from social platforms. The application of advanced machine learning approaches such as text data analytics and ensemble methods have greatly increased the prediction accuracies. Meanwhile, the analysis and prediction of stock markets continue to be one of the most challenging research areas due to dynamic, erratic, and chaotic data. This study explains the systematics of machine learning-based approaches for stock market prediction based on the deployment of a generic framework. Findings from the last decade (2011–2021) were critically analyzed, having been retrieved from online digital libraries and databases like ACM digital library and Scopus. Furthermore, an extensive comparative analysis was carried out to identify the direction of significance. The study would be helpful for emerging researchers to understand the basics and advancements of this emerging area, and thus carry-on further research in promising directions.

scholarly journals THE EFFICIENCY OF ENSEMBLE CLASSIFIERS IN PREDICTING THE JOHANNESBURG STOCK EXCHANGE ALL-SHARE INDEX DIRECTION

2019 ◽  
Vol 07 (02) ◽  
pp. 1950001
Author(s):  
THABANG MOKOALELI-MOKOTELI ◽  
SHAUN RAMSUMAR ◽  
HIMA VADAPALLI
Keyword(s):  
Logistic Regression ◽  
Stock Market ◽  
Prediction Models ◽  
Stock Exchange ◽  
Machine Learning Techniques ◽  
Ensemble Prediction ◽  
Support Vector ◽  
Ensemble Classifiers ◽  
Ensemble Models ◽  
Johannesburg Stock Exchange

The success of investors in obtaining huge financial rewards from the stock market depends on their ability to predict the direction of the stock market index. The purpose of this study is to evaluate the efficacy of several ensemble prediction models (Boosted, RUS-Boosted, Subspace Disc, Bagged, and Subspace KNN) in predicting the daily direction of the Johannesburg Stock Exchange (JSE) All-Share index compared to other commonly used machine learning techniques including support vector machines (SVM), logistic regression and [Formula: see text]-nearest neighbor (KNN). The findings in this study show that, among all ensemble models, Boosted algorithm is the best performer followed by RUS-Boosted. When compared to the other techniques, ensemble technique (represented by Boosted) outperformed these techniques, followed by KNN, logistic regression and SVM, respectively. These findings suggest that investors should include ensemble models among the index prediction models if they want to make huge profits in the stock markets. However, not all investors can benefit from this as models may suffer from alpha decay as more and more investors use them, implying that the successful algorithms have limited shelf life.

Network traffic analysis using Machine Learning Techniques in IoT Network

2021 ◽  
Vol 9 (4) ◽  
pp. 0-0
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Network Traffic ◽  
Traffic Analysis ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Static And Dynamic Analysis ◽  
Network Traffic Analysis ◽  
Cyber Threats ◽  
Network Topologies

Internet of things devices are not very intelligent and resource-constrained; thus, they are vulnerable to cyber threats. Cyber threats would become potentially harmful and lead to infecting the machines, disrupting the network topologies, and denying services to their legitimate users. Artificial intelligence-driven methods and advanced machine learning-based network investigation prevent the network from malicious traffics. In this research, a support vector machine learning technique was used to classify normal and abnormal traffic. Network traffic analysis has been done to detect and prevent the network from malicious traffic. Static and dynamic analysis of malware has been done. Mininet emulator was selected for network design, VMware fusion for creating a virtual environment, hosting OS was Ubuntu Linux, network topology was a tree topology. Wireshark was used to open an existing pcap file that contains network traffic. The support vector machine classifier demonstrated the best performance with 99% accuracy.

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