scholarly journals Unsupervised Learning Based Stock Price Recommendation using Collaborative Filtering

2019 ◽  
Vol 8 (11) ◽  
pp. 2051-2055
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Collaborative Filtering ◽  
Portfolio Management ◽  
Recommender System ◽  
Stock Price ◽  
Stock Exchange ◽  
Performance Measure ◽  
Machine Learning Algorithms ◽  
Market Data

In this study, 17 stock market data were adopted for long term Prediction of stock price. Now days, Stock market data have got a significant role for invest finance in portfolio management. The various non-linear algorithms and statistical models are used for forecasting of financial data. In this article, we have used application of recommender system for this purpose. We primarily focused on use of machine learning algorithms for developing a stock market data recommender system. Machine learning has become a widely operational tool in financial recommendation systems. Here we considered the daily wise equity trading of Nifty 50 from National Stock Exchange (NSE) of 50 companies in 10 different sectors around 5986 days’ transactions as data. We adopted k-Nearest Neighbors classification algorithm to classify users based recommender system. Collaborative filtering method uses for recommend the stock, the performance measure through RMSE, and R2. The result also reveals that k-NN algorithm shown more accuracy as compare to other existing methods

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.

Forecasting the Market with Machine Learning Algorithms: An Application of NMC-BERT-LSTM-DQN-X Algorithm in Quantitative Trading

2022 ◽  
Vol 16 (4) ◽  
pp. 1-22
Author(s):  
Chang Liu ◽  
Jie Yan ◽  
Feiyue Guo ◽  
Min Guo
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Mean Square Error ◽  
Short Term Memory ◽  
The State ◽  
Machine Learning Algorithms ◽  
Future Market ◽  
Mean Square ◽  
Market Data ◽  
Market Trends

Although machine learning (ML) algorithms have been widely used in forecasting the trend of stock market indices, they failed to consider the following crucial aspects for market forecasting: (1) that investors’ emotions and attitudes toward future market trends have material impacts on market trend forecasting (2) the length of past market data should be dynamically adjusted according to the market status and (3) the transition of market statutes should be considered when forecasting market trends. In this study, we proposed an innovative ML method to forecast China's stock market trends by addressing the three issues above. Specifically, sentimental factors (see Appendix [1] for full trans) were first collected to measure investors’ emotions and attitudes. Then, a non-stationary Markov chain (NMC) model was used to capture dynamic transitions of market statutes. We choose the state-of-the-art (SOTA) method, namely, Bidirectional Encoder Representations from Transformers ( BERT ), to predict the state of the market at time t , and a long short-term memory ( LSTM ) model was used to estimate the varying length of past market data in market trend prediction, where the input of LSTM (the state of the market at time t ) was the output of BERT and probabilities for opening and closing of the gates in the LSTM model were based on outputs of the NMC model. Finally, the optimum parameters of the proposed algorithm were calculated using a reinforced learning-based deep Q-Network. Compared to existing forecasting methods, the proposed algorithm achieves better results with a forecasting accuracy of 61.77%, annualized return of 29.25%, and maximum losses of −8.29%. Furthermore, the proposed model achieved the lowest forecasting error: mean square error (0.095), root mean square error (0.0739), mean absolute error (0.104), and mean absolute percent error (15.1%). As a result, the proposed market forecasting model can help investors obtain more accurate market forecast information.

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 Prediction of Option Price using Ensemble of Machine Learning Algorithms for Indian Stock Market

2019 ◽  
Vol 8 (2) ◽  
pp. 3231-3241
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Stock Market ◽  
Stock Price ◽  
Learning Algorithm ◽  
Option Price ◽  
Machine Learning Algorithms ◽  
Parametric Models ◽  
Accuracy Of Prediction ◽  
Indian Stock Market

The non-deterministic behavior of stock market creates ambiguities for buyers. The situation of ambiguities always finds the loss of user financial assets. The variations of price make a very difficult task to predict the option price. For the prediction of option used various non-parametric models such as artificial neural network, machine learning, and deep neural network. The accuracy of prediction is always a challenging task of for individual model and hybrid model. The variation gap of hypothesis value and predicted value reflects the nature of stock market. In this paper use the bagging method of machine learning for the prediction of option price. The bagging process merge different machine learning algorithm and reduce the variation gap of stock price.

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 A User- Based Recommendation with a Scalable Machine Learning Tool

2015 ◽  
Vol 5 (5) ◽  
pp. 1153 ◽  
Author(s):  
Ch. Veena ◽  
B. Vijaya Babu
Keyword(s):  
Machine Learning ◽  
Collaborative Filtering ◽  
Open Source ◽  
Recommender Systems ◽  
Recommender System ◽  
Historical Data ◽  
Machine Learning Algorithms ◽  
Frame Work ◽  
Machine Learning Tool ◽  
Selection Of

Recommender Systems have proven to be valuable way for online users to recommend information items like books, videos, songs etc.colloborative filtering methods are used to make all predictions from historical data. In this paper we introduce Apache mahout which is an open source and provides a rich set of components to construct a customized recommender system from a selection of machine learning algorithms.[12] This paper also focuses on addressing the challenges in collaborative filtering like scalability and data sparsity. To deal with scalability problems, we go with a distributed frame work like hadoop. We then present a customized user based recommender system.

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 Comparative Study of Machine Learning Algorithms for Recommendation System

2020 ◽  
Vol 22 (12) ◽  
Author(s):  
Sonam Singh ◽  
◽  
Kriti Srivastva ◽  
Keyword(s):  
Machine Learning ◽  
Collaborative Filtering ◽  
Recommender System ◽  
Recommendation System ◽  
Learning Algorithms ◽  
Research Work ◽  
Previous History ◽  
Machine Learning Algorithms ◽  
The Given ◽  
User History

The role of recommender system is very vital in recent times for a lot of individuals. It helps in taking decisions without exploring physically. Broadly there are two types of recommender system: Content based and Collaborative Filtering. The first one focus on user’s history and takes decisions. But there could be times when decisions based on only user history is not sufficient. For this, there is a need to analyze many parameters influencing the decision such as previous history, Age, gender, location etc. In the second approach it finds similar group of users based on several parameters and then takes decisions. Over the last few decades machine learning algorithms have proved their worth in this area because of their ability to learn from the given data and identify various hidden patterns. With this learning, these algorithms are able to generalize very well for unknown data. In this research work, a survey on three different machine learning based collaborative filtering methods are presented using Movie Lens dataset. The comparison of all three methods based on RMSE and MAE error is also discussed.

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

2019 ◽  
Vol 16 (2) ◽  
pp. 1050
Author(s):  
Puteri Hasya Damia Abd Samad ◽  
Sofianita Mutalib ◽  
Shuzlina Abdul-Rahman
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Price ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Data Types ◽  
Market Prices ◽  
Financial News ◽  
Svm Algorithm

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.

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