scholarly journals Review on Machine Learning Techniques for Stock-Market Forecasting

2020 ◽  
pp. 34-47
Author(s):  
Sushma Jaiswal ◽  
Tarun Jaiswal
Keyword(s):  
Stock Market ◽  
Soft Computing ◽  
Stock Prices ◽  
Machine Learning Techniques ◽  
Market Values ◽  
Stock Market Forecasting ◽  
Soft Computing Method ◽  
Learning Techniques ◽  
Stock Market Investors ◽  
Computing Method

Stock marketplace tradeoff is an endless investment implementation worldwide. It has capabilities to produce maximum profits on stockholders’venture. In the globe, the stock-market forecasting is a very puzzling job for the stock-market investors. The task is very challenging because of the ambiguity and precariousness of the stock market values. Due to commercialization and data mining modules the growth of stock marketplaces, it is essential to predict marketplace variations quick and easy way. Recently, ANN is very famous and attracted to investors for its easy-going process in the stock-market. ANN plays a very imperative part in today’s stock-market for decision making and prediction. The Multi-Layer-Perceptron methods are outperformed then other methods. Also, these approaches have countless likelihoods to envisage with high accuracy than other approaches. In this review paper, neural-based envisage implements are measured to foresee the imminent stock-prices and their enactment dimensions will be assessed. Here we deliver a broad impression of the soft computing based stock-market likelihood with emphasis on enabling technologies, issues and application issues. Soft computing is attracting a lot of researchers and industrial innovation. The purpose of this paper is to presents a survey of the existing soft computing method applied to stock market prediction, their comparison and possible solution. From the reviewed articles, it is obvious that investigators have resolutely intensive on the growth of fusion forecast representations and considerable effort has also been completed on the use of broadcasting data for stock marketplace forecast. It is also enlightening that most of the literature has focused on the forecast of stock prices in developing marketplace.

scholarly journals Formulation of a Prediction Index with the Help of WEKA Tool for Guiding the Stock Market Investors

2016 ◽  
Vol 9 (3) ◽  
pp. 212-225 ◽  
Author(s):  
Aseema Kulkarni ◽  
Ajit More
Keyword(s):  
Decision Making ◽  
Stock Market ◽  
Stock Prices ◽  
Machine Learning Techniques ◽  
Algorithmic Trading ◽  
Stock Market Forecasting ◽  
Learning Techniques ◽  
Stock Market Investors ◽  
Automated Decision Making ◽  
Radical Transformation

Prediction of stock prices using various computer programs is on rise. Popularly known in the field of finance as algorithmic trading, a radical transformation has taken place in the field of stock markets for decision making through automated decision making agents. Machine learning techniques can be applied for predicting stock prices. This paper attempts to study the various stock market forecasting processes available in the forecasting plugin of the WEKA tool. Twenty experiments have been conducted on twenty different stocks to analyse the prediction capacity of the tool.

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 Geomatics and Soft Computing Techniques for Infrastructural Monitoring

2020 ◽  
Vol 12 (4) ◽  
pp. 1606 ◽  
Author(s):  
Vincenzo Barrile ◽  
Antonino Fotia ◽  
Giovanni Leonardi ◽  
Raffaele Pucinotti
Keyword(s):  
Soft Computing ◽  
Structural Model ◽  
Control Unit ◽  
Machine Learning Techniques ◽  
Analytical Models ◽  
Risk Level ◽  
Behavior Monitoring ◽  
Learning Techniques ◽  
Soft Computing Techniques ◽  
The One

Structural Health Monitoring (SHM) allows us to have information about the structure under investigation and thus to create analytical models for the assessment of its state or structural behavior. Exceeded a predetermined danger threshold, the possibility of an early warning would allow us, on the one hand, to suspend risky activities and, on the other, to reduce maintenance costs. The system proposed in this paper represents an integration of multiple traditional systems that integrate data of a different nature (used in the preventive phase to define the various behavior scenarios on the structural model), and then reworking them through machine learning techniques, in order to obtain values to compare with limit thresholds. The risk level depends on several variables, specifically, the paper wants to evaluate the possibility of predicting the structure behavior monitoring only displacement data, transmitted through an experimental transmission control unit. In order to monitor and to make our cities more “sustainable”, the paper describes some tests on road infrastructure, in this contest through the combination of geomatics techniques and soft computing.

scholarly journals A Machine Learning View on Momentum and Reversal Trading

Algorithms ◽  
2018 ◽  
Vol 11 (11) ◽  
pp. 170 ◽  
Author(s):  
Zhixi Li ◽  
Vincent Tam
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Stock Market ◽  
Short Term Memory ◽  
Predictive Ability ◽  
Trading Strategies ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Learning Approaches ◽  
Learning Techniques

Momentum and reversal effects are important phenomena in stock markets. In academia, relevant studies have been conducted for years. Researchers have attempted to analyze these phenomena using statistical methods and to give some plausible explanations. However, those explanations are sometimes unconvincing. Furthermore, it is very difficult to transfer the findings of these studies to real-world investment trading strategies due to the lack of predictive ability. This paper represents the first attempt to adopt machine learning techniques for investigating the momentum and reversal effects occurring in any stock market. In the study, various machine learning techniques, including the Decision Tree (DT), Support Vector Machine (SVM), Multilayer Perceptron Neural Network (MLP), and Long Short-Term Memory Neural Network (LSTM) were explored and compared carefully. Several models built on these machine learning approaches were used to predict the momentum or reversal effect on the stock market of mainland China, thus allowing investors to build corresponding trading strategies. The experimental results demonstrated that these machine learning approaches, especially the SVM, are beneficial for capturing the relevant momentum and reversal effects, and possibly building profitable trading strategies. Moreover, we propose the corresponding trading strategies in terms of market states to acquire the best investment returns.

scholarly journals Article Commentary: Rough Set Soft Computing Cancer Classification and Network: One Stone, Two Birds

2010 ◽  
Vol 9 ◽  
pp. CIN.S4874 ◽  
Author(s):  
Yue Zhang
Keyword(s):  
Soft Computing ◽  
Gene Regulatory Networks ◽  
Regulatory Networks ◽  
Cancer Classification ◽  
Soft Computing Method ◽  
Direct Gene ◽  
Gene Regulatory ◽  
Variable Precision Rough Sets ◽  
Computing Method ◽  
Selection Of

Gene expression profiling provides tremendous information to help unravel the complexity of cancer. The selection of the most informative genes from huge noise for cancer classification has taken centre stage, along with predicting the function of such identified genes and the construction of direct gene regulatory networks at different system levels with a tuneable parameter. A new study by Wang and Gotoh described a novel Variable Precision Rough Sets-rooted robust soft computing method to successfully address these problems and has yielded some new insights. The significance of this progress and its perspectives will be discussed in this article.

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