scholarly journals Stock Prediction Using Machine Learning

2021 ◽  
Vol 9 ◽  
pp. 152-158
Author(s):  
Shubha Singh ◽  
Sreedevi Gutta ◽  
Ahmad Hadaegh

The Trend of stock price prediction is becoming more popular than ever. Share market is difficult to predict due to its volatile nature. There are no rules to follow to predict what will happen with the stock in the future. To predict accurately is a huge challenge since the market trend always keep changing depending on many factors. The objective is to apply machine learning techniques to predict stocks and maximize the profit. In this work, we have shown that with the help of artificial intelligence and machine learning, the process of prediction can be improved. While doing the literature review, we realized that the most effective machine learning tool for this research include: Artificial Neural Network (ANN), Support Vector Machine (SVM), and Genetic Algorithms (GA). All categories have common and unique findings and limitations. We collected data for about 10 years and used Long Short-Term Memory (LSTM) Neural Network-based machine learning models to analyze and predict the stock price. The Recurrent Neural Network (RNN) is useful to preserve the time-series features for improving profits. The financial data High and Close are used as input for the model.

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.


Algorithms ◽  
2018 ◽  
Vol 11 (11) ◽  
pp. 170 ◽  
Author(s):  
Zhixi Li ◽  
Vincent Tam

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.


Author(s):  
Rakesh Kumar Y and Dr. V. Chandrasekhar

There are thousands of species of Mushrooms in the world; they are edible and non-edible being poisonous. It is difficult for non-expertise person to Identify poisonous and edible mushroom of all the species manually. So a computer aided system with software or algorithm is required to classify poisonous and nonpoisonous mushrooms. In this paper a literature review is presented on classification of poisonous and nonpoisonous mushrooms. Most of the research works to classify the type of mushroom have applied, machine learning techniques like Naïve Bayes, K-Neural Network, Support vector Machine(SVM), Artificial Neural Network(ANN), Decision Tree techniques. In this literature review, a summary and comparisons of all different techniques of mushroom classification in terms of its performance parameters, merits and demerits faced during the classification of mushrooms using machine learning techniques.


Author(s):  
Jimmy Ming-Tai Wu ◽  
Zhongcui Li ◽  
Norbert Herencsar ◽  
Bay Vo ◽  
Jerry Chun-Wei Lin

AbstractIn today’s society, investment wealth management has become a mainstream of the contemporary era. Investment wealth management refers to the use of funds by investors to arrange funds reasonably, for example, savings, bank financial products, bonds, stocks, commodity spots, real estate, gold, art, and many others. Wealth management tools manage and assign families, individuals, enterprises, and institutions to achieve the purpose of increasing and maintaining value to accelerate asset growth. Among them, in investment and financial management, people’s favorite product of investment often stocks, because the stock market has great advantages and charm, especially compared with other investment methods. More and more scholars have developed methods of prediction from multiple angles for the stock market. According to the feature of financial time series and the task of price prediction, this article proposes a new framework structure to achieve a more accurate prediction of the stock price, which combines Convolution Neural Network (CNN) and Long–Short-Term Memory Neural Network (LSTM). This new method is aptly named stock sequence array convolutional LSTM (SACLSTM). It constructs a sequence array of historical data and its leading indicators (options and futures), and uses the array as the input image of the CNN framework, and extracts certain feature vectors through the convolutional layer and the layer of pooling, and as the input vector of LSTM, and takes ten stocks in U.S.A and Taiwan as the experimental data. Compared with previous methods, the prediction performance of the proposed algorithm in this article leads to better results when compared directly.


2018 ◽  
Vol 10 (1) ◽  
pp. 203 ◽  
Author(s):  
Xianming Dou ◽  
Yongguo Yang ◽  
Jinhui Luo

Approximating the complex nonlinear relationships that dominate the exchange of carbon dioxide fluxes between the biosphere and atmosphere is fundamentally important for addressing the issue of climate change. The progress of machine learning techniques has offered a number of useful tools for the scientific community aiming to gain new insights into the temporal and spatial variation of different carbon fluxes in terrestrial ecosystems. In this study, adaptive neuro-fuzzy inference system (ANFIS) and generalized regression neural network (GRNN) models were developed to predict the daily carbon fluxes in three boreal forest ecosystems based on eddy covariance (EC) measurements. Moreover, a comparison was made between the modeled values derived from these models and those of traditional artificial neural network (ANN) and support vector machine (SVM) models. These models were also compared with multiple linear regression (MLR). Several statistical indicators, including coefficient of determination (R2), Nash-Sutcliffe efficiency (NSE), bias error (Bias) and root mean square error (RMSE) were utilized to evaluate the performance of the applied models. The results showed that the developed machine learning models were able to account for the most variance in the carbon fluxes at both daily and hourly time scales in the three stands and they consistently and substantially outperformed the MLR model for both daily and hourly carbon flux estimates. It was demonstrated that the ANFIS and ANN models provided similar estimates in the testing period with an approximate value of R2 = 0.93, NSE = 0.91, Bias = 0.11 g C m−2 day−1 and RMSE = 1.04 g C m−2 day−1 for daily gross primary productivity, 0.94, 0.82, 0.24 g C m−2 day−1 and 0.72 g C m−2 day−1 for daily ecosystem respiration, and 0.79, 0.75, 0.14 g C m−2 day−1 and 0.89 g C m−2 day−1 for daily net ecosystem exchange, and slightly outperformed the GRNN and SVM models. In practical terms, however, the newly developed models (ANFIS and GRNN) are more robust and flexible, and have less parameters needed for selection and optimization in comparison with traditional ANN and SVM models. Consequently, they can be used as valuable tools to estimate forest carbon fluxes and fill the missing carbon flux data during the long-term EC measurements.


Author(s):  
Hossein Safarzadeh ◽  
Marco Leonesio ◽  
Giacomo Bianchi ◽  
Michele Monno

AbstractThis work proposes a model for suggesting optimal process configuration in plunge centreless grinding operations. Seven different approaches were implemented and compared: first principles model, neural network model with one hidden layer, support vector regression model with polynomial kernel function, Gaussian process regression model and hybrid versions of those three models. The first approach is based on an enhancement of the well-known numerical process simulation of geometrical instability. The model takes into account raw workpiece profile and possible wheel-workpiece loss of contact, which introduces an inherent limitation on the resulting profile waviness. Physical models, because of epistemic errors due to neglected or oversimplified functional relationships, can be too approximated for being considered in industrial applications. Moreover, in deterministic models, uncertainties affecting the various parameters are not explicitly considered. Complexity in centreless grinding models arises from phenomena like contact length dependency on local compliance, contact force and grinding wheel roughness, unpredicted material properties of the grinding wheel and workpiece, precision of the manual setup done by the operator, wheel wear and nature of wheel wear. In order to improve the overall model prediction accuracy and allow automated continuous learning, several machine learning techniques have been investigated: a Bayesian regularized neural network, an SVR model and a GPR model. To exploit the a priori knowledge embedded in physical models, hybrid models are proposed, where neural network, SVR and GPR models are fed by the nominal process parameters enriched with the roundness predicted by the first principle model. Those hybrid models result in an improved prediction capability.


2020 ◽  
Vol 17 (4) ◽  
pp. 1925-1930
Author(s):  
Ambeshwar Kumar ◽  
R. Manikandan ◽  
Robbi Rahim

It’s a new era technology in the field of medical engineering giving awareness about the various healthcare features. Deep learning is a part of machine learning, it is capable of handling high dimensional data and is efficient in concentrating on the right features. Tumor is an unbelievably complex disease: a multifaceted cell has more than hundred billion cells; each cell acquires mutation exclusively. Detection of tumor particles in experiment is easily done by MRI or CT. Brain tumors can also be detected by MRI, however, deep learning techniques give a better approach to segment the brain tumor images. Deep Learning models are imprecisely encouraged by information handling and communication designs in biological nervous system. Classification plays an significant role in brain tumor detection. Neural network is creating a well-organized rule for classification. To accomplish medical image data, neural network is trained to use the Convolution algorithm. Multilayer perceptron is intended for identification of a image. In this study article, the brain images are categorized into two types: normal and abnormal. This article emphasize the importance of classification and feature selection approach for predicting the brain tumor. This classification is done by machine learning techniques like Artificial Neural Networks, Support Vector Machine and Deep Neural Network. It could be noted that more than one technique can be applied for the segmentation of tumor. The several samples of brain tumor images are classified using deep learning algorithms, convolution neural network and multi-layer perceptron.


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