Comparative Analysis on Algorithm that can be used for Stock Market Prediction

  IJETT-book-cover  International Journal of Engineering Trends and Technology (IJETT)          
© 2019 by IJETT Journal
Volume-67 Issue-4
Year of Publication : 2019
Authors : Abhishek Kapratwar, Ahad Patel, Rushikesh Helwade, Nikita Khandagale, Prof. Amol Kamble
DOI :  10.14445/22315381/IJETT-V67I4P206


MLA Style: Abhishek Kapratwar, Ahad Patel, Rushikesh Helwade, Nikita Khandagale, Prof. Amol Kamble "Comparative Analysis on Algorithm that can be used for Stock Market Prediction" International Journal of Engineering Trends and Technology 67.4 (2019): 22-26.

APA Style:Abhishek Kapratwar, Ahad Patel, Rushikesh Helwade, Nikita Khandagale, Prof. Amol Kamble (2019). Comparative Analysis on Algorithm that can be used for Stock Market Prediction. International Journal of Engineering Trends and Technology, 67(4), 22-26.

Stock market keeps on changing with time and making prediction of stock market has proven to be one of the major problems of the financial industry. The traditional method for making predictions of the stock market is with the help of data mining techniques. In this paper the aim is to cover the various algorithms that are already being used for making prediction of stock market. The paper gives an idea about how different machine learning algorithm such as the SVM, Regression, ARIMA, Random Forest, Decision Tree are used for making predictions and also tells how the various Neural Networks that have been employed to help predicting stock market trends. The paper also contains a proposed idea of using Naïve Bayes algorithm for making stock market prediction.

[1] Ping-Feng Pai?, Chih-Sheng Lin,“A Hybrid ARIMA and Support Vector Machines Model in Stock Price Forecasting”, Omega-The International Journal of Management Science, 16th September 2004.
[2] Emad W. Saad,Danil V. Prokhorov, Donald C. Wunsch, “Comparative Study of Stock Trend Prediction Using Time Delay, Recurrent and Probabilistic Neural Networks”, IEEE TRANSACTIONS ON NEURAL NETWORKS, 6th November 1998.
[3] Nonita Sharma, Akanksha Juneja “Combining of Random Forest Estimates using LSboost for Stock Market Index Prediction”, 2nd International Conference for Convergence in Technology (I2CT),2017.
[4] ZhaoLei, Wang Lin “Price Trend Prediction of Stock Market Using Outlier Data Mining Algorithm”, IEEE Fifth International Conference on Big Data and Cloud Computing,2015.
[5] AakankshaSharaff, Meenakshi Choudhary, “Comparative Analysis of Various Stock Prediction Techniques”, International Conference on Trends in Electronics and Informatics, 2018.
[6] T.Manojlovi?, I. Štajduhar, “Predicting Stock Market Trends Using Random Forests: A Sample of the Zagreb Stock Exchange”, MIPRO 2015, 25-29 May 2015.
[7] MahdiPakdamanNaeini, HamidrezaTaremian, HomaBaradaran Hashemi, “Stock Market Value Prediction Using Neural Networks”, International Conference on Computer Information Systems and Industrial Management Applications, 2010.
[8] Indu Kumar, Kiran Dogra, Chetna Utreja, Premlata Yadav, “A Comparative Study Of Supervised Machine Learning Algorithms For Stock Market Trend Prediction”, International Conference on Inventive Communication and Computational Technologies, 2018
[9] Liangxiao Jiang, Harry Zhang, and Zhihua Cai, “A Novel Bayes Model: Hidden Naive Bayes”, IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, OCTOBER 2009.
[11] Binoy B. Nair, N.MohanaDharini, V.P. Mohandas, "A Stock market trend prediction system using a hybrid decision tree-neuro-fuzzy system", International Conference on Advances in Recent Technologies in Communication and Computing, 2010.
[12] Umadevi.K.S, AbhijitsinghGaonka, Ritwik Kulkarni, R. Jagadeesh Kannan, "Analysis of Stock Market using Streaming data Framework", ICACCI, September 2018.
[13] Li Xiong, Yue Lu, "Hybrid ARIMA-BPNN Model for Time Series Prediction of the Chinese Stock Market", International Conference on Information Management, 2017.
[14] Mr. Rupesh A. Kamble, "Short and Long Term Stock Trend Prediction using Decision Tree", International Conference on Intelligent Computing and Control Systems, 2017.
[15] Ayodele A. Adebiyi., Aderemi O. Adewumi, Charles K. Ayo, "Stock Price Prediction Using the ARIMA Model "International Conference on Computer Modelling and Simulation, 2014
[16] Jung-Hua Wang, Jia-Yann Leu, "Stock Market Trend Prediction Using ARIMA-based Neural Networks", International Conference on Neural Networks, 2002.
[17] Prof. Dr. Kamran Raza, "Prediction of Stock Market performance by using machine learning techniques", International Conference on Innovations in Electrical Engineering and Computational Technologies, 2017.

Stock Market Prediction, Supervised Learning, Classification, Regression, Naïve Bayes.