Stock Market Price Trend Forecasting using Machine Learning
Journal Title: International Journal for Research in Applied Science and Engineering Technology (IJRASET) - Year 2017, Vol 5, Issue 4
Abstract
support vector machine is a machine learning technique used in to forecast stock prices. Stock market price forecasting is the process of determining the future value of a company’s stock. This study uses daily closing prices for many technology stocks to calculate price volatility and momentum for individual stocks and for the overall sector. These are basically used as parameters to the svm model. This model attempts to predict whether a stock price sometime in the future will be higher or lower than it is on a given day. We find little predictive ability in the short-run, but definite predictive ability in the long-run.
Authors and Affiliations
Dr. Pankaj Agarwal, Shikhar Bajpai, Anjali Pathak, Rohit Angira
Keywords
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