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ANALYSIS OF MACHINE LEARNING METHODS FOR PREDICTIONS OF STOCK EXCHANGE SHARE PRICES | Serbin | Scientific Journal of Astana IT University

ANALYSIS OF MACHINE LEARNING METHODS FOR PREDICTIONS OF STOCK EXCHANGE SHARE PRICES

V. Serbin, U. Zhenisserov

Аннотация


Since the stock market is one of the most important areas for investors, stock market price trend prediction is still a hot subject for researchers in both financial and technical fields. Lately, a lot of work has been analyzed and done in the field of machine learning algorithms for analyzing price patterns and predicting stock prices and index changes. Currently, machine-learning methods are receiving a lot of attention for predicting prices in financial markets. The main goal of current research is to improve and develop a system for predicting future prices in financial markets with higher accuracy using machine-learning methods. Precise predicting stock market returns is a very difficult task due to the volatile and non-linear nature of financial stock markets. With the advent of artificial intelligence and machine learning, forecasting methods have become more effective at predicting stock prices. In this article, we looked at the machine learning techniques that have been used to trade stocks to predict price changes before an actual rise or fall in the stock price occurs. In particular, the article discusses in detail the use of support vector machines, linear regression, and prediction using decision stumps, classification using the nearest neighbor algorithm, and the advantages and disadvantages of each method. The paper introduces parameters and variables that can be used to recognize stock price patterns that might be useful in future stock forecasting, and how the boost can be combined with other learning algorithms to improve the accuracy of such forecasting systems.

Ключевые слова


Neural networks, stock market, price prediction, machine learning.

Полный текст:

PDF (English)

Литература


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DOI: http://dx.doi.org/10.37943/AITU.2021.47.22.009

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