Financial Market Prediction using ML

  • Mr. S.P. Maniraj, Aditya Saini, Shadab Ahmed, Swarna Deep Sarkar

Abstract

One of the most important activities in the finance world is stock trading. Stock Market Prediction is the process of ascertaining the price of a stock or another financial object traded at an exchange in advance. Such a task can be accomplished with good accuracy using Machine Learning. This paper tends to illustrate the process of stock price prediction using Machine Learning models. This problem includes modelling the past study of a stock's historical data. This model is then used to predict its price in the future. The prediction is given in the form of a range with an upper limit and a lower limit which represents a safe zone for investors. This method uses a technique called Monte Carlo Simulation along with a time series forecasting method called the ARIMA model to predict the price intervals. We have collected a data-set of stock market prices from last year. It was processed before the actual analysis. Then we applied Monte Carlo Simulation on it and analyzed the outcome it generated. In addition, we also examined the usage of this prediction system in real world settings and addressed some of its issues, accuracy as well as some ideas to further improve it.

Published
2020-04-08
How to Cite
Mr. S.P. Maniraj, Aditya Saini, Shadab Ahmed, Swarna Deep Sarkar. (2020). Financial Market Prediction using ML. International Journal of Advanced Science and Technology, 29(3), 7809 - 7818. Retrieved from http://sersc.org/journals/index.php/IJAST/article/view/8252
Section
Articles