Analysis of various approaches for stock market prediction

Rahul, *; Sarangi, Subrat; Kedia, Priyansh; Monika, .

doi:10.1080/09720510.2020.1724627

Cited by 11 publications

(4 citation statements)

References 11 publications

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“…Most reviews mainly focused on the application of machine learning and deep learning techniques [14]- [17], [19]. This phenomenon can be attributed to the rapid increase in computing power in recent years, which has significantly affected the stock market prediction.…”

Section: Related Work and Research Methodologymentioning

confidence: 99%

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Decision Fusion for Stock Market Prediction: A Systematic Review

2022

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Section: Related Work and Research Methodologymentioning

confidence: 99%

“…Although most review articles do not focus primarily on fusion techniques, they still refer to ensemble models that employ decision fusion [14]- [19]. Other studies have also used "fusion models" to describe decision fusion [20], [21].…”

Section: Related Work and Research Methodologymentioning

confidence: 99%

Decision Fusion for Stock Market Prediction: A Systematic Review

2022

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“…Using Artificial Neural Networks (ANN) to predict three stocks on the New York Stock Exchange (NYSE), with Encog and Neuroph for validation, the prediction was achieved with error range [0.71%-2.77%]. Soni et al (2022), Rouf et al (2021), Rahul et al (2020), and Tawarish and Satyanarayana (2019) provide interesting surveys on the ML techniques used for stock market prediction. Almost all of these surveys show that a large percentage of proposals use Support Vector Machine (SVM), fewer use Genetic Algorithm, and fewer use the Random Forest.…”

Section: Review Of Selected Literaturementioning

confidence: 99%

Forecasting a Stock Trend Using Genetic Algorithm and Random Forest

Abraham

Samad

Bakhach

et al. 2022

JRFM

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This paper addresses the problem of forecasting daily stock trends. The key consideration is to predict whether a given stock will close on uptrend tomorrow with reference to today’s closing price. We propose a forecasting model that comprises a features selection model, based on the Genetic Algorithm (GA), and Random Forest (RF) classifier. In our study, we consider four international stock indices that follow the concept of distributed lag analysis. We adopted a genetic algorithm approach to select a set of helpful features among these lags’ indices. Subsequently, we employed the Random Forest classifier, to unveil hidden relationships between stock indices and a particular stock’s trend. We tested our model by using it to predict the trends of 15 stocks. Experiments showed that our forecasting model had 80% accuracy, significantly outperforming the dummy forecast. The S&P 500 was the most useful stock index, whereas the CAC40 was the least useful in the prediction of daily stock trends. This study provides evidence of the usefulness of employing international stock indices to predict stock trends.

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“…Before deciding to invest in any portfolio, investors must take into account several important aspects to ensure that the investment does not suffer future losses (Rahul et al, 2020). Shares are defined as holding or ownership in a company.…”

Section: Problem Statementmentioning

confidence: 99%

Capital Asset Pricing Model (CAPM) and Investment Risk from Islamic Perspective

Romli¹,

Yusof²,

Zainuddin³

et al. 2022

IJARBSS

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The Capital Asset Pricing Model (CAPM) describes the relationship between the expected return and risk of investing in a security. Expected return on a security can be describes between risk-free return and a risk premium, which is based on the beta of that security. Capital Asset Pricing Model (CAPM) will be used as a model to measure the level of risk using data from the year 2007 when subprime crisis started until 2010. Results of the study show that the volatility of stock market in Malaysia can be considered as a high volatility and its means as a high risk. The findings of study also found that Islamic economic has recognizes the existence of investment risk. One of methods that are used in the management of risk was diversification. This method will reduces risk by allocating investments among various financial instruments, industries, and other categories. In conclusion, the process of diversification that was done by most of the investors are comply with concept of risk management in the Islam.

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Analysis of various approaches for stock market prediction

Cited by 11 publications

References 11 publications

Decision Fusion for Stock Market Prediction: A Systematic Review

Decision Fusion for Stock Market Prediction: A Systematic Review

Forecasting a Stock Trend Using Genetic Algorithm and Random Forest

Capital Asset Pricing Model (CAPM) and Investment Risk from Islamic Perspective

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