Document Type
Poster
Campus where you would like to present
Ellensburg
Event Website
http://digitalcommons.cwu.edu/source/
Start Date
18-5-2016
End Date
19-5-2016
Keywords
Machine Learning, Stock Prediction, Forcasting
Abstract
The purpose of this study was to compare machine learning techniques for short term stock prediction and evaluate their effectiveness. Stock value analysis is an important element of modern economies. The ability to predict future stock prices from historical price values is of tremendous interest to investors. The prediction of stock performance is still an unsolved problem with a variety of techniques being proposed. Real stock values are affected by many elements, some of which cannot be measured. In this study, we limit our analysis to stock closing prices. We use these prices to predict the future stock value using regression and machine learning methods and compare their accuracy and effectiveness over a 3 year period.
Recommended Citation
Lemley, Joseph; Liu, Yishui; Banik, Dipayan; and Afroze, Sadia, "Applying Machine Learning to Predict Stock Value" (2016). Symposium Of University Research and Creative Expression (SOURCE). 5.
https://digitalcommons.cwu.edu/source/2016/cos/5
Poster Number
12
Department/Program
Computational Science
Included in
Artificial Intelligence and Robotics Commons, Numerical Analysis and Scientific Computing Commons
Applying Machine Learning to Predict Stock Value
Ellensburg
The purpose of this study was to compare machine learning techniques for short term stock prediction and evaluate their effectiveness. Stock value analysis is an important element of modern economies. The ability to predict future stock prices from historical price values is of tremendous interest to investors. The prediction of stock performance is still an unsolved problem with a variety of techniques being proposed. Real stock values are affected by many elements, some of which cannot be measured. In this study, we limit our analysis to stock closing prices. We use these prices to predict the future stock value using regression and machine learning methods and compare their accuracy and effectiveness over a 3 year period.
https://digitalcommons.cwu.edu/source/2016/cos/5
Faculty Mentor(s)
Dr. Donald Davendra