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Estimating Efficiency of Support Vector Machine Based Model in Prediction of The Direction of Future Stock Price During Different Trends of Market

Shailja Kashyap1

Section:Research Paper, Product Type: Journal Paper
Volume-7 , Issue-4 , Page no. 259-262, Apr-2019

CrossRef-DOI:   https://doi.org/10.26438/ijcse/v7i4.259262

Online published on Apr 30, 2019

Copyright © Shailja Kashyap . This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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IEEE Style Citation: Shailja Kashyap , “Estimating Efficiency of Support Vector Machine Based Model in Prediction of The Direction of Future Stock Price During Different Trends of Market,” International Journal of Computer Sciences and Engineering, Vol.7, Issue.4, pp.259-262, 2019.

MLA Style Citation: Shailja Kashyap "Estimating Efficiency of Support Vector Machine Based Model in Prediction of The Direction of Future Stock Price During Different Trends of Market." International Journal of Computer Sciences and Engineering 7.4 (2019): 259-262.

APA Style Citation: Shailja Kashyap , (2019). Estimating Efficiency of Support Vector Machine Based Model in Prediction of The Direction of Future Stock Price During Different Trends of Market. International Journal of Computer Sciences and Engineering, 7(4), 259-262.

BibTex Style Citation:
@article{Kashyap_2019,
author = {Shailja Kashyap },
title = {Estimating Efficiency of Support Vector Machine Based Model in Prediction of The Direction of Future Stock Price During Different Trends of Market},
journal = {International Journal of Computer Sciences and Engineering},
issue_date = {4 2019},
volume = {7},
Issue = {4},
month = {4},
year = {2019},
issn = {2347-2693},
pages = {259-262},
url = {https://www.ijcseonline.org/full_paper_view.php?paper_id=4026},
doi = {https://doi.org/10.26438/ijcse/v7i4.259262}
publisher = {IJCSE, Indore, INDIA},
}

RIS Style Citation:
TY - JOUR
DO = {https://doi.org/10.26438/ijcse/v7i4.259262}
UR - https://www.ijcseonline.org/full_paper_view.php?paper_id=4026
TI - Estimating Efficiency of Support Vector Machine Based Model in Prediction of The Direction of Future Stock Price During Different Trends of Market
T2 - International Journal of Computer Sciences and Engineering
AU - Shailja Kashyap
PY - 2019
DA - 2019/04/30
PB - IJCSE, Indore, INDIA
SP - 259-262
IS - 4
VL - 7
SN - 2347-2693
ER -

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Abstract

The main objective of this research is to find the efficiency of prediction model based on support vector machine for predicting the stocks in NIFTY 50 during different trends of the market in last 10 years. The prediction model takes different features and predict the next day price as up or down as compared to previous day price. The features used in the model are difference of current day and previous day low-high, open, close, and moving average of open, close, high and low. Label is the difference between open and close prices of the current day. It is observed that the implemented support vector machine algorithm performs very well in predicting the stock price when there is drop in price , irrespective of market trend , but performance reduces significantly in predicting the stock price when there is increase in price ,when market follows upward trend.

Key-Words / Index Term

support vector machine, stock , market trend, prediction , efficiency

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