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Stock Data Analysis and Prediction in Machine Learning

Ankit Kumar1 , Jasbir Singh Saini2

Section:Research Paper, Product Type: Journal Paper
Volume-8 , Issue-9 , Page no. 70-78, Sep-2020

CrossRef-DOI:   https://doi.org/10.26438/ijcse/v8i9.7078

Online published on Sep 30, 2020

Copyright © Ankit Kumar, Jasbir Singh Saini . 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: Ankit Kumar, Jasbir Singh Saini, “Stock Data Analysis and Prediction in Machine Learning,” International Journal of Computer Sciences and Engineering, Vol.8, Issue.9, pp.70-78, 2020.

MLA Style Citation: Ankit Kumar, Jasbir Singh Saini "Stock Data Analysis and Prediction in Machine Learning." International Journal of Computer Sciences and Engineering 8.9 (2020): 70-78.

APA Style Citation: Ankit Kumar, Jasbir Singh Saini, (2020). Stock Data Analysis and Prediction in Machine Learning. International Journal of Computer Sciences and Engineering, 8(9), 70-78.

BibTex Style Citation:
@article{Kumar_2020,
author = {Ankit Kumar, Jasbir Singh Saini},
title = {Stock Data Analysis and Prediction in Machine Learning},
journal = {International Journal of Computer Sciences and Engineering},
issue_date = {9 2020},
volume = {8},
Issue = {9},
month = {9},
year = {2020},
issn = {2347-2693},
pages = {70-78},
url = {https://www.ijcseonline.org/full_paper_view.php?paper_id=5215},
doi = {https://doi.org/10.26438/ijcse/v8i9.7078}
publisher = {IJCSE, Indore, INDIA},
}

RIS Style Citation:
TY - JOUR
DO = {https://doi.org/10.26438/ijcse/v8i9.7078}
UR - https://www.ijcseonline.org/full_paper_view.php?paper_id=5215
TI - Stock Data Analysis and Prediction in Machine Learning
T2 - International Journal of Computer Sciences and Engineering
AU - Ankit Kumar, Jasbir Singh Saini
PY - 2020
DA - 2020/09/30
PB - IJCSE, Indore, INDIA
SP - 70-78
IS - 9
VL - 8
SN - 2347-2693
ER -

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Abstract

In the world of stock market Machine Learning has a very unique role to play when it comes on to the stock prediction. Machine learning library which is also known as MLIB helps in determining the future values of the stocks. This Research finds out the future ups and downs of stock market by providing you a signal for the same, whether the stock will be closed up or down. This has done by analysing the historical data. In this study stock data of NSE (National Stock Exchange of India) from 2000 to 2019 have been analysed which includes top forty eight companies of various sectors from all over India. With the help of machine learning libraries six technical indicators known as Bollinger Band, Relative Strength Index(RSI), Stochastic Oscillator, Williams %R, Moving Average Convergence Divergence (MACD), Rate of Change have been applied on to the nineteen years of stock data and finally, Random Forest algorithm and Artificial Neural Network Model have been applied on it to predict the stock movement, at last a comparison between Random forest and ANN model has also been done to check the better prediction.

Key-Words / Index Term

Stock data, Nifty-50, Stock Indicators, Random Forest, Artificial Neural Network

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