ANALYSIS OF MACHINE LEARNING METHODS FOR PREDICTIONS OF STOCK EXCHANGE SHARE PRICES

V. Serbin, U. Zhenisserov
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Abstract

Since the stock market is one of the most important areas for investors, stock market price trend prediction is still a hot subject for researchers in both financial and technical fields. Lately, a lot of work has been analyzed and done in the field of machine learning algorithms for analyzing price patterns and predicting stock prices and index changes. Currently, machine-learning methods are receiving a lot of attention for predicting prices in financial markets. The main goal of current research is to improve and develop a system for predicting future prices in financial markets with higher accuracy using machine-learning methods. Precise predicting stock market returns is a very difficult task due to the volatile and non-linear nature of financial stock markets. With the advent of artificial intelligence and machine learning, forecasting methods have become more effective at predicting stock prices. In this article, we looked at the machine learning techniques that have been used to trade stocks to predict price changes before an actual rise or fall in the stock price occurs. In particular, the article discusses in detail the use of support vector machines, linear regression, and prediction using decision stumps, classification using the nearest neighbor algorithm, and the advantages and disadvantages of each method. The paper introduces parameters and variables that can be used to recognize stock price patterns that might be useful in future stock forecasting, and how the boost can be combined with other learning algorithms to improve the accuracy of such forecasting systems.
分析预测股票交易所股价的机器学习方法
由于股票市场是投资者最重要的领域之一,股票市场价格走势预测仍然是金融和技术领域研究人员的热门课题。最近,在分析价格模式和预测股票价格和指数变化的机器学习算法领域,已经分析和完成了大量的工作。目前,机器学习方法在预测金融市场价格方面受到了很多关注。当前研究的主要目标是改进和开发一个系统,使用机器学习方法以更高的精度预测金融市场的未来价格。由于金融股票市场的波动性和非线性特性,精确预测股票市场收益是一项非常困难的任务。随着人工智能和机器学习的出现,预测方法在预测股票价格方面变得更加有效。在本文中,我们研究了用于交易股票的机器学习技术,以便在股票价格实际上涨或下跌之前预测价格变化。特别是,本文详细讨论了支持向量机的使用、线性回归、使用决策树桩的预测、使用最近邻算法的分类,以及每种方法的优缺点。本文介绍了可用于识别未来股票预测中可能有用的股票价格模式的参数和变量,以及如何将boost与其他学习算法相结合以提高此类预测系统的准确性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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