Predicting Stock Market Price Movement Using Machine Learning Technique: Evidence from India

Abstract

The stock market is uncertain, volatile, and multidimensional. Stock prices have been difficult to predict since they are influenced by a variety of factors. In order to make critical investment and financial decisions, investors and analysts are interested in predicting stock prices. Predicting a stock's price entails developing price pathways that a stock might take in the future. ANN and mathematical Geometric Brownian movement technique were employed in this study to forecast a stock market closing price of Indian companies. The comparative analysis indicates that the Geometric Brownian Method is better than ANN in giving better MAPE and RMSE Values.