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A Method for Determining the Accuracy of Stock Prices using Gradient Boosting and the Support Vector Machines Algorithm | IEEE Conference Publication | IEEE Xplore

A Method for Determining the Accuracy of Stock Prices using Gradient Boosting and the Support Vector Machines Algorithm


Abstract:

The intention of work is to detect accuracy in stock price prediction based on stock values. Materials and Methods: Gradient Boosting Machines (GBM) Algorithm with sample...Show More

Abstract:

The intention of work is to detect accuracy in stock price prediction based on stock values. Materials and Methods: Gradient Boosting Machines (GBM) Algorithm with sample size = 20 and Support Vector Machine (SVM) Algorithm with sample size = 20 was iterated at different times for envisagingaccurateness of stock prices. The Novel Loss procedure used in Gradient Boosting Machines Algorithm depends upon previous stock values which help to minimize overall prediction error. Results: Gradient Boosting Algorithm has ominously better accuracy (92.3 %) compared to SVM Algorithm accuracy (76%) with significance value p=0.00 (2 tailed). Conclusion: GBM algorithm with Novel loss function helps in envisaging with more accuracy the percentage of stock values.
Date of Conference: 20-22 October 2022
Date Added to IEEE Xplore: 22 November 2022
ISBN Information:
Conference Location: Trichy, India

I. Introduction

The defence of assessment is to expect precision level of stock qualities. Eventually different encounters, prepared experts and money work environments, Stock business regions have changed AI assessments to manage presentation of presumption models and update accuracy of measure. Everybody inclines toward AI calculations. Various evaluations have shown that Complexity and nonlinearity were enormous worries of the Stock Market. In moving toward years, if the issue isn’t dealt with low stock worth respect, considering the way that financial exchange structure is growing much more quickly utilizing different huge learning techniques. [1]. The fundamental explanation for this supposition is purchasing stocks that are conceivable going to increment in cost and along these lines selling stocks that are clearly to fall. The applications of research work is that stocks that are presumably going to fall are seen at first, it is direct for brokers and Data Scientists to follow stock’s worth respects and in addition stocks will in like way get perceived [2].Many academics have used the procedure of predicting stock price values to build financial status with a high stock market value. It’s around 16 IEEE-indexed articles and 10 Google Scholar articles [3], [4]. The Data Mining method which is used to forecast stock prices from emerging markets acquired an accuracy of 79.1% [5]. The paper was implemented for stock market liberalization and overseasrecognizedstockholders to improve efficacy of stock price values and got an accuracy of 87.9%. [6]. This paper was implemented using tree-based classifiers for predicting stock price values of an accuracy 81.3% [7]. The stock prices values are obtained using tree-based classifiers and obtained an accuracy of 78%. [8] This paper was used for predicting stock prices using sentiment indicators. [9]Convolutional neural networks are used in conjunction with recurrent neural networks to extract information and create predictions for stock price values. The online course “XuetangX” dataset was utilised to predict accuracy in this study. The accuracy of the results was found to be 79.9%. [10] Two-layer hidden Markov Model was used for predicting accuracy percentage. The methods which were used before have less accuracy in the stock price prediction. The performance of Logistic Regression lags while it is implemented in stock price prediction because anticipated value is incessant, not probabilistic, delicate to unevenness data when using linear regression for classification. We worked with a number of authors from diverse colleges to accomplish the assignment quickly and accurately.

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References

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