利用机器学习算法预测蓝筹公司的股价

Rajvir Kaur, Anurag Sharma
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引用次数: 0

摘要

由于股市的波动性,对专家来说,准确预测股市是一项非常具有挑战性的任务。为了确定股票市场的未来价值,一些研究是基于历史数据的。但如今,有一些外部因素,如社交媒体和新闻头条,极大地影响了股市。本研究工作基于对未来股票价格的预测,同时利用twitter社交媒体和新闻数据以及历史数据,以获得较高的预测结果。机器学习算法的性能-逻辑回归,支持向量机,随机森林使用矩阵分析,如准确性,精度,召回率和F1分数。为了训练和测试最终的数据集,它被分成80:20的比例。对于每个蓝筹公司,测试数据集包含248个样本,使用逻辑回归算法预测股价的预测准确率最高,为85%至89%。
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Prediction of stock prices of blue-chip companies using machine learning algorithms
Accurate stock market prediction is a very challenging task for experts due to its volatile nature. To determine the future value of the stock market, several researches are based on historical data. But nowadays, there are some external factors like social media and news headlines that greatly affect the stock market. This research work is based on the prediction of future stock prices by using both twitter social media and news data along with historical data to get the high prediction results. The performance of machine learning algorithms - logistic regression, SVM, random forest is analysed using matrices like accuracy, precision, recall, and F1 score. To train and test the final dataset, it is divided into 80:20 ratios. For each blue chip company, the testing dataset contains 248 samples, which exhibited the highest prediction accuracies ranging from 85% to 89% for prediction of stock prices is achieved using logistic regression algorithm.
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来源期刊
International Journal of Business Intelligence and Data Mining
International Journal of Business Intelligence and Data Mining Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
1.50
自引率
0.00%
发文量
89
期刊介绍: IJBIDM provides a forum for state-of-the-art developments and research as well as current innovative activities in business intelligence, data analysis and mining. Intelligent data analysis provides powerful and effective tools for problem solving in a variety of business modelling tasks. IJBIDM highlights intelligent techniques used for business modelling, including all areas of data visualisation, data pre-processing (fusion, editing, transformation, filtering, sampling), data engineering, data mining techniques, tools and applications, neurocomputing, evolutionary computing, fuzzy techniques, expert systems, knowledge filtering, and post-processing. Topics covered include Data extraction/reporting/cleaning/pre-processing OLAP, decision analysis, causal modelling Reasoning under uncertainty, noise in data Business intelligence cycle Model specification/selection/estimation Web technology, mining, agents Fuzzy, neural, evolutionary approaches Genetic algorithms, machine learning, expert/hybrid systems Bayesian inference, bootstrap, randomisation Exploratory/automated data analysis Knowledge-based analysis, statistical pattern recognition Data mining algorithms/processes Classification, projection, regression, optimisation clustering Information extraction/retrieval, human-computer interaction Multivariate data visualisation, tools.
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