{"title":"利用机器学习算法预测蓝筹公司的股价","authors":"Rajvir Kaur, Anurag Sharma","doi":"10.1504/ijbidm.2023.134316","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":35458,"journal":{"name":"International Journal of Business Intelligence and Data Mining","volume":"76 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Prediction of stock prices of blue-chip companies using machine learning algorithms\",\"authors\":\"Rajvir Kaur, Anurag Sharma\",\"doi\":\"10.1504/ijbidm.2023.134316\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":35458,\"journal\":{\"name\":\"International Journal of Business Intelligence and Data Mining\",\"volume\":\"76 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Business Intelligence and Data Mining\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1504/ijbidm.2023.134316\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Decision Sciences\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Business Intelligence and Data Mining","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1504/ijbidm.2023.134316","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Decision Sciences","Score":null,"Total":0}
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.
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.