Scopus Indexed Publications

Paper Details


Title
Bangladeshi stock price prediction and analysis with potent machine learning approaches
Author
Sajib Das, Asif Khan Shakir, Farhan Anan Himu, Md. Sanzidul Islam, Md. Shohel Arman, Syeda Sumbul Hossain,
Email
arman.swe@diu.edu.bd
Abstract

Stock price forecasting, is one of the most significant financial complexities, since data are not reliable and noisy, impacting many factors. This article offers a machine learning model for the stock price prediction using Support Vector Machine-Regression (SVR) with two different kernels which are Radial Basis Function (RBF) and linear kernel. This study shows the Prediction and accuracy comparison between Support Vector Regression (SVR) and Linear Regression (LR) and also the accuracy comparison for different kernels of Support vector Regression (SVR). The model has used sum squared error (SSE) to determine the accuracy of each algorithm; which has shown significant improvement than the other studies. This analysis is conducted on the price data of about five years of Grameenphone listed on Dhaka Stock Exchange (DSE). The highest accuracy was found with Linear Regression model in every case with the highest accuracy of about 97.07% followed by SVR (Linear) model and SVR (radial basis function) model with the highest accuracy rate of about 97.06% and 96.82%. In some cases the accuracy of SVR (radial basis function) was higher than SVR (linear). But it was the Linear Regression which had the highest accuracy of all in every case.

Keywords
Machine learning Stock price prediction Support vector regression Linear regression
Journal or Conference Name
Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering, LNICST
Publication Year
2020
Indexing
scopus