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Please use this identifier to cite or link to this item: http://lrcdrs.bennett.edu.in:80/handle/123456789/898
Title: Empirical Study on Stock Market Prediction Using Machine Learning
Authors: Sable, Rachna
Goel, Shivani
Keywords: ARIMA; DAN2 Naïve Bayes; KNN; machine learning; RBF; Stock market prediction; SVM
Issue Date: 2019
Publisher: IEEE
Abstract: Stock market prediction is a crucial and challenging task due to its nonlinear, evolutionary, complex, and dynamic nature. Research on the stock market has been an important issue for researchers in recent years. Companies invest in trading the stock market. Predicting the stock market trend accurately will minimize the risk and bring a maximum amount of profit for all the stakeholders. During the last several years, a lot of studies have been done to predict stock market trends using Traditional, Machine learning and deep learning techniques. This survey will assist the readers researchers in selecting algorithms that can be useful for a predicting the stock market. A survey of various algorithms and its parameters for stock market prediction is presented in this paper. © 2019 IEEE.
Description: https://ieeexplore.ieee.org
URI: http://doi.org/10.1109/ICAC347590.2019.9036786
http://lrcdrs.bennett.edu.in:80/handle/123456789/898
ISBN: 9781728123868
Appears in Collections:Conference Proceedings_ SCSET

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