International Journal of Scientific Research & Engineering Trends

Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X

Review of Study of Stock Market Prediction

M.Tech.Scholar Sachine Kumawat Asst. Prof. Pritesh Jain
Dept.of Computer Science &Engg. Dept.of Computer Science &Engg.
Patel College of Science and Technology Patel College of Science and Technology
Indore, India Indore, India
kumawat.sks@gmail.com Pritesh.Arihant@Gmail.Com

Abstract - Securities trade conjecture incorporates predicting future estimation of association stock or other cash related
instrument traded on an exchange. Distinctive sorts of trading ought to be conceivable in securities trade. It could be at this
very moment trading or even whole deal trading anyway if someone can envision the regard or class of that component, it can
yield incredible return for the endeavor done. Going before improvement of automated world, markers continued using paper
work procedures like essential and particular examination. Distinctive important particular markers like SMA, EMA, and
MACD saw to be uncommonly valuable yet with the happening to PC headways and computations, estimate moved into
mechanical area. Specialists started fabricating desire structure using Neural Network, Support Vector Machine, Decision
Trees, and Hidden Markov Model. Figure precision really improved using algorithmic methodology. This overview covers
diverse traditional as well as developmental data burrowing systems used for securities trade desire.

Keywords - Stock exchanging, information mining, bolster vector machine, neural network, hidden markov model, choice trees,
and specialized pointers.etc

I.INTRODUCTION improvement envisioned machine learning

Objective behind making any money related theory is to
achieve superior to expected return for contributed
money while keeping up certain level of included risks
[1] anyway as the stock trade is a to a great degree
awesome, unusual and non-straight dynamical system,
securities trade desire has transformed into an
exceptional test for examiners and monetary experts.
For the most part larger part specialists depend upon
Fundamental examination methodologies
[3].Fundamental examination is tied in with using strong
information around an association's business to
endeavor to find the bona fide estimation of a stock. It is
the examination of the qualities that impact the success
of the economy, business social occasions, and
associations. So also similarly as with most
Examination, the goal is to decide a guess and
advantage from future esteem improvements. For day
trading or at this very moment trading Technical
examination [4],[5]found to be greatly ground-breaking.
It not simply enables the trader to describe a strong
feeling on a particular stock or document furthermore
serves to characterize the trade recollecting the section,
exit and danger viewpoint. Specialized examination
incorporates use of capacities, conditions, for example,
pointers and oscillators controlled by time game plan,
and heuristic rules prepared to uncover signs of
advancement in the market designs. Renowned models
of systems are Moving Average Convergence
Divergence (MACD), Relative Strength Index (RSI),
and stochastic oscillator [3] Result of advancement
© 2018 IJSRET
1080
methodologies for stock esteem estimate. Distinctive
new data mining techniques and figurings are proposed
like Genetic Algorithm (GA), Support Vector Machine
(SVM), Neural Networks (NNs).
This examination paper has been formed as takes after.
In Section II we examine different proposed procedures
used for securities trade desire. Nuts and bolts of focal
examination used as a piece of trading stocks, most
unmistakable specific pointers being used for securities
trade desire and diverse machine learning procedures,
computations that can used as a piece of this figure
taken after by end and references.
II. RELATED WORK
1. Fundamental Analysis
At the association level essential examination
incorporates investigation of cash related data,
organization reports, business thoughts and contention.
It furthermore explore the association between money
related declaration information and key characteristics,
for instance, pay rate advancement, cost to book extent
et cetera [6],[7]. At the business level, there might be an
examination of free market action qualities for the
things promoted. At economy level real examination
may target money related data to review the present and
future improvement of the economy. To appraise future
stock costs, significant examination unites money
related, industry, and association examination
[8],[9],[10] to decide a stock's present sensible regard
and guess future regard. If sensible regard isn't
 International Journal of Scientific Research & Engineering Trends
Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X
proportionate to the present stock esteem, basic
inspectors assume that the stock is either completed or
thought little of and the market cost will finally coast
towards sensible regard. Fundamentalists don't center
around the urging of the discretionary appraisals and
assume that business segments are weak edge capable.
By assuming that expenses don't correctly reflect every
single available datum, key specialists plan to pick up
by observed esteem blunders. Diverse perspectives
concerning essential examination are taking a gander at
technique for progress, organization, financial
examination and so on.
Preferred standpoint of significant examination is to find
whole deal slant. It moreover uncovers associations with
vital assets, a strong bookkeeping report, stable
obtaining et cetera. Yuh-Jen Chen and Yuh-Min Chen
proposed [11] a basic examination based technique for
securities trade evaluating by processing the weight of
fiscal markers, surveying and picking solitary stocks,
picking budgetary news features, choosing stock trading
signals in light of cash related news. Ching Hsue Cheng,
You-shyang Chen proposed[12] fundamental
examination of stock trading structure using portrayal
strategies.
2. Technical Analysis (Indicators)
Huge number of specific pointers is accessible for
particular examination. They use distinctive estimations
made in the exhibit like closing expenses of history,
volume traded et cetera. Earlier in 1970s a few analysts
thought about trading rules in light of TIs. Regardless of
the way that they didn't discover them much gainful
[13],[14] late examinations [15],[16]show that they are
helpful.. Commonly utilized TIs are simple moving
midpoints (SMA), exponential moving midpoints
(EMA), moving normal joining disparity (MACD),
exponential moving normal (EMA) and relative quality
record (RSI).
2.1. Simple Moving Averages (SMA) - Moving
midpoints give smooth esteem data to shape an example
following pointer. In spite of the way that they can't
envision esteem bearing, yet rather give some ideal
about the present course with a slack. Moving midpoints
consolidate slack since they are registered utilizing past
expenses. Despite this slack, moving midpoints gives
smooth esteem action and filter through the uproar.
They are similarly significant as the building
discourages for some other specific markers and
overlays, for instance, Bollinger gatherings, MACD and
the McClellan Oscillator.
An essential moving typical is figured as the ordinary
expense of a security over a specific number of periods.
Most moving midpoints are registered using closing
expenses. A 5-day clear moving typical is the multi day
© 2018 IJSRET
1081
total of closing costs isolated by five. As its name
illustrates, a moving typical is an ordinary that moves.
Past data is touched base at the midpoint of as new data
winds up perceptibly available. This makes the typical
move along the time scale. Coming up next is an
instance of a 5-day moving typical growing over three
days.
Daily closing prices = 6010, 6020, 6030, 6040, 6050,
6060, 6070
First day of 5-Days SMA = (6010 + 6020 + 6030 +
6040 + 6050) / 5 = 6030
Second day of 5-Days SMA= (6020 + 6030 + 6040 +
6050 +6060) / 5 = 6040
Third day of 5-Days SMA= (6030 + 6040 + 6050
+6060+6070) / 5 = 6050
Yu-Feng Lin, Chien-Feng Huang, Vincent S. seng used
Simple moving Averages along with a technique of
episode mining [17].
2.2. Exponential Moving Average (EMA) -The slack
in SMA can be diminished by applying more weight to
late expenses. EMA is the extension of SMA. The
weighting associated with the most recent expense
depends upon the amount of periods in the moving
ordinary. There are three phases to figuring an
exponential moving ordinary. In introductory advance
direct moving ordinary is ascertained. An exponential
moving Average (EMA) needs to start some place so a
fundamental moving ordinary is used as the past
period's EMA in the principle estimation. In second
step, the multiplier (estimating multiplier) is enrolled.
Finally, the exponential moving typical can be figured
using the recipe. A 12-day EMA can be prepared as
takes after.
SMA: 12 period sum / 12
Multiplier: (2 / (Time periods + 1)) = (2 / (12 + 1)) =
0.1538 (15.38%)
EMA: {Close - EMA (previous day)} x multiplier +
EMA (previous day)
A 12-period exponential moving typical applies 15.38%
weighting to the most recent expense. A 12-period
EMA can in like manner be called an15.38% EMA. A
20-period EMA applies a 9.52% weighing to the most
recent esteem (2/(20+1) = .0952). Notice that the
estimating multiplier for the shorter day and age is more
imperative than the estimating multiplier for the more
drawn out day and age. Honestly, the weighting drops
impressively every time the moving ordinary time
allotment doubles.YauheniyaShynkevich, T.M. Mc
Ginnity, Sonya Coleman, Yuhua Li, Ammar Belatreche
[18] used EMA to envision the headings without limits
esteem improvements.
 International Journal of Scientific Research & Engineering Trends
Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X
2.3 Relative Strength Index (RSI) - RSI was made by
J. Welles Wilder. It is a vitality oscillator [19] that
estimates the speed and change of significant worth
advancements. RSI falters in the region of zero and
hundred. Usually as demonstrated by Wilder's
estimation, RSI is said to be overbought when more
than 70 and said to be oversold when underneath 30.
Signs can in like manner be delivered via hunting down
divergences, dissatisfaction swings and centerline half
breeds. RSI is useful for perceiving general example
too.RSI is one the most standard vitality pointers that
has been incorporated into different articles, gatherings
and books consistently. Specific Analysis for the
Trading Professional, the book by Constance Brown,
incorporates the thought ofbull market and bear promote
ranges for RSI. Andrew Cardwell, Brown's RSI coach,
completed positive and negative reversals for RSI. In
like manner, Cardwell brought the possibility of
disparity, genuinely and allegorically, on its head.
RSI = 100 – (1/ (1 + RS))
RS = Average Gain / Average Loss
Jianxue Chen built svm based application [20] of
financial time series forecasting using some empirical
technical indicators like RSI.
2.5 Moving Average Convergence/Divergence
Oscillator (MACD) - MACD was introduced by Gerald
Appel in the seventies, the Moving Average
Convergence/Divergence oscillator (MACD) is one of
the minimum troublesome and best power markers
available. MACD tracks the changes quality, way,
energy and course of an example [21], [22]. The MACD
turns two example following pointers, moving
midpoints, into a power oscillator by subtracting the
moving typical for longer period from the moving
typical for shorter period. Likewise, the MACD offers
the best of the two universes: slant following and power.
The MACD keeps running all over with respect to the
line called as zero line as the moving midpoints blend
cross and isolated. Someone can look for banner line
half breeds, centerline crossovers and divergences to
create signals. Since the MACD isn't restricted, it isn't
particularly significant for finding overbought and
oversold status
MACD Line: (EMA of 12 days- EMA of 26 days)
Signal Line: EMA of 9 days of MACD Line
MACD Histogram: MACD Line - Signal Line
The MACD Line is the 12-day Exponential Moving
Average (EMA) subtracted by the 26-day EMA. Closing
expenses are used for these moving midpoints. A 9-day
EMA of the MACD Line is plotted with the pointer to
go about as a banner line and perceive turns. The
MACD Histogram exhibits the refinement among
© 2018 IJSRET
1082
MACD and its 9-day EMA, the Signal line. The
histogram is sure when the MACD Line is over its
Signal line and negative when the MACD Line is
underneath its Signal line.12, 26 and 9 are the most
conspicuously used regards used with the MACD;
anyway extraordinary regards can be substituted
depending upon your trading style and destinations.
2.6 Resistance and Support- As the name proposes,
opposition is something which keeps the expense from
rising further. The obstruction level is an esteem point
on the layout where dealers expect most outrageous
supply (for selling)for the stock/list. The obstruction
level is always over the present market cost. The
imaginable hood of the esteem climbing to the
opposition level, joining, immersing all the supply, and
by then declining is high. The obstruction is one of the
essential particular examination gadget which feature
individuals look at in a rising business segment. The
obstruction as often as possible goes about as a trigger
to offer.
Figure 1 Support and Resistance.
Understanding the assistance level should be extremely
clear and instinctive. As the name proposes, the
assistance is something that shields the expense from
falling further. Merchant expects most outrageous
demand (for obtaining) coming into the stock/record at
this esteem point in the graph that is reinforce level. At
whatever point the esteem tumbles to the assistance line,
it is probably going to avoid back. The assistance level
is reliably beneath the current market cost. There is a
most extraordinary likelihood that the expense could fall
till the help combine, ingest all the demand, and a short
time later start to climb bearing. The assistance is one of
the fundamental particular level market individuals look
for in a falling business area. The assistance consistently
goes about as a trigger to buy.Aparna Bhatt and
Sowmya Kamath [23] used help and impenetrability to
pick buy offer decision for a particular stock.
3.Machine Learning Methods
3.1Artificial Neural Network (ANN)
An ANN has a couple of good conditions yet a
champion among the most saw of these is the manner in
which that it can truly pick up from viewing educational
accumulations. Thusly, Artificial Neural Network is
 International Journal of Scientific Research & Engineering Trends
Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X

alluded to for as an unpredictable limit estimation

gadget. These sorts of mechanical assemblies help
assess the most fiscally wise and ideal procedures for
meeting up at courses of action while portraying
enlisting limits or allotments. ANN uses data tests rather
of finish instructive lists to get in contact at courses of
action, which saves both time and money. ANNs are
considered really clear logical models to enhance
adequacy of the available the data examination
headways. ANNs fuses three layers. These layers are
related with one another. The fundamental layer
contains data neurons. Those neurons send data on to
the second layer, which along these lines sends the yield
neurons to the third layer. Setting up a fake neural
framework incorporates investigating allowed models
for which there are a couple of related estimations. Figure 3 Support Vector Machine

Above figure just exhibits the 2-dimensional

Figure 2 Artificial Neural Network.
circumstance where the data centers are
straightforwardly separable.SVM way to deal with
straight backslide indicates (synchronous) minimization
of - cruel incident and minimization of the standard of
straight parameters. This can be formally portrayed by
exhibiting (non-negative) slack factors, to quantify the
deviation of planning tests outside - coldblooded zone.
Pai et al. [26] proposed a mutt approach with SVM and
ARIMA (Autoregressive Integrated Moving Average)
show and found it gave promising results.

Phua et al. [24] associated Neural Networks to the 3.3. Hidden Markov Models
money related desire. He attempted the effect of volume
data on Stock esteem desire. Khan et al. [25] associated
the Neural Networks with different number of covered
layers to inspect the desire for the Stock expenses.

3.2 Support Vector Machine (SVM)

Despite the way that SVM can be associated with
various progression issues, for instance, backslide, the
normal issue is to order the data. The basic idea is
showed up in figure. The data centers are perceived just
like certain or negative, and the issue is to find a hyper-
plane. This plane disconnects the centers (data) by a
maximal edge.

"Support Vector Machine" (SVM) falls under a class of
controlled machine learning counts which can be used
for both gathering and backslide difficulties. Anyway
scientists for the most part use it for portrayal issues. In
this count, we plot each data thing as a point in n-
dimensional space (where n is number of components
you have) with the estimation of every component being
the estimation of a particular encourage. By then, we
perform gathering by finding the hyper-plane that
different the two classes to a great degree well (look at
the underneath see).
Figure 4 Hidden Markov Model is a restricted state
machine.
This has some settled number of states. It gives a
probabilistic structure for exhibiting a period
arrangement of multivariate discernments. Covered
Markovmodel were displayed in the beginning of the
1970's. It is used as a gadget in talk affirmation. This
model which depends on factual methods has ended up
being logically renowned in the last a long time on
account of its strong logical structure and speculative
introduce as it is used an extensive variety of uses.
Starting late investigators proposed HMM as a classifier

© 2018 IJSRET
1083
 International Journal of Scientific Research & Engineering Trends
Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X
or marker for talk signal affirmation, DNA progression
examination, transcribed characters affirmation, basic
tongue spaces and so on. It shows that HMM is an
extreme instrument for different applications. The
favored viewpoint of HMM can be outlined as:
Gee has solid measurable establishment
 It can manage new data effectively.
 capable to make and assess (because of the nearness
of set up preparing calculations).
 It can predict similar models capably .
 Luigi Troiano and Pravesh Kriplani connected [27]
HMM for Predicting Trend in the Next-Day Market.
4.Decision Trees -Choice tree fabricates request or
backslide models as a tree structure. It isolates a dataset
into little and after that altogether smaller subsets while
meanwhile a related decision tree is incrementally made.
The last result is a tree with decision centers and leaf
center points. A decision center point has somewhere
around two branches. Leaf center addresses a portrayal
or decision. The most noteworthy decision center point
in a tree which identifies with the best pointer called
root center point. Decision trees can manage both
straight out and numerical data.
A decision tree is collected best down from a root center
and incorporates distributing the data into subsets that
contain cases with near regards (homogenous). ID3
computation uses entropy to figure the homogeneity of a
model. If the model is absolutely homogeneous the
entropy is zero and if the example is an also divided it
has entropy of one. The information get relies upon the
reducing in entropy when a dataset is part on an
attribute. Building up a decision tree is tied in with
finding quality that benefits the most dumbfounding
information get (i.e., the most homogeneous branches).
In 2010 an examination by Nair B. B. [28] et al
proposed a structure in perspective of a genetic count
redesigned decision tree-reinforce vector machine cross
breed, which can anticipate one-day-ahead examples in
securities trades.
© 2018 IJSRET
1084
III. CONCLUSION AND FUTURE
SCOPE
This audit paper reasons that anyway unique
procedures and frameworks are available to grow
advantage in securities trade theory, every system has
its ideal conditions and repressions. Pivotal
examination genuinely finds a stock's trademark regard
anyway it is next to no beneficial for at this very
moment trading. Particular markers would like to
anticipate the future esteem levels by looking models
and in this way accommodating for whole deal trading
and furthermore without a moment's hesitation
trading.SMA smoothen the esteem improvement in this
way taking out most phony outs yet it moreover cause
a slack in acquiring and offering signals.
EMA diminishes the slack by applying more weight to
late costs thus better than SMA to the extent late
improvements in the market. Preferred standpoint of
using RSI is that it quickly exhibits the overbought and
oversold levels to agents anyway since the pointer is
demonstrating power, as long as vitality remains strong
(up or down) the marker can stay in overbought or
oversold locale for drawn out stretches of time. In like
manner, esteem examination or some other attestation
is up 'til now required for inversions. The MACD
marker is an implied float following pointer. With the
moving ordinary, an example can be found, with the
MACD, the nature of the example and the possible
vital crossroads can be settled anyway on occasion it is
difficult to find reversal in the market using MACD.
Machine learning systems have similarly their
inclinations and repressions.
Neural framework is really a flexible learning
methodology having splendidly self-dealt with
structure yet it once in a while it converges on
neighborhood minima in progression issue. Over fitting
is another issue with neural system. Over fitting occurs
in complex decision trees too. Hard thought learning
could be troublesome in decision trees. Learning model
parameter is another impediment in decision trees.
Hmm uses immense number of parameters coming to
fruition into tremendous proportion of data anticipated
that would set it up. Regardless of the way that SVMs
have incredible hypothesis execution, they can be
horrifyingly moderate in test organize.
Notwithstanding the way that having requirements with
each non algorithmic frameworks if honestly
associated we can predict securities trade costs at a
couple of degrees yet usage of machine learning
computation have exhibited better outcomes. We can
envision an impetus and also incline effectively.
 International Journal of Scientific Research & Engineering Trends
Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X
REFERENCES
[1]. Yu-Feng Lin, Chien-Feng Huang, Vincent S.
[2]. Tseng, “A Novel Methodology for Stock
Investment using Episode Mining and
TechnicalIndicators”, 2012 Conference on
Technologies and Applications of Artificial
Intelligence.
[3]. Abu-Mostafa YS, Atiya AF, “Introduction to
financial forecasting”, Applied Intelligence
1996; 6:205–13.
[4]. S. Nison, “Japanese Candlestick Charting
Techniques:A Contemporary Guide to the
Ancient InvestmentTechnique of the Far East”,
New York Institute ofFinance, 1991.
[5]. Fernández-Blanco, P., Bodas-Sagi, D. J.,
Soltero, F. J., and Hidalgo, J. I.(2008) Technical
market indicators optimization using
evolutionaryalgorithms. In: Keijzer (Ed.)
Proceedings of the Genetic andEvolutionary
Computation Conference (GECCO’2008). New
York2008. pp. 1851-1858.
[6]. Bodas-Sagi, D. J., Fernández, P., Hidalgo, J. I.,
Soltero, F. J., Risco-Martín, J. L. (2009) Multi-
objective optimization of technical
marketindicators. In: Proceedings of the 11th
Annual Conference on Geneticand Evolutionary
Computation. GECCO’09. pp. 1999–2004.
[7]. John Sneed “Estimating earning forecasting
model using fundamental analysis: Controlling
for difference across industries” American
business review, pp.17-24, 1999.
[8]. Vanstone B., Finnie G. and Tan C., Applyng
fundamental analysis and neural network in the
Australina stock market” Proceding of
international conference on Artificial
intelligence in Science and Technology, Hobart,
Tasmania, pp.21-25, November 2004.
[9]. E.I. Altman, “Financial ratios, discriminant
analysis and the predictionof corporate
bankruptcy,” Journal of Finance, vol. 23, 1968,
p 589 609.
[10]. S.P. Kothari, “Capital markets research in
accounting,” Journal ofAccounting and
Economics, vol. 31, 2001, pp. 105-231.
[11]. D. Nissim and S.H. Penman, “Ratio analysis and
equity valuation: fromresearch to practice,”
Review Of Accounting Studies, vol.6, pp.109-
154.
[12]. uh-Jen Chen and Yuh-Min Chen, “A
Fundamental Analysis-based Method for Stock
Market Forecasting”, 2013 Fourth International
Conference on Intelligent Control and
Information Processing (ICICIP)June 9 – 11,
2013, Beijing, China.
[13]. ChingHsue Cheng, You-shyang Chen,
“Fundamental analysis of stock trading system
© 2018 IJSRET
1085
using classification techniques” Proceedings of
the Sixth International Conference on Machine
Learning and Cybernetics, Hong Kong, 19-22
August 2007.
[14]. Alexander S. (1961), Price movements in
speculative markets: trends orrandom walks,
Industrial Management Review, (2), pp. 7–26.
[15]. Fama E. F. and Blume M. E. (1966) Filter Rules
and Stock-MarketTrading, Journal of Business,
39 (1), Part2: Supplement on Security Pricing,
pp. 226–241.
[16]. Fernández-Blanco, P., Bodas-Sagi, D. J., Soltero,
F. J., and Hidalgo, J. I.(2008) Technical market
indicators optimization using
evolutionaryalgorithms. In: Keijzer (Ed.)
Proceedings of the Genetic andEvolutionary
Computation Conference (GECCO’2008). New
York2008. pp. 1851-1858.
[17]. Bodas-Sagi, D. J., Fernández, P., Hidalgo, J. I.,
Soltero, F. J., Risco-Martín, J. L. (2009) Multi-
objective optimization of technical
marketindicators. In: Proceedings of the 11th
Annual Conference on Geneticand Evolutionary
Computation. GECCO’09. pp. 1999–2004.
[18]. Yu-Feng Lin, Chien-Feng Huang, Vincent S.
Tseng, “A Novel Methodology for Stock
Investment using Episode Mining and Technical”
2012 Conference on Technologies and
Applications of Artificial Intelligence.
[19]. YauheniyaShynkevich, T.M. McGinnity, Sonya
Coleman, Yuhua Li, AmmarBelatreche,
“Forecasting stock price directional movements
usingtechnical indicators: investigating window
size effects on one-step-ahead forecasting”
[20]. J. Welles Wilder, “New Concepts in Technical
Trading Systems”, ISBN0-89459-027-8, 1978.
[21]. Jianxue Chen, “SVM application of financial
time series forecasting using empirical technical
indicators”, 201O International Conference on
Information, Networking and Automation
(ICINA).
[22]. D. Moldovan, M. Moca, and S. I. Nitchi, “A
stock trading algorithm model proposal, based on
technical indicators signals,”
InformaticaEconomica, vol. 15, no. 1, pp. 183–
188, 2011.
[23]. W. Brock, J. Lakonishok, and B. LeBaron,
“Simple technical trading rules and the stochastic
properties of stock returns,” The Journal of
Finance, vol. 47, no. 5, pp. 1731–1764, 1992.
[24]. Aparna Bhatt, SowmyaKamath S., “Automated
Stock Price Prediction and TradingFramework
for Nifty Intraday Trading”, IEEE – 31661.
[25]. X. Wang, P. K. H. Phua, and W. Lin, “Stock
market prediction usingneural networks: does
trading volume help in short-term prediction” in
 International Journal of Scientific Research & Engineering Trends
Volume 4, Issue 6, Nov-Dec-2018, ISSN (Online): 2395-566X

Neural Networks, 2003. Proceedings of the

International JointConference on, vol. 4. IEEE,
2003, pp. 2438–2442.
[26]. A. U. Khan et al., “Stock rate prediction using
back propagation algorithm: Analyzing the
prediction accuracy with different number of
hidden layers,” Glow gift, Bhopal, 2005.
[27]. P.-F. Pai and C.-S. Lin, “A hybrid arima and
support vector machines mode in stock price
forecasting,” Omega, vol. 33, no. 6, pp. 497
505,2005.
[28]. Luigi Troiano, Pravesh Kriplani, “Predicting
Trend in the Next-Day Market by Hierarchical
Hidden Markov Model”, 978-1-4244-7818-
7/10/$26.00_c 2010 IEEE.
[29]. Binoy B. Nair et. aI., 2010, “A Genetic
Algorithm Optimized DecisionTree- SVM based
Stock Market Trend Prediction System”
International Journal on Computer Science and
Engineering Vol. 02, No. 09, 2010, 2981-2988.

© 2018 IJSRET
1086