Stock Price Prediction Using Machine Learning

Guided by Submitted by
AJAY AGARWAL SAMEER KUMAR(1802913145)
RISHABH MUDGAL(1802913134)

SIDDHARTH GAUTAM(1802913167)

Group no. .: G-72

DEPARTMENT OF INFORMATION TECHNOLOGY,

KIET GROUP OF INSTITUTIONS, GHAZIABAD, UTTAR PRADESH

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(AFFILIATED TO DR. A.P.J. ABDUL KALAM TECHNICAL UNIVERSITY, LUCKNOW,
ugust
2022
26, UTTAR PRADESH, INDIA)
 Content

 Objective
 Objective achieved
 Final outcome
 Demonstration
 Abstract of related work
 Hyperlink of project report
 References

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Objective

 Stock forecasting is a very challenging task as it is highly

volatile, non-linear and flexible.
 Stock’s price is directly affected by supply and demand,
so trading volume has a great impact on stock prices.
 To deal with this variety of data efficient model is
needed that can identify the hidden patterns and
complex relations in this large data set.
 Our work aims to raise the comparison of the forecast
using different algorithms.

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Objective Achieved

 Some of the machine learning algorithms that we have

implemented in our work are
• Naïve Bayes
• ARIMA
• CNN
• LSTM

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 We have applied these Machine learning algorithms to find out the Mean
Absolute Error(MAE) of these different classifiers.
 The suggested models is trained and tested with a dataset taken from
Reliance.
 It is branched into training and testing sets respectively and yield the
following output as MAE as it passes over different models:
 Naïve Bayes - 15.024
 Conv1D – 15.43
 LSTM – 17.39
 ARIMA – 17.90

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 A comparative analysis based on the MAE value (Mean Absolute Error)
clearly shows that Naïve provides better forecasts of stock prices
compared to LSTM, ARIMA, Conv1D.
 The results show that the best values obtained by the Naïve model give
MAE (15.024).

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Final Outcome

 Review paper on Stock Price Prediction by using

Machine Learning
 We have submitted the survey paper on ICDABM-2022
(International Conference on Data Analytics in Business
and Marketing) - Scopus
 Authors: Sameer Kumar, Ajay Agarwal, Rishabh Mudgal
and Siddharth Gautam
 Title: Survey paper on Stock Price Prediction Using
Machine Learning
 Number: 20 and Acceptance date: March 20, 2022
 Registration fee paid and CRC submitted. Successfully
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presented in the conference and Certificateugust
issued
2022
26,
on
21 April 2022.
CERTIFICATE ISSUED BY ICDABM2022 FOR REVIEW PAPER

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 Research Paper on Stock Price Prediction by using Machine Learning
 We have submitted the Research paper on BCIPECH-2022 (5th Biennial
Blended Mode International Conference on "Innovative Applications of
Computational Intelligence on Power, Energy and Controls with their
impact on Humanity")
 Authors: Sameer Kumar, Ajay Agarwal, Rishabh Mudgal and Siddharth
Gautam
 Title: Research paper on Stock Price Prediction Using Machine Learning
 Number: 5284
 Acceptance date: May 16, 2022
 Registration fee paid and CRC Successfully submitted.

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Demonstration
 Naïve Bayes based model result :

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 Conv1D based model result:

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 LSTM based model result:

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 ARIMA based model result:

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 Comparison Graph:

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Abstract of Related Works
 Title: NSE Stock Market Prediction Using Deep-Learning
Models[1]
 Authors: Hiransha M , Gopalakrishnan E.A , Vijay Krishna
Menon, Soman K.P
 In this paper, they are using four types of deep learning
architectures i.e Multilayer Perceptron (MLP), Recurrent
Neural Networks (RNN), Long Short-Term Memory
(LSTM) and Convolutional Neural Network (CNN) for
predicting the stock price of a company based on the
historical prices available.
 Here they are using day-wise closing price of two
different stock markets, National Stock Exchange (NSE)
of India and New York Stock Exchange (NYSE).
 It has been observed that CNN is outperforming
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the 15
other models. The network was able to predict
2022 for NYSE
ugust 26,

even though it was trained with NSE data

 Title: Stock Market Prediction Using Machine Learning[2]
 Authors: Abdulhamit Subasi, Faria Amir, Kholoud Bagedo, Asmaa Shams,
Akila Sarirete
 Due to the complex nature of stock market prediction, it has been a
trending area of interest. This paper presents a comparison of the
prediction by inputting different classifiers.
 Furthermore, the results of the comparison are done on an accuracy basis.
Each machine learning algorithm is tested against the National Association
of Securities Dealers Automated Quotations System (NASDAQ), New York
Stock Exchanges (NYSE), Nikkei, and Financial Times Stock Exchanges
(FTSE).
 Furthermore, several machine learning algorithms are compared with a
normal and a leaked data set.

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 Title: Optimizing LSTM for time series prediction in Indian stock market[3]
 Authors: Anita Yadav, C K Jha, Aditi Sharan
 Long Short Term Memory (LSTM) is among the most popular deep
learning models used today. It is also being applied to time series
prediction which is a particularly hard problem to solve due to the
presence of long term trend, seasonal and cyclical fluctuations and
random noise.
 The performance of LSTM is highly dependent on choice of several hyper-
parameters which need to be chosen very carefully, in order to get good
results. Being a relatively new model, there are no established guidelines
for configuring LSTM. In this paper this research gap was addressed.
 A dataset was created from the Indian stock market and an LSTM model
was developed for it. It was then optimized by comparing stateless and
stateful models and by tuning for the number of hidden layers.

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 Title: Stock Closing Price Prediction using Machine Learning Techniques[4]
 Authors: Mehar Vijh, Deeksha Chandola, Vinay Anand Tikkiwal, Arun
Kumar
 Accurate prediction of stock market returns is a very challenging task due
to volatile and non-linear nature of the financial stock markets. With the
introduction of artificial intelligence and increased computational
capabilities, programmed methods of prediction have proved to be more
efficient in predicting stock prices.
 In this work, Artificial Neural Network and Random Forest techniques have
been utilized for predicting the next day closing price for five companies
belonging to different sectors of operation.
 The financial data: Open, High, Low and Close prices of stock are used for
creating new variables which are used as inputs to the model. The models
are evaluated using standard strategic indicators: RMSE and MAPE. The
low values of these two indicators show that the models are efficient in
predicting stock closing price.
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 Title: Stock Market Prediction Using Machine Learning[5]
 Authors: Ishita Parmar, Navanshu Agarwal, Sheirsh Saxena, Ridam Arora,
Shikhin Gupta, Himanshu Dhiman, Lokesh Chouhan
 In Stock Market Prediction, the aim is to predict the future value of the
financial stocks of a company. The recent trend in stock market prediction
technologies is the use of machine learning which makes predictions
based on the values of current stock market indices by training on their
previous values.
 Machine learning itself employs different models to make prediction
easier and authentic. The paper focuses on the use of Regression and
LSTM based Machine learning to predict stock values.
 Factors considered are open, close, low, high and volume.

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Hyperlink of Project Report

 https://
drive.google.com/file/d/1ey50gv_jD_HjY3HPouFla2MdGy27X-
vg/view?usp=sharing

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References

 [1]Vijay K Menon, Soman K P, Hiransha M,” NSE Stock Market

Prediction Using Deep- Learning Models” (2018).
 [2] Abdulhamit Subasi, Faria Amir,” Stock Market Prediction
Using Machine Learning”(2021)
 [3] Anita Yadav, C K Jha, Aditi Sharan, ” Optimizing LSTM for
time series prediction in Indian stock market”(2020)
 [4] Mehar Vijh , Vijay Anand, Arun Kumar, “Stock Closing Price
Prediction using Machine Learning Techniques”(2020).
 [5]Ishita Parmar, Sheirsh Saxena, “Stock Market Prediction
Using Machine Learning” (2018).

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THANK YOU

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