Stock Market Prediction Using Machine Learning

摘要

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 Exchange (NYSE), Nikkei, and Financial Times Stock Exchange (FTSE). Furthermore, several machine learning algorithms are compared with a normal and a leaked data set.