Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal IAES International Journal of Artificial Intelligence (IJ-AI)
Manjunath, Chinthakunta
Unknown Affiliation
Computer Science & IT Engineering

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Stock market prediction employing ensemble methods: the Nifty50 index Manjunath, Chinthakunta; Marimuthu, Balamurugan; Ghosh, Bikramaditya
IAES International Journal of Artificial Intelligence (IJ-AI) Vol 13, No 2: June 2024
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijai.v13.i2.pp2049-2059

Abstract

Accurately forecasting stock fluctuations can yield high investment returns while minimizing risk. However, market volatility makes these projections unlikely. As a result, stock market data analysis is significant for research. Analysts and researchers have developed various stock price prediction systems to help investors make informed judgments. Extensive studies show that machine learning can anticipate markets by examining stock data. This article proposed and evaluated different ensemble learning techniques such as max voting, bagging, boosting, and stacking to forecast the Nifty50 index efficiently. In addition, an embedded feature selection is performed to choose an optimal set of fundamental indicators as input to the model, and extensive hyperparameter tuning is applied using grid search to each base regressor to enhance performance. Our findings suggest the bagging and stacking ensemble models with random forest (RF) feature selection offer lower error rates. The bagging and stacking regressor model 2 outperformed all other models with the lowest root mean square error (RMSE) of 0.0084 and 0.0085, respectively, showing a better fit of ensemble regressors. Finally, the findings show that machine learning algorithms can help fundamental analyses make stock investment decisions.
Co-Authors Ghosh, Bikramaditya Marimuthu, Balamurugan