The usage of Neural network s has determined a variegated area of packages in the present world. This has caused the
improvement of various fashions for economic markets and funding. This paper represents the idea the way to predict share
market fee the use of artificial Neural community with a given enter parameters of share marketplace. The proportion
marketplace is dynamic in nature approach to expect percentage fee could be very complex method by using trendy prediction
or computation method. Its predominant motive is that there is no linear relationship between market parameters and target last
price. Since there is no linear relationship between input patterns and corresponding output patterns, so use of neural network is
a desire of hobby for share market prediction.
Stock Market Prediction and Investment Portfolio Selection Using Computationa...iosrjce
IOSR Journal of Computer Engineering (IOSR-JCE) is a double blind peer reviewed International Journal that provides rapid publication (within a month) of articles in all areas of computer engineering and its applications. The journal welcomes publications of high quality papers on theoretical developments and practical applications in computer technology. Original research papers, state-of-the-art reviews, and high quality technical notes are invited for publications.
Applications of Artificial Neural Network in Forecasting of Stock Market Indexpaperpublications3
Abstract: Prediction in any field is a challenging and unnerving process. Stock market is a promising financial investment that can generate great wealth. However, under the impact of Globalization Stock Market Prediction (SMP) accuracy has become more challenging and rewarding for the researchers and participants in the stock market. Artificial Neural Networks (ANN) have been found to be an efficient tool in modeling stock prices and quite a large number of studies have been done on it. ANN modeling of stock prices of selected stocks under NSE is attempted to predict the next day’s price. The network developed consists of one input layer, hidden layer and output layer with four, nine and one nodes respectively. The input being the closing price of the previous four days and output being the price for the next day. In the first section the adaptability of neural networks in stock market prediction is discussed, in the second section we discuss the traditional methods that were being used earlier for stock market prediction, in the third section we discuss the justification for using neural networks and how it is better over traditional methods, in the fourth section we discuss the basics of neural networks, section five gives an overview of data and methodology being used, in section six we have discussed the various forecasting errors methods to calculate the error, in section seven we have presented our results. The aim of this paper is to provide an overview of the application of artificial neural network in stock market prediction.
Now knowledge pre-processing, model and reasoning issues, power metrics, quality
issues, post-processing of discovered structures, visualization, and on-line change is best challenge.
In this paper Neural Network based forecasting of stock prices of selected sectors under Bombay
Stock Exchange show that neural networks have the power to predict prices albeit the volatility in the
markets[9]. The motivation for the development of neural network technology stemmed from the
desire to develop an artificial system that could perform “intelligent" tasks similar to those performed
by the human brain. Artificial Neural Networks are being counted as the wave of the future in
computing. They are indeed self-learning mechanisms which don’t require the traditional skills of a
programmer. Back propagation is one of the approaches to implement concept of neural networks.
Back propagation is a form of supervised learning for multi-layer nets. Error data at the output layer
is back propagated to earlier ones, allowing incoming weights to these layers to be updated. It is most
often used as training algorithm in current neural network applications. In this paper, we apply data
mining technology to stock market in order to research the trend of price; it aims to predict the future
trend of the stock market and the fluctuation of price. This paper points out the shortage that exists in
current traditional statistical analysis in the stock, then makes use of BP neural network algorithm to
predict the stock market by establishing a three-tier structure of the neural network, namely input
layer, hidden layer and output layer. Finally, we get a better predictive model to improve forecast
accuracy
Stock market prediction using Twitter sentiment analysisjournal ijrtem
ABSTRACT : In a study, it was investigated relationship among stock market movement and Tweeter feed content. We are expecting to see if there is connection among sentiment information extracted from the Tweets using a Vader in predicting movements of stock prices. As a result it was obtained strong positive correlation with a coefficient of correlation to be 0.7815.
KEYWORDS : correlation, financial market, polarity, sentiment analysis, tweets
Stock Market Prediction and Investment Portfolio Selection Using Computationa...iosrjce
IOSR Journal of Computer Engineering (IOSR-JCE) is a double blind peer reviewed International Journal that provides rapid publication (within a month) of articles in all areas of computer engineering and its applications. The journal welcomes publications of high quality papers on theoretical developments and practical applications in computer technology. Original research papers, state-of-the-art reviews, and high quality technical notes are invited for publications.
Applications of Artificial Neural Network in Forecasting of Stock Market Indexpaperpublications3
Abstract: Prediction in any field is a challenging and unnerving process. Stock market is a promising financial investment that can generate great wealth. However, under the impact of Globalization Stock Market Prediction (SMP) accuracy has become more challenging and rewarding for the researchers and participants in the stock market. Artificial Neural Networks (ANN) have been found to be an efficient tool in modeling stock prices and quite a large number of studies have been done on it. ANN modeling of stock prices of selected stocks under NSE is attempted to predict the next day’s price. The network developed consists of one input layer, hidden layer and output layer with four, nine and one nodes respectively. The input being the closing price of the previous four days and output being the price for the next day. In the first section the adaptability of neural networks in stock market prediction is discussed, in the second section we discuss the traditional methods that were being used earlier for stock market prediction, in the third section we discuss the justification for using neural networks and how it is better over traditional methods, in the fourth section we discuss the basics of neural networks, section five gives an overview of data and methodology being used, in section six we have discussed the various forecasting errors methods to calculate the error, in section seven we have presented our results. The aim of this paper is to provide an overview of the application of artificial neural network in stock market prediction.
Now knowledge pre-processing, model and reasoning issues, power metrics, quality
issues, post-processing of discovered structures, visualization, and on-line change is best challenge.
In this paper Neural Network based forecasting of stock prices of selected sectors under Bombay
Stock Exchange show that neural networks have the power to predict prices albeit the volatility in the
markets[9]. The motivation for the development of neural network technology stemmed from the
desire to develop an artificial system that could perform “intelligent" tasks similar to those performed
by the human brain. Artificial Neural Networks are being counted as the wave of the future in
computing. They are indeed self-learning mechanisms which don’t require the traditional skills of a
programmer. Back propagation is one of the approaches to implement concept of neural networks.
Back propagation is a form of supervised learning for multi-layer nets. Error data at the output layer
is back propagated to earlier ones, allowing incoming weights to these layers to be updated. It is most
often used as training algorithm in current neural network applications. In this paper, we apply data
mining technology to stock market in order to research the trend of price; it aims to predict the future
trend of the stock market and the fluctuation of price. This paper points out the shortage that exists in
current traditional statistical analysis in the stock, then makes use of BP neural network algorithm to
predict the stock market by establishing a three-tier structure of the neural network, namely input
layer, hidden layer and output layer. Finally, we get a better predictive model to improve forecast
accuracy
Stock market prediction using Twitter sentiment analysisjournal ijrtem
ABSTRACT : In a study, it was investigated relationship among stock market movement and Tweeter feed content. We are expecting to see if there is connection among sentiment information extracted from the Tweets using a Vader in predicting movements of stock prices. As a result it was obtained strong positive correlation with a coefficient of correlation to be 0.7815.
KEYWORDS : correlation, financial market, polarity, sentiment analysis, tweets
This paper investigates if forecasting models based on Machine Learning (ML) Algorithms are capable to predict intraday prices in the small, frontier stock market of Romania. The results show that this is indeed the case. Moreover, the prediction accuracy of the various models improves as the forecasting horizon increases. Overall, ML forecasting models are superior to the passive buy and hold strategy, as well as to a naïve strategy that always predicts the last known price action will continue. However, we also show that this superior predictive ability cannot be converted into “abnormal”, economically significant profits after considering transaction costs. This implies that intraday stock prices incorporate information within the accepted bounds of weak-form market efficiency, and cannot be “timed” even by sophisticated investors equipped with state of the art ML prediction models.
The Stock Market is known for its volatile and unstable nature. A particular stock could be thriving in one
period and declining in the next. Stock traders make money from buying equity when they are at their
lowest and selling when they are at their highest. The logical question would be: "What Causes Stock
Prices To Change?". At the most fundamental level, the answer to this would be the demand and supply.
In reality, there are many theories as to why stock prices fluctuate, but there is no generic theory that
explains all, simply because not all stocks are identical, and one theory that may apply for today, may not
necessarily apply for tomorrow. This paper covers various approaches taken to attempt to predict the
stock market without extensive prior knowledge or experience in the subject area, highlighting the
advantages and limitations of the different techniques such as regression and classification. We formulate
both short term and long term predictions. Through experimentation we achieve 81% accuracy for future
trend direction using classification, 0.0117 RMSE for next day price and 0.0613 RMSE for next day
change in price using regression techniques. The results obtained in this paper are achieved using only
historic prices and technical indicators. Various methods, tools and evaluation techniques will be
assessed throughout the course of this paper, the result of this contributes as to which techniques will be
selected and enhanced in the final artefact of a stock prediction model. Further work will be conducted
utilising deep learning techniques to approach the problem. This paper will serve as a preliminary guide
to researchers wishing to expose themselves to this area.
Forecasted stock prices of Google using historical stock price data and sentiment scores using Sentiment Analyzer in Python from New York Times headlines, implemented different Time Series Models – ARIMA, Exponential Smoothing, Holtwinters, also used Sentiment Score regression models, Fb Prophet, also implemented Deep Learning Models
STOCK MARKET PREDICTION USING MACHINE LEARNING METHODSIAEME Publication
Stock price forecasting is a popular and important topic in financial and academic
studies. Share market is an volatile place for predicting since there are no significant
rules to estimate or predict the price of a share in the share market. Many methods
like technical analysis, fundamental analysis, time series analysis and statistical
analysis etc. are used to predict the price in tie share market but none of these
methods are proved as a consistently acceptable prediction tool. In this paper, we
implemented a Random Forest approach to predict stock market prices. Random
Forests are very effectively implemented in forecasting stock prices, returns, and stock
modeling. We outline the design of the Random Forest with its salient features and
customizable parameters. We focus on a certain group of parameters with a relatively
significant impact on the share price of a company. With the help of sentiment
analysis, we found the polarity score of the new article and that helped in forecasting
accurate result. Although share market can never be predicted with hundred per-cent
accuracy due to its vague domain, this paper aims at proving the efficiency of Random
forest for forecasting the stock prices
Nowadays during increasingly developed technology of the World Wide Web and Internet, the data is becoming extremely rich. With the application of data recognition process, the information extracted from data has become the most important part in some areas of society, management field, finance and markets, etc. It is necessary to develop the valid method to understand the knowledge of the data. Whether you are looking for good investments or are into stock trading, stock prediction or forecast plays the most crucial role in determining where to put in the money or which stock to be acquired or sold.
The aim of the project is to determine the forecasting techniques to determine future stock prices of IT stocks using time series analysis & determining the maximum risk involved using Monte Carlo techniques
STOCK TREND PREDICTION USING NEWS SENTIMENT ANALYSISijcsit
Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research
has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such
as financial news articles about a company and predicting its future stock trend with news sentiment
classification. Assuming that news articles have impact on stock market, this is an attempt to study
relationship between news and stock trend. To show this, we created three different classification models
which depict polarity of news articles being positive or negative. Observations show that RF and SVM
perform well in all types of testing. Naïve Bayes gives good result but not compared to the other two.
Experiments are conducted to evaluate various aspects of the proposed model and encouraging results are
obtained in all of the experiments. The accuracy of the prediction model is more than 80% and in
comparison with news random labelling with 50% of accuracy; the model has increased the accuracy by
30%.
IJRET : International Journal of Research in Engineering and Technology is an international peer reviewed, online journal published by eSAT Publishing House for the enhancement of research in various disciplines of Engineering and Technology. The aim and scope of the journal is to provide an academic medium and an important reference for the advancement and dissemination of research results that support high-level learning, teaching and research in the fields of Engineering and Technology. We bring together Scientists, Academician, Field Engineers, Scholars and Students of related fields of Engineering and Technology
Stock Price Trend Forecasting using Supervised LearningSharvil Katariya
The aim of the project is to examine a number of different forecasting techniques to predict future stock returns based on past returns and numerical user-generated content to construct a portfolio of multiple stocks in order to diversify the risk. We do this by applying supervised learning methods for stock price forecasting by interpreting the seemingly chaotic market data.
Now knowledge pre-processing, model and reasoning issues, power metrics, quality
issues, post-processing of discovered structures, isualization, and on-line change is best challenge.
In this paper Neural Network based forecasting of stock prices of selected sectors under Bombay
Stock Exchange show that neural networks have the power to predict prices albeit the volatility in the
markets[9]. The motivation for the development of neural network technology stemmed from the desire to develop an artificial system that could perform “intelligent" tasks similar to those performed by the human brain. Artificial Neural Networks are being counted as the wave of the future in computing. They are indeed self-learning mechanisms which don’t require the traditional skills of a
programmer. Back propagation is one of the approaches to implement concept of neural networks. Back propagation is a form of supervised learning for multi-layer nets. Error data at the output layer is back propagated to earlier ones, allowing incoming weights to these layers to be updated. It is most often used as training algorithm in current neural network applications. In this paper, we apply data
mining technology to stock market in order to research the trend of price; it aims to predict the future trend of the stock market and the fluctuation of price. This paper points out the shortage that exists in current traditional statistical analysis in the stock, then makes use of BP neural network algorithm to predict the stock market by establishing a three-tier structure of the neural network, namely input layer, hidden layer and output layer. Finally, we get a better predictive model to improve forecast accuracy.
Project report on Share Market applicationKRISHNA PANDEY
This is the proposal document for AVS Group of Technology service offering in the website design and development and custom web application development space. The document details our understanding of the brief, the objectives of the services suite, the methodology, and deliverable and commercials.
This paper investigates if forecasting models based on Machine Learning (ML) Algorithms are capable to predict intraday prices in the small, frontier stock market of Romania. The results show that this is indeed the case. Moreover, the prediction accuracy of the various models improves as the forecasting horizon increases. Overall, ML forecasting models are superior to the passive buy and hold strategy, as well as to a naïve strategy that always predicts the last known price action will continue. However, we also show that this superior predictive ability cannot be converted into “abnormal”, economically significant profits after considering transaction costs. This implies that intraday stock prices incorporate information within the accepted bounds of weak-form market efficiency, and cannot be “timed” even by sophisticated investors equipped with state of the art ML prediction models.
The Stock Market is known for its volatile and unstable nature. A particular stock could be thriving in one
period and declining in the next. Stock traders make money from buying equity when they are at their
lowest and selling when they are at their highest. The logical question would be: "What Causes Stock
Prices To Change?". At the most fundamental level, the answer to this would be the demand and supply.
In reality, there are many theories as to why stock prices fluctuate, but there is no generic theory that
explains all, simply because not all stocks are identical, and one theory that may apply for today, may not
necessarily apply for tomorrow. This paper covers various approaches taken to attempt to predict the
stock market without extensive prior knowledge or experience in the subject area, highlighting the
advantages and limitations of the different techniques such as regression and classification. We formulate
both short term and long term predictions. Through experimentation we achieve 81% accuracy for future
trend direction using classification, 0.0117 RMSE for next day price and 0.0613 RMSE for next day
change in price using regression techniques. The results obtained in this paper are achieved using only
historic prices and technical indicators. Various methods, tools and evaluation techniques will be
assessed throughout the course of this paper, the result of this contributes as to which techniques will be
selected and enhanced in the final artefact of a stock prediction model. Further work will be conducted
utilising deep learning techniques to approach the problem. This paper will serve as a preliminary guide
to researchers wishing to expose themselves to this area.
Forecasted stock prices of Google using historical stock price data and sentiment scores using Sentiment Analyzer in Python from New York Times headlines, implemented different Time Series Models – ARIMA, Exponential Smoothing, Holtwinters, also used Sentiment Score regression models, Fb Prophet, also implemented Deep Learning Models
STOCK MARKET PREDICTION USING MACHINE LEARNING METHODSIAEME Publication
Stock price forecasting is a popular and important topic in financial and academic
studies. Share market is an volatile place for predicting since there are no significant
rules to estimate or predict the price of a share in the share market. Many methods
like technical analysis, fundamental analysis, time series analysis and statistical
analysis etc. are used to predict the price in tie share market but none of these
methods are proved as a consistently acceptable prediction tool. In this paper, we
implemented a Random Forest approach to predict stock market prices. Random
Forests are very effectively implemented in forecasting stock prices, returns, and stock
modeling. We outline the design of the Random Forest with its salient features and
customizable parameters. We focus on a certain group of parameters with a relatively
significant impact on the share price of a company. With the help of sentiment
analysis, we found the polarity score of the new article and that helped in forecasting
accurate result. Although share market can never be predicted with hundred per-cent
accuracy due to its vague domain, this paper aims at proving the efficiency of Random
forest for forecasting the stock prices
Nowadays during increasingly developed technology of the World Wide Web and Internet, the data is becoming extremely rich. With the application of data recognition process, the information extracted from data has become the most important part in some areas of society, management field, finance and markets, etc. It is necessary to develop the valid method to understand the knowledge of the data. Whether you are looking for good investments or are into stock trading, stock prediction or forecast plays the most crucial role in determining where to put in the money or which stock to be acquired or sold.
The aim of the project is to determine the forecasting techniques to determine future stock prices of IT stocks using time series analysis & determining the maximum risk involved using Monte Carlo techniques
STOCK TREND PREDICTION USING NEWS SENTIMENT ANALYSISijcsit
Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research
has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such
as financial news articles about a company and predicting its future stock trend with news sentiment
classification. Assuming that news articles have impact on stock market, this is an attempt to study
relationship between news and stock trend. To show this, we created three different classification models
which depict polarity of news articles being positive or negative. Observations show that RF and SVM
perform well in all types of testing. Naïve Bayes gives good result but not compared to the other two.
Experiments are conducted to evaluate various aspects of the proposed model and encouraging results are
obtained in all of the experiments. The accuracy of the prediction model is more than 80% and in
comparison with news random labelling with 50% of accuracy; the model has increased the accuracy by
30%.
IJRET : International Journal of Research in Engineering and Technology is an international peer reviewed, online journal published by eSAT Publishing House for the enhancement of research in various disciplines of Engineering and Technology. The aim and scope of the journal is to provide an academic medium and an important reference for the advancement and dissemination of research results that support high-level learning, teaching and research in the fields of Engineering and Technology. We bring together Scientists, Academician, Field Engineers, Scholars and Students of related fields of Engineering and Technology
Stock Price Trend Forecasting using Supervised LearningSharvil Katariya
The aim of the project is to examine a number of different forecasting techniques to predict future stock returns based on past returns and numerical user-generated content to construct a portfolio of multiple stocks in order to diversify the risk. We do this by applying supervised learning methods for stock price forecasting by interpreting the seemingly chaotic market data.
Now knowledge pre-processing, model and reasoning issues, power metrics, quality
issues, post-processing of discovered structures, isualization, and on-line change is best challenge.
In this paper Neural Network based forecasting of stock prices of selected sectors under Bombay
Stock Exchange show that neural networks have the power to predict prices albeit the volatility in the
markets[9]. The motivation for the development of neural network technology stemmed from the desire to develop an artificial system that could perform “intelligent" tasks similar to those performed by the human brain. Artificial Neural Networks are being counted as the wave of the future in computing. They are indeed self-learning mechanisms which don’t require the traditional skills of a
programmer. Back propagation is one of the approaches to implement concept of neural networks. Back propagation is a form of supervised learning for multi-layer nets. Error data at the output layer is back propagated to earlier ones, allowing incoming weights to these layers to be updated. It is most often used as training algorithm in current neural network applications. In this paper, we apply data
mining technology to stock market in order to research the trend of price; it aims to predict the future trend of the stock market and the fluctuation of price. This paper points out the shortage that exists in current traditional statistical analysis in the stock, then makes use of BP neural network algorithm to predict the stock market by establishing a three-tier structure of the neural network, namely input layer, hidden layer and output layer. Finally, we get a better predictive model to improve forecast accuracy.
Project report on Share Market applicationKRISHNA PANDEY
This is the proposal document for AVS Group of Technology service offering in the website design and development and custom web application development space. The document details our understanding of the brief, the objectives of the services suite, the methodology, and deliverable and commercials.
International Journal of Engineering Research and Development (IJERD)IJERD Editor
journal publishing, how to publish research paper, Call For research paper, international journal, publishing a paper, IJERD, journal of science and technology, how to get a research paper published, publishing a paper, publishing of journal, publishing of research paper, reserach and review articles, IJERD Journal, How to publish your research paper, publish research paper, open access engineering journal, Engineering journal, Mathemetics journal, Physics journal, Chemistry journal, Computer Engineering, Computer Science journal, how to submit your paper, peer reviw journal, indexed journal, reserach and review articles, engineering journal, www.ijerd.com, research journals,
yahoo journals, bing journals, International Journal of Engineering Research and Development, google journals, hard copy of journal
International Journal of Engineering Research and Applications (IJERA) is an open access online peer reviewed international journal that publishes research and review articles in the fields of Computer Science, Neural Networks, Electrical Engineering, Software Engineering, Information Technology, Mechanical Engineering, Chemical Engineering, Plastic Engineering, Food Technology, Textile Engineering, Nano Technology & science, Power Electronics, Electronics & Communication Engineering, Computational mathematics, Image processing, Civil Engineering, Structural Engineering, Environmental Engineering, VLSI Testing & Low Power VLSI Design etc.
The International Journal of Engineering and Science (IJES)theijes
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
Stock Prediction Using Artificial Neural Networksijbuiiir1
Accurate prediction of stock price movements is highly challenging and significant topic for investors. Investors need to understand that stock price data is the most essential information which is highly volatile, non-linear, and non-parametric and are affected by many uncertainties and interrelated economic and political factors across the globe. Artificial Neural Networks (ANN) have been found to be an efficient tool in modeling stock prices and quite a large number of studies have been done on it. In this paper ANN modeling of stock prices of selected stocks under BSE is attempted to predict closing prices. The network developed consists of an input layer, one hidden layer and an output layer and the inputs being opening price, high, low, closing price and volume. Mean Absolute Percentage Error, Mean Absolute Deviation and Root Mean Square Error are used as indicators of performance of the networks. This paper is organized as follows. In the first section, the adaptability of ANN in stock prediction is discussed. In section two, we justify the using of ANNs in forecasting stock prices. Section three gives the literature review on the applications of ANNs in predicting the stock prices. Section four gives an overview of artificial neural networks. Section five presents the methodology adopted. Section six gives the simulation and performance analysis. Last section concludes with future direction of the study
Stock Market Prediction using Machine Learningijtsrd
Stock market prediction is a typical task to forecast the upcoming stock values. It is very difficult to forecast because of unbalanced nature of stocks. In this work, an attempt is made for prediction of stock market trend. This research aims to combine multiple existing techniques into a much more robust prediction model which can handle various scenarios in which investment can be beneficial. By combing both techniques, this prediction model can provide more accurate and flexible recommendations. However instead of using those traditional methods, we approached the problems using machine learning techniques. We tried to revolutionize the way people address data processing problems in stock market by predicting the behavior of the stocks. In fact, if we can predict how the stock will behave in the short term future we can queue up our transactions earlier and be faster than everyone else. In theory, this allows us to maximize our profit without having the need to be physically located close to the data sources. We examined three main models. Firstly we used a complete prediction using a moving average. Secondly we used a LSTM model and finally a model called ARIMA model. The only motive is to increase the accuracy of predictive the stock market price. Each of those models was applied on real stock market data and checked whether it could return profit. Subham Kumar Gupta | Dr. Bhuvana J | Dr. M N Nachappa "Stock Market Prediction using Machine Learning" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-6 | Issue-3 , April 2022, URL: https://www.ijtsrd.com/papers/ijtsrd49868.pdf Paper URL: https://www.ijtsrd.com/computer-science/other/49868/stock-market-prediction-using-machine-learning/subham-kumar-gupta
OPENING RANGE BREAKOUT STOCK TRADING ALGORITHMIC MODELIJCI JOURNAL
Stock Trading Algorithmic Model is an important research problem that is dealt with knowledge in
fundamental and technical analysis, combined with the knowledge expertise in programming and computer
science. There have been numerous attempts in predicting stock trends, we aim to predict it with least
amount of computation and to decrease the space complexity. The goal of this paper is to create a hybrid
recommendation system that will inform the trader about the future of a stock trend in order to improve the
profitability of a short term investment. We make use of technical analysis tools to incorporate this
recommendation into our system. In order to understand the results, we implemented a prototype in R
programming language.
These days we have an increased number of heart diseases including increased risk of heart attacks. Our proposed system users sensors that allow to detect heart rate of a person using heartbeat sensing even if the person is at home. The sensor is then interfaced to a microcontroller that allows checking heart rate readings and transmitting them over internet. The user may set the high as well as low levels of heart beat limit. After setting these limits, the system starts monitoring and as soon as patient heart beat goes above a certain limit, the system sends an alert to the controller which then transmits this over the internet and alerts the doctors as well as concerned users. Also the system alerts for lower heartbeats. Whenever the user logs on for monitoring, the system also displays the live heart rate of the patient. Thus concerned ones may monitor heart rate as well get an alert of heart attack to the patient immediately from anywhere and the person can be saved on time.This value will continue to grow if no proper solution is found. Internet of Things (IoT) technology developments allows humans to control a variety of high-tech equipment in our daily lives. One of these is the ease of checking health using gadgets, either a phone, tablet or laptop. we mainly focused on the safety measures for both driver and vehicle by using three types of sensors: Heartbeat sensor, Traffic light sensor and Level sensor. Heartbeat sensor is used to monitor heartbeat rate of the driver constantly and prevents from the accidents by controlling through IOT.
ABSTRACT The success of the cloud computing paradigm is due to its on-demand, self-service, and pay-by-use nature. Public key encryption with keyword search applies only to the certain circumstances that keyword cipher text can only be retrieved by a specific user and only supports single-keyword matching. In the existing searchable encryption schemes, either the communication mode is one-to-one, or only single-keyword search is supported. This paper proposes a searchable encryption that is based on attributes and supports multi-keyword search. Searchable encryption is a primitive, which not only protects data privacy of data owners but also enables data users to search over the encrypted data. Most existing searchable encryption schemes are in the single-user setting. There are only few schemes in the multiple data users setting, i.e., encrypted data sharing. Among these schemes, most of the early techniques depend on a trusted third party with interactive search protocols or need cumbersome key management. To remedy the defects, the most recent approaches borrow ideas from attribute-based encryption to enable attribute-based keyword search (ABKS
Cloud computing is the one of the emerging techniques to process the big data. Large collection of set or large
volume of data is known as big data. Processing of big data (MRI images and DICOM images) normally takes
more time compare with other data. The main tasks such as handling big data can be solved by using the concepts
of hadoop. Enhancing the hadoop concept it will help the user to process the large set of images or data. The
Advanced Hadoop Distributed File System (AHDF) and MapReduce are the two default main functions which
are used to enhance hadoop. HDF method is a hadoop file storing system, which is used for storing and retrieving
the data. MapReduce is the combinations of two functions namely maps and reduce. Map is the process of
splitting the inputs and reduce is the process of integrating the output of map’s input. Recently, in medical fields
the experienced problems like machine failure and fault tolerance while processing the result for the scanned
data. A unique optimized time scheduling algorithm, called Advanced Dynamic Handover Reduce Function
(ADHRF) algorithm is introduced in the reduce function. Enhancement of hadoop and cloud introduction of
ADHRF helps to overcome the processing risks, to get optimized result with less waiting time and reduction in
error percentage of the output image
Text mining has turned out to be one of the in vogue handle that has been joined in a few research
fields, for example, computational etymology, Information Retrieval (IR) and data mining. Natural
Language Processing (NLP) methods were utilized to extricate learning from the textual text that is
composed by people. Text mining peruses an unstructured form of data to give important
information designs in a most brief day and age. Long range interpersonal communication locales
are an awesome wellspring of correspondence as the vast majority of the general population in this
day and age utilize these destinations in their everyday lives to keep associated with each other. It
turns into a typical practice to not compose a sentence with remedy punctuation and spelling. This
training may prompt various types of ambiguities like lexical, syntactic, and semantic and because of
this kind of indistinct data; it is elusive out the genuine data arrange. As needs be, we are directing
an examination with the point of searching for various text mining techniques to get different
textual requests via web-based networking media sites. This review expects to depict how
contemplates in online networking have utilized text investigation and text mining methods to
identify the key topics in the data. This study concentrated on examining the text mining
contemplates identified with Facebook and Twitter; the two prevailing web-based social networking
on the planet. Aftereffects of this overview can fill in as the baselines for future text mining research.
Colorectal cancer (CRC) has potential to spread within the peritoneal cavity, and this transcoelomic
dissemination is termed “peritoneal metastases” (PM).The aim of this article was to summarise the current
evidence regarding CRC patients at high risk of PM. Colorectal cancer is the second most common cause of cancer
death in the UK. Prompt investigation of suspicious symptoms is important, but there is increasing evidence that
screening for the disease can produce significant reductions in mortality.High quality surgery is of paramount
importance in achieving good outcomes, particularly in rectal cancer, but adjuvant radiotherapy and chemotherapy
have important parts to play. The treatment of advanced disease is still essentially palliative, although surgery for
limited hepatic metastases may be curative in a small proportion of patients.
Heat transfer in pipes is a distinctive kind of procedure employed in heat exchanger which transfers great
deal of heat because of the impact of capillary action and phase change heat transfer principle. Late improvement
in the heat pipe incorporates high thermal conductivity liquids like Nano liquids, fixed inside to extricate the most
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and limited for single application use. Another problem in existing model is that it consumed more time and also has
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occurring in the Industrial Power Distribution system. Many such general problems if not resolved it may
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approach to be practiced by every day to improve the power system reliability. This paper will throw the light
and will be a guide for the Practicing Electrical Engineers to find out the solution for every problem which
they come across in their day to day maintenance activity.
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1. International Journal of Engineering and Techniques - Volume 3 Issue 1, Jan – Feb 2017
ISSN: 2395-1303 http://www.ijetjournal.org Page 78
A survey Paper on Decision Supporting System for Stock Market
Price Prediction
Dhanashri Nalawade1
, Piyusha Rane2
,Damini Baravkar3
,Ruchi Dhawale4
,Jyoti Raghatwan5
1,2,3,4
Student, Department of Computer Engineering, RMDSSOE, Pune, India
5
Professor, Department of Computer Engineering, RMDSSOE, Pune, India
I INTRODUCTION
Share market is an important part of economy of a
country. It plays an important role in growth of an
industry that eventually affects economy of a
country. Stock market is common platform for
companies to raise funds for company by allowing
customers to buy shares at an agreed price. Many
methods have been applied for stock market
prediction ranging from times series forecasting,
statistical analysis, fundamental analysis and
technical analysis. But due to non-linear nature of
stock market prediction is very difficult task.
Machine learning techniques like artificial neural
networks (ANN) has ability to map nonlinear nature
and hence can be used effectively for time series
analysis such as Stock market prediction. But to
have considerably good prediction ability it is
important to train network properly with
sufficiently large data so that on exposing it to real
world considerable accuracy can be achieved. A
neural network is a processing tool, both a set of
rules and an actual hardware. The computing world
has a lot to benefit from neural networks,
additionally called artificial neural network or
neural network. Neural network in education phase
learns about situations affecting proportion market
fee in a given surroundings. And this learnt
understanding stored in given network is used for
predicting future marketplace rate. Artificial Neural
community can recall records of any variety of
years and it could expect the characteristic
primarily based at the past records. This paper
makes use feed ahead structure for prediction. The
community turned into trained the use of one year
information. It shows a great performance for
market prediction. According with the present
monetary circumstance we are able to quite
efficiently point out the stock marketplace as one of
the maximum dynamic structures to be in existence
in ultra-modern international. The concept of
forecasting stock market goes back has turn out to
be fairly popular perhaps because of the reality that
if the destiny market price of the stocks is
effectively anticipated, the buyers can be better
guided. The profitability of making an investment
and buying and selling within the inventory market
to a large extent depends on the predictability of the
system which in flip prepares the investors of their
come upon with their future insecurities and
dangers related to the marketplace.
RESEARCH ARTICLE OPEN ACCESS
Abstract:
The usage of Neural network s has determined a variegated area of packages in the present world. This has caused the
improvement of various fashions for economic markets and funding. This paper represents the idea the way to predict share
market fee the use of artificial Neural community with a given enter parameters of share marketplace. The proportion
marketplace is dynamic in nature approach to expect percentage fee could be very complex method by using trendy prediction
or computation method. Its predominant motive is that there is no linear relationship between market parameters and target last
price. Since there is no linear relationship between input patterns and corresponding output patterns, so use of neural network is
a desire of hobby for share market prediction.
Keywords — Share, Sensex, Inventory market, Prediction, Past data
2. International Journal of Engineering and Techniques - Volume 3 Issue 1, Jan – Feb 2017
ISSN: 2395-1303 http://www.ijetjournal.org Page 79
II BACKGROUND AND RELATED WORK
In the Literature survey we are analyzing four
papers which contains different methods or models
like moving average, Forecasting, Neural network
and Regression algorithm. We are trying to cover
all these methods or algorithms to obtain better
accuracy than existing systems.
A. Artificial Neural Networks for Forecasting
Stock Price (2008):
In line with this paper the objective is to be able to
develop a long term pricing dating among stocks
and earnings. Statistical arbitrage techniques have
constantly been famous on the grounds that the
advent of algorithmic buying and selling. Especially,
trade traded fund (E.T.F.) arbitrage has attracted a
whole lot attention. Trading houses have attempted
to replicate ETF arbitrage to different shares. As a
consequence, the goal is to be able to increase a
long term pricing relationship between shares and
make the most of their divergence from this
courting. In this paper, we have developed a
possible trading strategy in this idea.Artificial
neural networks were deployed to model the pricing
relationship between factors in a quarter. All prices
have been taken into consideration on the same
immediately, thereby permitting us to make buying
and selling selections according with our
predictions. Supervised studying algorithms were
used to teach the community. This paper comes
under the domain ANN and algorithms advised in
paper are ANN and Supervised mastering
algorithms. the key features of the paper are
Statistical arbitrage techniques are considered and
All fees have been taken into consideration on the
same on the spot, thereby permitting us to make
buying and selling choices according with our
predictions. Eventually we will finish that An ANN
can examine pricing courting to high degree of
accuracy and deployed to generate income.
B.Stock Market Prediction Using Artificial
Neural Networks (2012) :
In keeping with this paper the authors, the goal of
this mission is implementation of neural networks
with back propagation set of rules for stock
marketplace. Borrowing from biology, researchers
are exploring neural networks - a brand new, non
algorithmic technique to records processing. A
neural network is a powerful information-modelling
device this is able to seize and represent
complicated enter/output relationships. The
motivation for the development of neural network
technology stemmed from the desire to expand an
synthetic gadget that could perform “wise" tasks
just like those performed with the aid of the human
mind. This paper comes below the domain records
Mining and set of rules cautioned in paper is ANN
set of rules. the key features of this set of rules is A
neural community is a powerful information-
modeling tool this is able to capture and constitute
complex input/output relationships and synthetic
Neural Networks are being counted because the
wave of the destiny in computing. Sooner or later
we will conclude ANN have shown to be an
effective, trendy cause approach for pattern
reputation, category, clustering and especially time
series prediction with a high-quality degree of
accuracy.
C.Performance Analysis of Indian Stock Market
Index using Neural Network Time Series Model
(2013):
In keeping with this paper, A time collection is a set
of observations made chronologically. the nature of
time series records consists of: huge in information
size, excessive dimensionality and essential to
replace continuously. Forecasting based on time
collection data for stock costs, foreign exchange
rate, fee indices, and so forth., is one of the lively
research areas in lots of field viz., finance,
arithmetic, physics, gadget gaining knowledge of,
and so on. Initially, the hassle of economic time
sequences evaluation and prediction are solved
through many statistical models. at some stage in
the beyond few many years, a huge wide variety of
neural community models were proposed to solve
the hassle of financial records and to obtain
accurate prediction result. The statistical version
incorporated with ANN (Hybrid version) has given
better end result than the use of single model. This
3. International Journal of Engineering and Techniques - Volume 3 Issue 1, Jan – Feb 2017
ISSN: 2395-1303 http://www.ijetjournal.org Page 80
work discusses a few fundamental thoughts of time
series statistics, want of ANN, importance of
inventory indices, survey of the previous works and
it investigates neural community models for time
series in forecasting. This paper comes beneath the
domain ANN and set of rules suggested in paper is
blunders again propagation learning set of rules. the
important thing functions of this set of rules is that
this version can are expecting time series perfectly,
if the supply statistics with less noise time period,
and the prediction worsen while the noise variation
is multiplied. Subsequently we are able to finish
stock marketplace index is studied by neural
community model and measured aggregation where
found.
D.Forecasting of Indian stock market using
time-series ARIMA Model (2014) :
In line with this paper software of ARIMA version
based totally on which we expect the destiny stock
indices which have a strong affect at the overall
performance of the Indian economic system. The
Indian inventory market is the centre of hobby for
plenty economists, investors and researchers and
therefore it's miles pretty important for them to
have a clear understanding of the prevailing status
of the marketplace. To establish the version writer
implemented the validation technique with the
determined records of sensex of 2013.This paper
comes beneath the domain ANN .the important
thing features of this set of rules is The evaluation
includes monthly records at the final inventory
indices of Sensex for six consecutive years and the
dilemma is In case of sudden political turbulence or
any kind of drastic trade within the authorities rules
the model will bring about higher fluctuation in
Sensex. In that context, predicting Sensex the usage
of this model may not be capable of seize the effect
of financial variables. Ultimately we will conclude
stock market index is studied with the aid of neural
network version and measured aggregation wherein
observed.
III SYSTEM OVERVIEW
Inventory market prediction is an act to decide
future stock fee (proportion fee). This prediction
takes region by means of taking the past share
values in to consideration. For this the present
machine uses algorithms together with [5]ANN
(artificial Neural network), [3] ARIMA model,
Time collection prediction and so forth. Efficiency
of these algorithms is much less as evaluate to the
proposed machine algorithm. There is no this kind
of device which makes use of four algorithms in
one gadget. Therefore that leads the present systems
to be much less green. We use artificial neural
network methods along with Forecasting, Linear
regression, and Moving averages. In forecasting
method the system is taking the three days and the
current year stock portfolio closing price from the
predicted date and performs calculations on it for
predicting the stock portfolio price. Moving
averages method, system is take the ten days stock
portfolio closing price form the predicting date and
calculate the stock price.
Moving average algorithm
In statistics, a moving average (rolling average or
running average) is a calculation to analyze data
points by creating a series of averages of different
subsets of the full data set. It is also called a moving
mean (MM) or rolling mean and is a type of finite
impulse response filter. Variations include: simple,
and cumulative, or weighted forms.
Regression algorithm
A regression is a statistical analysis assessing the
association between two variables. It is used to find
the relationship between two variables.
Forecasting algorithm
Forecasting is the process of making predictions of
the future based on past and present data and
analysis of trends. A commonplace example might
be estimation of some variable of interest at some
specified future date. Prediction is a similar, but
more general term. Both might refer to formal
statistical methods employing time series, cross-
4. International Journal of Engineering and Techniques
ISSN: 2395-1303
sectional or longitudinal data, or alternatively to
less formal judgmental methods. Usage can differ
between areas of application: for example, in
hydrology, the terms "forecast" and
"forecasting"[11] are sometimes reserved for
estimates of values at certain specific
while the term "prediction" is used for more general
estimates, such as the number of times floods will
occur over a long period.
Neural nephron algorithm
Neural network consist of millions of artificial
neurons called units. Some of them are input units
are designed to receive various forms of
information from the outside world. Other units are
sitting on the opposite side of the network called as
output units. In between input and output units one
or more layers of hidden units which does
processing. These hidden units trained for specific
manner and using these units expected output is
calculated.
Fig 1:-Stock Market Prediction System
Working
Intended audience and reading suggestion are stock
agent or broker and his customers who actually buy
shares.
V. PROS and CONS
Pros
a. Dynamic in nature.
b. High Accuracy.
International Journal of Engineering and Techniques - Volume 3 Issue 1, Jan –
http://www.ijetjournal.org
alternatively to
less formal judgmental methods. Usage can differ
between areas of application: for example, in
"forecast" and
] are sometimes reserved for
estimates of values at certain specific future times,
term "prediction" is used for more general
estimates, such as the number of times floods will
Neural network consist of millions of artificial
neurons called units. Some of them are input units
ed to receive various forms of
information from the outside world. Other units are
sitting on the opposite side of the network called as
output units. In between input and output units one
or more layers of hidden units which does
units trained for specific
manner and using these units expected output is
Stock Market Prediction System
Intended audience and reading suggestion are stock
agent or broker and his customers who actually buy
c. Noise Tolerance.
d. Ease of maintenance.
e.Share broker can increase his/her and customer’s
profit by predicting stock value.
Cons
a. Problem in updating of data.
b. Previous systems cannot predict the share market
values efficiently.
VI. CONCLUSION
This paper shows that the stock value prediction
could be build using relatively easy and efficient
combination of algorithms. This main contribution
of this research is providing prediction system with
seamless operation of the system by offering new
experience for users. However, detailed
configurations of the system could be performed
remotely via web. User could use computer, laptop,
table or even smartphone as long as i
browser. In addition, it may be more autonomous,
more practice, and progress in the areas of
technology.
REFERENCES
[1] Kimot o,T _, asakawa, K., Yoda , M,
Takeoka, M ,Stock market prediction sygern
with modular neural network, in
the International Joint Conference on Neural
Network,I-6 (1990)_
[2] ZTang and PAFishwick, "Back propagation
neural nets as models for
OR SA journal on competing, v oL5, No_ 4, p
p_ 3 74 -3 8 4,1993_
[3] lHWIlg and lYLeu, "g;ock market trend
prediction using ARIMA
network,"Proc_ Of IEEE conference on neural
networks, volA, pp.2 160 -2 165, 1996
[4] Mizuno, H, Kosaka , M, Yajima , H and
Komoda N. ,Application of Neural Network t
o Technical Analysis
– Feb 2017
Page 81
e his/her and customer’s
systems cannot predict the share market
This paper shows that the stock value prediction
could be build using relatively easy and efficient
combination of algorithms. This main contribution
oviding prediction system with
seamless operation of the system by offering new
experience for users. However, detailed
configurations of the system could be performed
remotely via web. User could use computer, laptop,
table or even smartphone as long as it has web
In addition, it may be more autonomous,
more practice, and progress in the areas of
Kimot o,T _, asakawa, K., Yoda , M,- and
Takeoka, M ,Stock market prediction sygern
with modular neural network, in proceedings of
the International Joint Conference on Neural
ZTang and PAFishwick, "Back propagation
time series forcing,"
OR SA journal on competing, v oL5, No_ 4, p
d lYLeu, "g;ock market trend
prediction using ARIMA- based neural
network,"Proc_ Of IEEE conference on neural
2 165, 1996
Mizuno, H, Kosaka , M, Yajima , H and
Komoda N. ,Application of Neural Network t
of Stock Market