Model Comparison for the Prediction of Stock Prices in the National Stock Exchange by Data Science Techniques

Abstract

One of the most intricate machine learning techniques is the share value prediction. It depends on a variety of factors that affect supply and demand. This paper analyses different strategies for forecasting future stock price and provides an example using a pre-built model that is adapted to the Indian stock market. This research work explains the systematics of machine learning-based approaches for stock market prediction based on the deployment of a generic framework. The aim of this work is to explore and identify the models and compare them for five National Stock Exchange (NSE) Index, 50 listed Indian companies and also analysed the best prediction model for each company accordingly.