Research Area:  Machine Learning
Stock price prediction is one of the most extensively studied and challenging glitches, which is acting so many academicians and industries experts from many fields comprising of economics, and business, arithmetic, and computational science. Predicting the stock market is not a simple task, mainly as a magnitude of the close to random-walk behavior of a stock time series. Millions of people across the globe are investing in stock market daily. A good stock price prediction model will help investors, management and decision makers in making correct and effective decisions. In this paper, we review studies on supervised machine learning models in stock market predictions. The study discussed how supervised machine learning techniques are applied to improve accuracy of stock market predictions. Support Vector Machine (SVM) was found to be the most frequently used technique for stock price prediction due to its good performance and accuracy. Other techniques like Artificial Neural Network (ANN), K-Nearest Neighbor (KNN), Naïve Bayes, Random Forest, Linear Regression and Support Vector Regression (SVR) also showed a promising prediction result.
Author(s) Name:  Zaharaddeen Karami Lawal; Hayati Yassin; Rufai Yusuf Zakari
Conferrence name:  2020 IEEE Asia-Pacific Conference on Computer Science and Data Engineering (CSDE)
Publisher name:  IEEE
Paper Link:   https://ieeexplore.ieee.org/abstract/document/9411609