A college project that uses data acquired from the Yahoo Finance API to predict the closing price of a stock in the National Stock Exchange, India. The main aim of the project is to compare the performance of traditional forecasting techniques for stock pricing with advanced AI based models,and determine their viability in real world scenarios.
Prediction performance chart comparing model output with real world data.
Type | Color |
---|---|
Model Prediction | 🟧 |
Real World Data | 🟦 |
Paper | Algorithm | RMSE | MAE |
---|---|---|---|
Proposed Model | CNN | 0.0838 | 0.0534 |
CNNLSTM | 0.0891 | 0.0575 | |
LSTM | 0.0827 | 0.0557 | |
SVR | 0.0940 | 0.0725 | |
Banik et al, 2022* | LR | 0.0753 | 0.0542 |
MA | 1.4651 | 1.2103 | |
XGBR | 1.0362 | 0.8744 | |
SVR | 0.6015 | 0.5287 | |
ARIMA | 0.5741 | 0.4647 | |
ETS | 0.5754 | 0.4631 | |
Meanf | 0.5754 | 0.4631 | |
BoxCox | 0.5493 | 0.4368 | |
LSTM | 0.0413 | 0.0324 |
Goal | Achieved? | Further Improvements |
---|---|---|
Predict the closing price of a stock | ✅ | Better Model Optimization |
Use realtime stock market data | ✅ | Use more precise data, maybe different markets as well? |
User selectable Models : LSTM, LSTM-CNN, CNN, SVM | ✅ | Add more models to the program,like Bi-LSTM |
Provides future predictions daily | ✅ | Adding more time periods: weekly, monthly, yearly |
Has a user-friendly GUI | ✅ | Improving upon GUI |
Able to view indicators for a given stock | 🚧 | Building a better layout for the graphs generated |
Name | Github id |
---|---|
Harshiv Chandra | @chcheetah |
* Banik, Shouvik, Nonita Sharma, Monika Mangla, Sachi Nandan Mohanty, and S. Shitharth. "LSTM based decision support system for swing trading in stock market." (“LSTM based decision support system for swing trading in stock market ...”) Knowledge- Based Systems 239 (2022): 107994.