Stock Market Prediction using Machine Learning Techniques

Generally, the stock market index oscillating over the time periodand influencingmany factors. Different stock market indices determined from various mixture of stock may share similar trend in certain. The purpose of this research to predict market price index of Bombay Stock Exchange (BSE) on day wise closing using machine learning technique. The machine learning techniques ANN (Artificial Neural Network)including feedforward with lagged values of the as input, and Support Vector Machine (SVM) are compared. The price index was found to be most relevant and influenced the market performance. The results showed that performance of BSE index can be predicted with machine learningapproach. The machine learning approach shown ANN model better performance than the SVM model. The Mean Absolute Percentage Error (MAPE) of ANN is 0.5790 and the Root Mean Square Error (RMSE) is 472.12.