Machine Learning Models to Predict Google Stock Prices

The aim of this paper is to predict Google stock price using different datasets and machine learning models, and understand which models perform better. The novelty of our approach is that we compare models not only by predictive accuracy but also by explainability and robustness. Our findings show that the choice of the best model to employ to predict Google stock prices depends on the desired objective. If the goal is accuracy, the recurrent neural network is the best model, while, for robustness, the Ridge regression model is the most resilient to changes and, for explainability, the Gradient Boosting model is the best choice.