Feature Selection and Hyper-parameter Tuning Technique using Neural Network for Stock Market Prediction

Document Type : Special Issue: The Importance of Human Computer Interaction: Challenges, Methods and Applications

Authors

1 School of Computer Science and Engineering, Galgotias University, Greater Noida, India.

2 Faculty of Computers and Artificial Intelligence, Beni-Suef University, Beni-Suef City, Egypt.

Abstract

The conjecture of stock exchange is the demonstration of attempting to decide the forecast estimation of a particular sector or the market, or the market as a whole. Every stock every investor needs to foresee the future evaluation of stocks, so a predicted forecast of a stock’s future cost could return enormous benefit. To increase the accuracy of the Conjecture of stock Exchange with daily changes in the market value is a bottleneck task. The existing stock market prediction focused on forecasting the regular stock market by using various machine learning algorithms and in-depth methodologies. The proposed work we have implemented describes the new NN model with the help of different learning techniques like hyperparameter tuning which includes batch normalization and fitting it with the help of random-search-cv. The prediction of the Stock exchange is an active area for research and completion in Numerai. The Numerai is the most robust data science competition for stock market prediction. Numerai provides weekly new datasets to mold the most exceptional prediction model. The dataset has 310 features, and the entries are more than 100000 per week. Our proposed new neural network model gives accuracy is closely 86%. The critical point, it isn’t easy with our proposed model with existing models because we are training and testing the proposed model with a new unlabeled dataset every week. Our ultimate aim for participating in Numerai competition is to suggest a neural network methodology to forecast the stock exchange independent of datasets with reasonable accuracy.

Keywords

References

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