Machine learning for detecting stock prices on NUMERAI dataset

• Author(s) / Creator(s)

  • Palakonda, Vishal
  • Palacharla, Sri Krishna Kiriti
  • Mall, Uttam Kumar

• Machine learning (ML) has numerous applications, one being able to predict or forecast the time series. Financial world was always interested in the stock market forecast, and ML tools has their niche in trading. Researchers across various fields have tried creating a faultproof method in predicting the stock prices. In this paper, NUMERAI dataset has been used to create a prediction model using common ML models such as Decision Trees, Artificial Neural Networks, Random Forest, etc. the prediction datasets obtained using these models will be uploaded to the NUMERAI tournament. This paper provides insights on the models built and discusses the metrics associated with the results.

• Date created

  2021-06-01

• Subjects / Keywords

  • machine learning
  • NUMERAI dataset
  • decision tree
  • random forest
  • Artificial Neural Network

• Type of Item

  Research Material

• DOI

  https://doi.org/10.7939/r3-cx7b-k688

• License

  Attribution-NonCommercial 4.0 International