MACHINE LEARNING CLASSIFICATION USED TO PREDICT STOCK
Overview :
In this script, it uses Machine Learning in MATLAB to predict buying-decision for stock. Using real life data, it will explore how to manage time-stamped data and select the best fit machine learning model. As common being widely known, preparing data and select the significant features play big role in the accuracy of model. In this example, it uses the technical indicators of today to predict the next day stock close price.
In this example, the trading strategy is if the close price is higher 1% than the open price in the same day, then we should buy stock at the openning of the stock market and sell it at the closing of the stock market.
In this example, it demostrates how to pre-processing the data for modelling and predict the decision by the model. New data of each date will be tabulated to re-train new model and find the best model for next day prediction. Interesting?
[Note : Not advocating any particular strategy, factors or methodology]
Highlights :
Handling downloaded data from Yahoo Finance using the timetable object
Selecting features based on domain knowledge
Machine Learning Modeling
Automate to re-train new model to incorproate new updated data for next prediction
Predicting the buying-decision
Experience the computational speed with/without parallel computing
Product Focus :
MATLAB
Financial Toolbox
Statistics and Machine Learning Toolbox
Parallel Computing Toolbox (Optional)
Cite As
Kevin Chng (2023). MACHINE LEARNING CLASSIFICATION USED TO PREDICT STOCK (/matlabcentral/fileexchange/68637-machine-learning-classification-used-to-predict-stock), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version 2
Version 2/models
Version 2
Version | Published | Release Notes | |
---|---|---|---|
3.0.0 | Perform data normalization before training machine learning model |
||
2.0.0 | 1) Allow to download different stock data from Yahoo Finance
|
||
1.0.4 | Added Citation |
||
1.0.3 | Change Description |
||
1.0.2 | New Icon |
||
1.0.1 | New Icon |
||
1.0.0 |