Thesis Abstract

Abstract
This thesis explores the applications of machine learning techniques in predicting stock prices. The volatile nature of financial markets makes accurate stock price prediction a challenging task, and traditional methods have limitations in capturing the complex patterns and dynamics of stock market data. Machine learning algorithms have shown promise in improving prediction accuracy by analyzing large datasets and identifying patterns that are not easily discernible to human analysts. This research aims to investigate the effectiveness of machine learning models, specifically deep learning algorithms, in predicting stock prices and to compare their performance with traditional statistical methods. The study begins with an introduction that provides an overview of the research problem and the significance of using machine learning in stock price prediction. The background of the study outlines the evolution of stock market analysis and the shift towards data-driven approaches. The problem statement highlights the limitations of traditional methods in accurately forecasting stock prices and the potential benefits of machine learning techniques. The objectives of the study include evaluating the performance of machine learning models in predicting stock prices, identifying key factors that influence stock price movements, and developing a robust prediction framework. The methodology chapter details the data collection process, feature selection techniques, model training, and evaluation procedures. Various machine learning algorithms, such as recurrent neural networks (RNNs), long short-term memory (LSTM) networks, and support vector machines (SVM), are implemented and compared to determine their effectiveness in predicting stock prices. The research methodology also includes the evaluation of model performance metrics, such as accuracy, precision, recall, and F1 score. The findings chapter presents a detailed analysis of the experimental results, including the comparison of machine learning models with traditional statistical methods. The discussion section interprets the findings, identifies the strengths and limitations of the models, and provides insights into the factors that contribute to successful stock price prediction. The implications of the results for investors, financial analysts, and researchers are discussed, highlighting the potential applications of machine learning in enhancing stock market forecasting accuracy. In conclusion, this thesis demonstrates the effectiveness of machine learning techniques in predicting stock prices and provides valuable insights into the factors influencing stock price movements. The study contributes to the existing literature on stock market prediction by showcasing the advantages of using data-driven approaches and advanced machine learning algorithms. The findings of this research have practical implications for investors and financial institutions seeking to improve their decision-making processes in the dynamic and competitive stock market environment.

Thesis Overview