Artificial Intelligent Systems and Machine Learning

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Experimental Study on Stock Market to Analyse the Impact of the Latest Demonetization in India


Affiliations
1 Department of Computer Science, Ganpat University, Ganpat Vidyanagar - 382012, India
2 Department of Computer Application, Ganpat University, Ganpat Vidyanagar - 382012, India
     

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The stock market is too dynamic in nature. Many researchers are working for prediction of stock market. The main aim of this paper is to perform experimental study on stock market using proposed prediction model during the current issue of demonetization.  The proposed model is working for short term prediction due to dynamism in stock price fluctuation. To perform experimental study, the stock data and related news are considered as a data set. The model comparative study and the method used for model development were discussed in previous paper [15]. This study shows the analytical results for stock market specific selected stock movement prediction during the latest decision of currency demonetization in India. This paper discusses about the accuracy and efficiency of the model during this period and up to which extent the accuracy will be achieved.


Keywords

Demonetization, Machine Learning, Multi-Perceptron, Short Term Prediction, TF-IDF.
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  • Ms. Hiral Patel and Dr. Satyen Parikh (2014), “A Proposed prediction model for forecasting the financial market value according different factors” , International Journal of Computer Technology & Application (IJCTA) ISSN 2229-6093 Volume 5 Issue 1 Jan-Feb 2014. Impact Factor – 2.015 IC Value 5.17

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  • Joshi, K., N, B. H., & Rao, J. (2016). Stock Trend Prediction Using News Sentiment Analysis. International Journal of Computer Science and Information Technology, 8(3), 67-76. doi:10.5121/ijcsit.2016.8306.


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  • Experimental Study on Stock Market to Analyse the Impact of the Latest Demonetization in India

Abstract Views: 332  |  PDF Views: 1

Authors

Hiral R. Patel
Department of Computer Science, Ganpat University, Ganpat Vidyanagar - 382012, India
Satyen M. Parikh
Department of Computer Application, Ganpat University, Ganpat Vidyanagar - 382012, India

Abstract


The stock market is too dynamic in nature. Many researchers are working for prediction of stock market. The main aim of this paper is to perform experimental study on stock market using proposed prediction model during the current issue of demonetization.  The proposed model is working for short term prediction due to dynamism in stock price fluctuation. To perform experimental study, the stock data and related news are considered as a data set. The model comparative study and the method used for model development were discussed in previous paper [15]. This study shows the analytical results for stock market specific selected stock movement prediction during the latest decision of currency demonetization in India. This paper discusses about the accuracy and efficiency of the model during this period and up to which extent the accuracy will be achieved.


Keywords


Demonetization, Machine Learning, Multi-Perceptron, Short Term Prediction, TF-IDF.

References