Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and

Lecture Notes in Bioinformatics)

Volume 5866 LNAI, 2009, Pages 81-90

ISSN: 03029743
ISBN: 364210438X; 978-364210438-1
DOI: 10.1007/978-3-642-10439-8_9
Document Type: Conference Paper
Source Type: Book series
Sponsors: Cent. Res. Intelligent Syst. (CRIS), Monash Univ., Platform Technologies
Research Institute (PTRI), RMIT University

22nd Australasian Joint Conference on Artificial Intelligence, AI 2009; Melbourne, VIC; 1 December
2009 through 1 December 2009; Code 83108
View at publisher|

Pattern prediction in stock market

Kaushik, S. , Singhal, N.
Department of Computer Science and Engineering, Indian Institute of Technology, Delhi, Hauz Khas,
New Delhi - 110019, India

Abstract
In this paper, we have presented a new approach to predict pattern of the financial time series in stock
market for next 10 days and compared it with the existing method of exact value prediction [2, 3, and 4]. The
proposed pattern prediction technique performs better than value prediction. It has been shown that the
average for pattern prediction is 58.7% while that for value prediction is 51.3%. Similarly, maximum for
pattern and value prediction are 100% and 88.9% respectively. It is of more practical significance if one can
predict an approximate pattern that can be expected in the financial time series in the near future rather than
the exact value. This way one can know the periods when the stock will be at a high or at a low and use the
information to buy or sell accordingly. We have used Support Vector Machine based prediction system as a
basis for predicting pattern. MATLAB has been used for implementation. Springer-Verlag Berlin
Heidelberg 2009.

Language of original document

English

Author keywords
Finance; Pattern; Prediction; Stock; Support Vector Machine; Trend

Index Keywords
Existing method; Financial time series; New approaches; Pattern; Prediction; Prediction systems; Prediction
techniques; Stock; Stock market; Trend; Value prediction

Engineering controlled terms: Artificial intelligence; Commerce; Finance; Financial data processing;
Support vector machines; Time series; Value engineering

Engineering main heading: Forecasting

Kaushik, S.; Department of Computer Science and Engineering, Indian Institute of Technology, Delhi, Hauz Khas,
New Delhi - 110019, India; email:saroj@cse.iitd.ernet.in
Copyright 2011 Elsevier B.V., All rights reserved.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and
Lecture Notes in Bioinformatics)
Volume 5866 LNAI, 2009, Pages 81-90