Machine learning is an area of computer science that only grows as time goes on, and there are applications in areas such as finance, biology, and computer vision. Some common applications are stock price prediction, data analysis of DNA expressions, and optical character recognition. This thesis uses machine learning techniques to predict prices for different stocks and indices on the Swedish stock market. These techniques are then compared to see which performs best and why. To accomplish this, we used some of the most popular models with sets of historical stock and index data. Our best-performing models are linear regression and neural networks, this is because they are the best at handling the big spikes in price action that occur in certain cases. However, all models are affected by overfitting, indicating that feature selection and hyperparameter optimization could be improved.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:mdh-63246 |
| Date | January 2023 |
| Creators | Wik, Henrik |
| Publisher | Mälardalens universitet, Akademin för utbildning, kultur och kommunikation |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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