9/7/2023 0 Comments Nvda share price prediction![]() " A hybrid ARIMA and support vector machines model in stock price forecasting," Pai, Ping-Feng & Lin, Chih-Sheng, 2005.Journal of Finance, American Finance Association, vol. " Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Jegadeesh, Narasimhan & Titman, Sheridan, 1993.Review of Economics & Finance, Better Advances Press, Canada, vol. " A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines," ?enol Emir & Hasan Din?er & Mehpare Timor, 2012." Testing the white noise hypothesis of stock returns,"Įconomic Modelling, Elsevier, vol. " Machine learning strategies for time series forecasting,"Ģ013/167761, ULB - Universite Libre de Bruxelles. Gianluca Bontempi & Souhaib Ben Taieb & Yann-Aël Le Borgne, 2013.It seems that usage of machine learning models for the problem of time series with various explanatory variable classes brings good results. Ensemble approach designed especially for time series failed to make an improvement in forecast precision. Generally, it was shown that models based on stationary variables perform better than models based on stationary and non-stationary variables. The best performance was obtained by SVR based on stationary attributes. It was empirically proved that there is a possibility to construct prediction model of Nvidia daily return ratios which can outperform simple naive model. Features which, were used in models comes from such classes like: technical analysis, fundamental analysis, Google Trends entries, markets related to Nvidia. Models used in this paper were: SVR, KNN, XGBoost, LightGBM, LSTM, ARIMA, ARIMAX. time series might occur to be a white noise and the fact of necessity of applying many atypical machine learning methods to handle time factor influence. ![]() The most important problems in this research are: statistical specificity of return ratios i.e. The main aim of this paper was to predict daily stock returns of Nvidia Corporation company quoted on Nasdaq Stock Market. ![]()
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