An empirical study on the various stock market prediction methods

Investment in the stock market is one of the much-admired investment actions. However, prediction of the stock market has remained a hard task because of the non-linearity exhibited. The non-linearity is due to multiple affecting factors such as global economy, political situations, sector performance, economic numbers, foreign institution investment, domestic institution investment, and so on. A proper set of such representative factors must be analyzed to make an efficient prediction model. Marginal improvement of prediction accuracy can be gainful for investors. This review provides a detailed analysis of research papers presenting stock market prediction techniques. These techniques are assessed in the time series analysis and sentiment analysis section. A detailed discussion on research gaps and issues is presented. The reviewed articles are analyzed based on the use of prediction techniques, optimization algorithms, feature selection methods, datasets, toolset, evaluation matrices, and input parameters. The techniques are further investigated to analyze relations of prediction methods with feature selection algorithm, datasets, feature selection methods, and input parameters. In addition, major problems raised in the present techniques are also discussed. This survey will provide researchers with deeper insight into various aspects of current stock market prediction methods

A seasonal auto-regressive model based support vector regression prediction method for H5N1 avian influenza animal events

The time series prediction of avian influenza epidemics is a complex issue, because avian influenza has latent seasonality which is difficult to identify. Although researchers have applied a neural network (NN) model and the Box-Jenkins model for the seasonal epidemic series research area, the results are limited. In this study, we develop a new prediction seasonal auto-regressive-based support vector regression (SAR-SVR) model which combines the seasonal auto-regressive (SAR) model with a support vector regression (SVR) model to address this prediction problem to overcome existing limitations. Fast Fourier transformation is also merged into this method to identify the latent seasonality inside the time series. The experiments demonstrate that the developed SAR-SVR method out-performs SVR, Box-Jenkins models and two layer feed forward NN model-both in accuracy and stability in the avian influenza epidemic disease time series prediction. © 2011 Imperial College Press