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Hybrid Machine Learning System for Stock Market Forecasting

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Executive Summary

In this paper, the authors propose a hybrid machine learning system based on Genetic Algorithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. They also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. The results show that the hybrid GA-SVM system outperforms the standalone SVM system.

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