Thesis Abstract

**Abstract
** This thesis explores the applications of machine learning algorithms in predicting stock market trends. The stock market is a complex and dynamic system influenced by various factors, making it challenging for traditional methods to accurately forecast future trends. Machine learning techniques offer a promising approach to analyze large datasets, identify patterns, and make predictions based on historical data. The objective of this study is to evaluate the effectiveness of machine learning models in forecasting stock market trends and to compare their performance with traditional statistical methods. The thesis begins with an introduction to the topic, providing background information on the stock market and the importance of accurate trend prediction for investors. The problem statement highlights the limitations of traditional forecasting methods and the potential benefits of machine learning algorithms. The objectives of the study include assessing the accuracy and reliability of machine learning models in predicting stock market trends, identifying the most effective algorithms for this task, and evaluating the impact of different features on the prediction performance. The literature review in Chapter Two examines previous research on stock market prediction using machine learning techniques. It covers various algorithms such as neural networks, support vector machines, decision trees, and ensemble methods, discussing their strengths and weaknesses in forecasting stock prices. The review also explores different features and data sources used in stock market prediction models, as well as the challenges and limitations faced by researchers in this field. Chapter Three focuses on the research methodology, detailing the dataset used for the study, the preprocessing steps applied to the data, and the selection of machine learning algorithms for prediction. The chapter also describes the features and variables considered in the models, the evaluation metrics used to assess prediction performance, and the experimental setup for testing the algorithms. In Chapter Four, the findings of the study are presented and discussed in detail. The performance of different machine learning models in predicting stock market trends is analyzed, comparing their accuracy, precision, recall, and other metrics. The impact of feature selection, data preprocessing techniques, and model hyperparameters on prediction performance is also examined, providing insights into the factors that influence the effectiveness of machine learning algorithms in stock market forecasting. Finally, Chapter Five concludes the thesis by summarizing the key findings of the study and discussing their implications for investors, researchers, and practitioners in the field of stock market prediction. The contributions of this research to the existing literature on machine learning applications in finance are highlighted, along with recommendations for future studies to further improve the accuracy and reliability of stock market trend predictions using advanced machine learning techniques. In conclusion, this thesis contributes to the growing body of research on the application of machine learning in predicting stock market trends. By evaluating the performance of different algorithms and analyzing their effectiveness in forecasting stock prices, this study provides valuable insights into the potential of machine learning techniques to enhance decision-making and risk management in financial markets.

Thesis Overview