Thesis Abstract

Abstract
The rapid advancement of machine learning techniques has revolutionized various fields, including financial markets. This thesis investigates the applications of machine learning in predicting stock prices, with the aim of enhancing investment decision-making processes. The study focuses on leveraging historical stock data and utilizing various machine learning algorithms to develop predictive models for stock price movements. Chapter 1 introduces the research topic, providing background information on the significance of predicting stock prices and outlining the objectives of the study. The problem statement highlights the challenges faced in traditional stock price prediction methods, emphasizing the need for more accurate and efficient forecasting techniques. The limitations and scope of the study are defined, along with the significance of the research in contributing to the field of finance. The chapter concludes with an overview of the thesis structure and definitions of key terms used throughout the study. Chapter 2 presents a comprehensive literature review on the applications of machine learning in stock price prediction. It examines existing studies, methodologies, and findings related to the topic, identifying key trends, challenges, and opportunities in the field. The review covers various machine learning algorithms, data sources, feature selection techniques, and evaluation metrics commonly used in predicting stock prices. Chapter 3 details the research methodology employed in this study, including data collection, preprocessing, feature engineering, model selection, and evaluation procedures. The chapter outlines the steps taken to build and train machine learning models using historical stock data, discussing the rationale behind the chosen methodologies and algorithms. Additionally, it addresses the ethical considerations and potential biases associated with using machine learning in financial forecasting. Chapter 4 presents a thorough discussion of the findings obtained from the predictive models developed in the study. It analyzes the performance and accuracy of the machine learning algorithms in predicting stock prices, comparing the results with traditional forecasting methods. The chapter also explores the impact of different features, hyperparameters, and model complexities on the predictive performance, providing insights into the strengths and limitations of the models. Chapter 5 concludes the thesis by summarizing the key findings, implications, and contributions of the study. It discusses the practical implications of using machine learning for stock price prediction and suggests future research directions to enhance the accuracy and reliability of predictive models in financial markets. The conclusion highlights the significance of incorporating machine learning techniques in investment decision-making processes and emphasizes the importance of continuous innovation and adaptation in the rapidly evolving field of finance. Overall, this thesis contributes to the growing body of research on machine learning applications in predicting stock prices, offering valuable insights and recommendations for investors, financial analysts, and researchers seeking to leverage advanced technologies for enhanced decision-making in the dynamic world of finance.

Thesis Overview