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Paper ID:IJSREM62138

STOCKPRICEPREDICTIONUSING MACHINELEARNINGMODELS

Stream/Area:

-

Subject:

-

Paper ID:

IJSREM62138

Volume:

10 |

4 |

April 2026

Pages:

1-7

Publication Frequency:

Monthly (12 issues per year)

DOI
Digital Object Identifier
10.55041/IJSREM62138

License:International Journal of Scientific Research in Engineering and Management follows the Creative Commons Attribution 4.0 (CC BY 4.0) License, allowing free use and distribution with proper attribution.

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Authors

MBP

MATLE BHANU PRAKASH

computer science

Bharath institute of higher education and research

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Mr

M.Punith raj

computer science

Bharath institute of higher education and research

Mv

M.Mahendra varma

computer science

Bharath institute of higher education and research

Mentors

T

T.A.Krithika

computer science

Bharath institute of higher education and research

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Abstract

— Stock price prediction is a challenging task due to the highly dynamic and complex nature of financial markets. Accurate prediction of stock prices can help investors and financial analysts make informed decisions and reduce investment risks. With the rapid growth of data availability and computational power, machine learning techniques have become increasingly popular for analyzing financial data and forecasting stock market trends. This project focuses on developing a stock price prediction system using machine learning techniques, specifically the Linear Regression algorithm, to analyze historical stock market data and estimate future stock price movements. The proposed system utilizes historical stock market data containing key financial attributes such as opening price, closing price, highest price, lowest price, and trading volume. The collected data is first preprocessed to remove missing values and normalize the features to ensure better model performance. The processed dataset is then used to train a Linear Regression model that learns the relationship between the input features and the target stock price. Once the model is trained, it can generate predictions for future stock prices based on new input data. Various evaluation metrics such as Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and the R² score are used to measure the prediction performance of the model. Experimental results demonstrate that the proposed machine learning-based stock price prediction system can effectively analyze historical financial data and provide reliable predictions of stock price trends. The predicted results closely follow the actual stock market trends, indicating that the model successfully captures important relationships within the dataset. The developed system also provides visualization of predicted and actual stock prices, helping investors better understand market behavior. Overall, the project highlights the potential of machine learning techniques in financial forecasting and demonstrates how data-driven approaches can assist investors in making better financial decisions.

KEYWORDS

INDEX TERMS — Stock Price Prediction Machine Learning Linear Regression Financial Data Analysis Stock Market Forecasting Data Preprocessing Regression Models Predictive Analytics Historical Stock Data Financial Decision Support

Cite This Article

MATLE BHANU PRAKASH, M.Punith raj, M.Mahendra varma, T.A.Krithika, "STOCKPRICEPREDICTIONUSING MACHINELEARNINGMODELS," International Journal of Scientific Research in Engineering and Management, vol. 10, no. 4, pp. 1-7, April 2026. https://doi.org/10.55041/IJSREM62138

Full Article/Conclusion

Stock price prediction is an important application of machine learning in the financial domain, as it helps investors and analysts understand possible market trends based on historical data. In this project, a stock price prediction system was developed using the Linear Regression machine learning algorithm. The system utilized historical stock market data containing features such as opening price, highest price, lowest price, closing price, and trading volume. Through proper data preprocessing and model training, the system was able to learn the relationships between different financial indicators andstock prices. The results demonstrated that machine learning techniques can effectively analyze historical market patterns and generate useful predictions. The experimental evaluation of the proposed model showed promising performance in predicting stock price trends. The prediction results were assessed using standard regression evaluation metrics such as Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and the R² score. The relatively low error values and high R² score indicate that the Linear Regression model was able to capture meaningful relationships within the dataset. Visualization of the predicted and actual stock prices further confirmed that the model successfully followed the overall market trend, demonstrating its ability to provide reliable predictions.   Overall, the developed stock price prediction system highlights the potential of machine learning techniques for financial data analysis and forecasting. Although financial markets are inherently unpredictable and influenced by many external factors, machine learning models can still provide valuable insights by analyzing historical data. The proposed approach offers a simple, efficient, and interpretable solution for stock price prediction. Such systems can support investors and financial analysts in making data-driven decisions and understanding potential market movements.

References

[1]  T. Fischer and C. Krauss, “Deep Learning With Long Short-Term Memory Networks for Financial Market Predictions,” European Journal of Operational Research, vol. 270, no. 2, pp. 654–669, 2018. [2]  Y. LeCun, Y. Bengio, and G. Hinton, “Deep Learning,” Nature, vol. 521, no. 7553, pp. 436–444, 2015. [3]   S. Hochreiter and J. Schmidhuber, “Long Short-Term Memory,” Neural Computation, vol. 9, no. 8, pp. 1735–1780, 1997. [4]  A. Graves, A. Mohamed, and G. Hinton, “Speech Recognition with Deep Recurrent Neural Networks,” Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), pp. 6645–6649, 2013. [5]  L. Breiman, “Random Forests,” Machine Learning, vol. 45, no. 1, pp. 5–32, 2001. [6]  V. Vapnik, The Nature of Statistical Learning Theory, New York: Springer, 1995. [7]   T. Chen and C. Guestrin, “XGBoost: A Scalable Tree Boosting System,” Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 785–794, 2016. [8] G. E. P. Box and G. M. Jenkins, Time Series Analysis: Forecasting and Control, San Francisco: Holden-Day, 1976. [9]  J. Brownlee, Machine Learning Mastery With Python, Melbourne: Machine Learning Mastery, 2016. [10]  S. Haykin, Neural Networks and Learning Machines, 3rd ed., New York: Pearson Education, 2009.

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Publication Date

4/30/2026

Peer Review Type

Double-Blind Peer Review

Review Rounds: 2

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