A machine learning perspective in predicting Historical Index Data
Christo Aditya Bikram Bepari,
Manoranjan Dash,
Bibhuti Bhusan Pradhan and
Ibanga Kpereobong Friday
International Journal of Indian Culture and Business Management, 2025, vol. 35, issue 1, 44-56
Abstract:
Predicting the stock market is a perpetual challenge due to the vast amount of data generated daily. This study explores the application of machine learning (ML) techniques to address this challenge. With the aid of big data analytics, we investigate the advancements in ML for stock market forecast. The primary focus of this study is the prediction of Historical Index Data – Nifty, with implications that extend to other stocks. Through an extensive literature review, we examine existing research on stock market prediction and identify gaps in the current understanding. Through systematic experiments and rigorous evaluation, we contribute to the existing body of knowledge on stock market prediction. Our findings highlight the potential of ML techniques, particularly the hybrid XGBoost-GRU model, for accurate and informed stock market forecasting.
Keywords: financial innovation; machine learning; XGBoost-GRU; artificial intelligence. (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijicbm:v:35:y:2025:i:1:p:44-56
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