Tag: predict

Attempt on predicting stock for 12 of May 2009

A couple of months ago I wrote about a project that would use classifiers to predict tomorrows stock market. I’ve now found some time to implement the very basics, a database with stock history, +3000 classifiers trained on this data and some simple classification scripts.

Instead of waiting, pondering and validating that everything works properly I’ve decided to do this “live”, starting to predict what may happen with some of the stocks for today. There are probably some corrections that will need to be done on the way to see if this is working or not (bug fixes etc).

I’ll select stocks that seem to have been working well to for classification in the past, I’ll probably present 100 of them per time.

Prediction for 12 of May 2009

It’s now the 12 of May 08:00 in the morning (GMT+1, Stockholm), and this is a prediction for today:

Some predicted winners (closing price > opening price):
DWSN, CEDC, DCI, AVT, FWRD, CTSH, UFPI, GEF, ALV, FXP, ESL, DUG, AUO, DRQ, EXPE, DLB, UNT, AKS, XEC, TXI, CONN, FCG, EGN, BWS, AAPL, GIB, COG, AWI, DOW, WCC, EAC, DD, CIM, FIW, EQIX, HIT, USG, ETH, AYR, UEPS, AAWW, COMS

Some predicted losers (closing price < opening price):
WWW, ATI, CP, CRBC, ECA, WHR, TRW, DISCA, GGG, USTR, GWR, CBI, DISH, CLF, ALB, CRS, GLT, AYI, TKTM, AMSG, FFIV, CHL, ARW, DVR, ENER, TER, DEI, CHRS, GLS, CBT, ACXM, GLBL, UBS, CBR, DSI, GT, TTMI, CVC, ANF, TWI, FNM, CKP, ADPT, TSO, CLR, UTSI, GPI, ANAD, AVP, CAM, GLF, ATPG, CBB, ACTG, AIR

Tomorrow I will report how many that were correctly classified, until then you may check for yourself at for example Yahoo! Finance.

An experiment – predicting the stock market

During my three weeks of vaccation, I had an interesting conversation with a company that has a bot that trades soccer bets. This inspired me to set up classifier model that tries to predict the stock market.

Seeing into the future by looking on the past

My idea is to start with something that is really simple to implement and test – predicting the stock market tomorrow based on the history. I have no particular interest in stocks and the only thing I really know is that you should buy cheaper than you sell, hence this is the only thing the classifiers know as well =)

Google Stock Chart

What’s going to happen tomorrow?

Setup

For training data I’ve used historical stock prices that are downloaded from Yahoo Finance. Then I’ve automatically created one classifier per stock (in total about 3100 classifiers) that, given the todays stock state predicts tomorrows by inferring over historical data. From the 3100 classifiers (stocks) I will pick the top X classifiers that are most confident. This is done by evaluating the training data and picking those that historically would have worked best. This is the most time consuming task takes several hours to run 10-fold-cross-validation.

Evaluation

As I evaluate this project I will post predictions in this blog and follow up with the accuracy when the correct answers are known.

More to come!!