lopezm94 / Dow-Jones-Index-Simple-Price-Prediction

Using common regression methods to try and predict price fluctuations week by week

Dow-Jones-Index-Simple-Price-Prediction

This repository contains the application of five common machine learning models to forecast prices of the stocks from the UCI Dow Jones Index Repository. The models are the following :

• Linear SVM
• RBF SVM
• Linear Regression
• Ridge Regression
• One Hidden Layer MLP

To see the process of finding the best model from all the types of models, execute the following file in R:

• find_best_model.R

You can check for each individual method what are the best parameters for them executing:

• best_svm.R
• best_svm_rbf.R
• best_linear_regression.R
• best_ridge_regression.R
• best_mlp.R

For each one of these also a visualization of the difference between the forecast and the real price will appear. All models are generated in regression_models.R.