Predicting Next Quarter Nifty 50 Price using Genetic Algorithm and Support Vector Regression

The stock market is difficult to predict due to uncertainty and complexity. Still, several methods are utilized to predict stock prices, such as fundamental analysis, technical analysis, and statistical and machine learning methods. Most of the studies, which use daily historical price, predicts next-day price. However, next-day price is not so useful for investors or short-term traders. In this study, genetic algorithm optimized support vector regression (GA-S VR) predicts next quarter's Nifty 50 index price using daily historical dose price. Further, the study compares the GA-SVR prediction with Support Vector Regression (SVR) based on Root Mean Square Error (RMSE). The result shows that GA-S VR improves the prediction of S VR.