Stock Closing Price Prediction Using Machine Learning

This research was prepared to predict the closing price of the stock in the Stock Exchange of Thailand (SET). We are using the Multi-Layer Perceptron model, Support Vector Machine model, and Partial Least Square Classifier to predict the closing price of the stock. In the present, people have more knowledge and understanding of investing in the stock market then the Thai stock market has grown significantly. From the statistical data, we can find the movement of stock prices in that stock market move in a cycle. Form this point; we have the idea that if we can predict the stock price nearby real price. We can be investing at the right time and help investors to reduce investment risks. The experimental result shows that Partial Least Square is the best algorithm of the three algorithms to predict the stock closing price.