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Comparative-analysis

Comparative study of Multiple regression, Monte-Carlo Simulation and ANN in trading Used multiple machine learning models to predict the stock price - In the 1st phase used Simple Linear Analysis, Quadratic Discriminant Analysis (QDA), and K Nearest Neighbor (KNN). In the 2nd phase used Monte-Carlo simulation In final phase used Artifical Neural Network (multilayer perceptron) on the same dataset to draw a comparison.

Used quantitative analysis for all the models.

Future Improvements/ Challenges

Future scope of analyse the stocks using the economic factors such as USD index, Interest rate index can be considered. Interest rate in an economy not only reflects, but influences economic activities. Therefore, the effect of inflation and interest rate on return will be for future analysis. USD index too a influential factor considering issues of on-going trade war.

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Contributors

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