The Science and Information (SAI) Organization
  • Home
  • About Us
  • Journals
  • Conferences
  • Contact Us

Publication Links

  • IJACSA
  • Author Guidelines
  • Publication Policies
  • Digital Archiving Policy
  • Promote your Publication
  • Metadata Harvesting (OAI2)

IJACSA

  • About the Journal
  • Call for Papers
  • Editorial Board
  • Author Guidelines
  • Submit your Paper
  • Current Issue
  • Archives
  • Indexing
  • Fees/ APC
  • Reviewers
  • Apply as a Reviewer

IJARAI

  • About the Journal
  • Archives
  • Indexing & Archiving

Special Issues

  • Home
  • Archives
  • Proposals
  • Guest Editors
  • SUSAI-EE 2025
  • ICONS-BA 2025
  • IoT-BLOCK 2025

Future of Information and Communication Conference (FICC)

  • Home
  • Call for Papers
  • Submit your Paper/Poster
  • Register
  • Venue
  • Contact

Computing Conference

  • Home
  • Call for Papers
  • Submit your Paper/Poster
  • Register
  • Venue
  • Contact

Intelligent Systems Conference (IntelliSys)

  • Home
  • Call for Papers
  • Submit your Paper/Poster
  • Register
  • Venue
  • Contact

Future Technologies Conference (FTC)

  • Home
  • Call for Papers
  • Submit your Paper/Poster
  • Register
  • Venue
  • Contact
  • Home
  • Archives
  • Indexing

DOI: 10.14569/IJARAI.2015.040710
PDF

A Comparison between Regression, Artificial Neural Networks and Support Vector Machines for Predicting Stock Market Index

Author 1: Alaa F. Sheta
Author 2: Sara Elsir M. Ahmed
Author 3: Hossam Faris

International Journal of Advanced Research in Artificial Intelligence(IJARAI), Volume 4 Issue 7, 2015.

  • Abstract and Keywords
  • How to Cite this Article
  • {} BibTeX Source

Abstract: Obtaining accurate prediction of stock index sig-nificantly helps decision maker to take correct actions to develop a better economy. The inability to predict fluctuation of the stock market might cause serious profit loss. The challenge is that we always deal with dynamic market which is influenced by many factors. They include political, financial and reserve occasions. Thus, stable, robust and adaptive approaches which can provide models have the capability to accurately predict stock index are urgently needed. In this paper, we explore the use of Artificial Neural Networks (ANNs) and Support Vector Machines (SVM) to build prediction models for the S&P 500 stock index. We will also show how traditional models such as multiple linear regression (MLR) behave in this case. The developed models will be evaluated and compared based on a number of evaluation criteria.

Keywords: Stock Market Prediction; S&P 500; Regres-sion; Artificial Neural Networks; Support Vector Machines.

Alaa F. Sheta, Sara Elsir M. Ahmed and Hossam Faris, “A Comparison between Regression, Artificial Neural Networks and Support Vector Machines for Predicting Stock Market Index” International Journal of Advanced Research in Artificial Intelligence(IJARAI), 4(7), 2015. http://dx.doi.org/10.14569/IJARAI.2015.040710

@article{Sheta2015,
title = {A Comparison between Regression, Artificial Neural Networks and Support Vector Machines for Predicting Stock Market Index},
journal = {International Journal of Advanced Research in Artificial Intelligence},
doi = {10.14569/IJARAI.2015.040710},
url = {http://dx.doi.org/10.14569/IJARAI.2015.040710},
year = {2015},
publisher = {The Science and Information Organization},
volume = {4},
number = {7},
author = {Alaa F. Sheta and Sara Elsir M. Ahmed and Hossam Faris}
}



Copyright Statement: This is an open access article licensed under a Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and reproduction in any medium, even commercially as long as the original work is properly cited.

IJACSA

Upcoming Conferences

IntelliSys 2025

28-29 August 2025

  • Amsterdam, The Netherlands

Future Technologies Conference 2025

6-7 November 2025

  • Munich, Germany

Healthcare Conference 2026

21-22 May 2026

  • Amsterdam, The Netherlands

Computing Conference 2026

9-10 July 2026

  • London, United Kingdom

IntelliSys 2026

3-4 September 2026

  • Amsterdam, The Netherlands

Computer Vision Conference 2026

15-16 October 2026

  • Berlin, Germany
The Science and Information (SAI) Organization
BACK TO TOP

Computer Science Journal

  • About the Journal
  • Call for Papers
  • Submit Paper
  • Indexing

Our Conferences

  • Computing Conference
  • Intelligent Systems Conference
  • Future Technologies Conference
  • Communication Conference

Help & Support

  • Contact Us
  • About Us
  • Terms and Conditions
  • Privacy Policy

© The Science and Information (SAI) Organization Limited. All rights reserved. Registered in England and Wales. Company Number 8933205. thesai.org