Predicting VN - Index Value by KNN Algorithm of Machine Learning
- DOI
- 10.2991/aebmr.k.210928.045How to use a DOI?
- Keywords
- machine learning, forecasting, KNN
- Abstract
The world has entered the stage of rapid development of technology, especially the fourth industrial revolution with outstanding changes and developments in information technology. Artificial Intelligence (AI) is one of the most mentioned names in this period. AI is part of computer science, developing technology in the direction of automation, self-learning. As a result, it takes a solid knowledge to be able to operate any AI system. There have been many applications of artificial intelligence in the fields of science, technology and economics - finance. From previous decades, the application of algorithms to predict values and variables in economics has been implemented and improved over many different stages. This paper aims to predict VNINDEX value by the application of KNN algorithm machine learning to assess the changes of price indexes and stock variables in general and the VNIndex stock exchange in particular. Research result shows that the outcome of a buy - or - sell decision at the point of view. With a predict signal value of 1, investors should execute buy and sell orders that are advised when predict signal yields -1. Overall, the result indicates that 51% of the stock market price are correctly predicted by the KNN algorithm machine learning.
- Copyright
- © 2021, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Tran Kim Toai AU - Phan-Anh-Huy Nguyen AU - Bui Tien Thinh AU - Roman Senkerik PY - 2021 DA - 2021/09/30 TI - Predicting VN - Index Value by KNN Algorithm of Machine Learning BT - Proceedings of the 3rd Annual International Conference on Public and Business Administration (AICoBPA 2020) PB - Atlantis Press SP - 228 EP - 233 SN - 2352-5428 UR - https://doi.org/10.2991/aebmr.k.210928.045 DO - 10.2991/aebmr.k.210928.045 ID - Toai2021 ER -