Mastering Python for Finance - Second Edition

Conclusion on the use of machine learning algorithms

You may have observed that predicted values from our models are far off from actual values. This chapter aims to demonstrate the best of the machine learning features that scikit-learn offers, which may possibly be used to predict time series data. No studies to date have shown that machine learning algorithms can predict prices even close to 100% of the time. A lot more effort goes into building and running machine learning systems effectively.