Python Machine Learning By Example - Fourth Edition

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Predicting Stock Prices with Regression Algorithms

In the previous chapter, we predicted ad clicks using logistic regression. In this chapter, we will solve a problem that interests everyone—predicting stock prices. Getting wealthy by means of smart investment—who isn’t interested?! Stock market movements and stock price predictions have been actively researched by a large number of financial, trading, and even technology corporations. A variety of methods have been developed to predict stock prices using machine learning techniques. Herein, we will focus on learning several popular regression algorithms, including linear regression, regression trees and regression forests, and support vector regression, utilizing them to tackle this billion ...