ItemConference Paper

Algorithmic Trading and Machine Learning: An Empirical Study of Stock Price Prediction in India

Title
Algorithmic Trading and Machine Learning: An Empirical Study of Stock Price Prediction in India
Creator
Chopra, Darshan; Singh, Aditya; Jayapriya, J.; Vinay, M.
Description
This research paper uses historical data from Ambuja Cement to compare nine machine learning algorithms for algorithmic trading in the Indian stock market. The algorithms applied include SVM, Linear Regression, Decision Tree, K-NN, Ridge Regression, Lasso Regression, Bayesian Ridge Regression, Random Forest, Elastic Net Regression, XGBoost, and reinforcement learning. MSE, MAE, and R2 are metrics used to evaluate predictive performance. The findings show that ensemble approaches and regularized regressions outperform simpler models, emphasizing the importance of model complexity and feature selection. Reinforcement Learning has the potential for optimizing tactics through constant adaptation. The study provides valuable insights on enhancing algorithmic trading in emerging Indian markets. 2025 IEEE.
Source
Proceedings of the 3rd International Conference on Intelligent and Innovative Technologies in Computing, Electrical and Electronics, IITCEE 2025;
Date
01-01-2025
Publisher
Institute of Electrical and Electronics Engineers Inc.
Subject
Algorithmic Trading; Financial Markets; Lasso Regression; Long-Short Term Memory; Stock Price Prediction
Coverage
Chopra D., Christ University, Department of Computer Science, Karnataka, Bangalore, India; Singh A., Christ University, Department of Computer Science, Karnataka, Bangalore, India; Jayapriya J., Christ University, Department of Computer Science, Karnataka, Bangalore, India; Vinay M., Christ University, Department of Computer Science, Karnataka, Bangalore, India
Rights
Restricted Access; Hardcopy may be available in the library
Relation
ISBN: 979-833151591-1;
Format
online
Language
English
Type
Conference paper

Citation

Chopra, Darshan; Singh, Aditya; Jayapriya, J.; Vinay, M., “Algorithmic Trading and Machine Learning: An Empirical Study of Stock Price Prediction in India,” CHRIST (Deemed To Be University) Institutional Repository, accessed June 18, 2026, https://archives.christuniversity.in/items/show/26152.

Output Formats