Stock Return Prediction Using Voting Regressor Ensemble Learning
Abstract
Abstract. The value of return on stock prices is often used in predicting profits in the process of buying and selling shares based on the calculation of the return on investment. The calculation of the value of return on stock prices can be predicted automatically at certain periods, both weekly and daily
Purpose: The problem faced is determining a good algorithm for making predictions due to fluctuating data on stock prices making it difficult to predict.
Methods: The stages carried out by the researcher include the data preprocessing stage and then proceed to the Exploratory Data Analysis (EDA) stage to get a pattern from the data, followed by the modeling stage on the data. This research was developed using the Python programming language where the models used to make predictions can be obtained in real-time.
Result: The results obtained in this study show that the Voting Regressor has the best model with an error rate of 0.032523 using Root Mean Square Error (RMSE). The results of this study can be further developed to automatically predict stock return values in the future.
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