STOCK MARKET PREDICTION USING PYTHON

Submitted in partial fulfillment of the requirements for the award of

Bachelor of science in computer science

BY
MS.B.JOTHILAKSHMI(39290044)
MS.M.SHALINI (39290093)

DEPARTMENT OF COMPUTER SCIENCE

SCHOOL OF COMPUTER SCIENCE

SATHYABAMA
2022 INSTITUTE OF SCIENCE AND TECHNOLOGY

(DEEMED TO BE UNIVERSITY)
Accredited with Grade "A" by JEPPIAR NAGAR, RAJIV GANDHI
SALAI, CHENNAI-600 119
May-2022
 SATHYABAMA
INSTITUTE OF SCIENCE AND TECHNOLOGY

(DEEMED TO BE UNIVERSITY)

Accredited with Grade “A” by NAAC

JEPPIAAR NAGAR , RAJIV GANDHI SALAI CHENNAI -600119

www.sathyabama.ac.in

DEPARTMENT OF COMPUTER SCIENCE

BONAFIDE CERTIFICATE

This is to certify that the Project Report is the bonafide work of B.JOTHILAKSHMI
(39290093) and M.SHALINI(39290093) who carried out the project entitled "STOCK
MARKET PREDICTION USING PYTHON " under our supervision from November
2021 to May 2022.

Internal Guide

(Mrs. M.SELVI, ME.,PH.D.,)

Head of the department

(Dr. L. LAKSHNMANAN M.E., Ph.D.,)

Submitted for viva voce examination held on

Internal Examiner External Examiner

 DECLARATION

I , M.SHALINI here by declare that the Project Report entitled “STOCK MARKET
PREDICTION USING PYTHON” done by me under the guidance of Dr. M.SELVI is
submitted in partial fulfillment of the requirements for the award of Bachelor of
Engineering / Technology degree in Computer science.

DATE:

PLACE: CHENNAI SIGNATURE OF THE CANDIDATE

 ACKNOWLEDGEMENT

I am pleased to acknowledge my sincere thanks to Board of Management

Of SATHYABAMA for their kind encouragement in doing this project and
for Completing it successfully. I am grateful to them.

I convey my thanks to Dr. T. SASIKALA, M.E., Ph.D., Dean, School of Computer

and Dr. S . VIGNESHWARI M.E., Ph.D., and Dr. L. LAKSHNMANAN M.E.,
Ph.D., Head of the Department for providing me necessary support and details
at the right time during the progressive reviews.

I would like to express my sincere and deep sense of gratitude to my Project Guide
Mrs. M.SELVI, ME., PH.D., for his valuable guidance, suggestions andconstant
encouragement paved way for the successful completion of my project work.

I wish to express my thanks to all Teaching and Non-teaching staff members of the
Department of computer science who were helpful in many ways for the

Completion of the project.

 ABSTRACT

The prediction of a stock market direction y serve as an early recommendation system

for short -term investors and early financial distress warning system for a long term
shareholder. Forecasting accuracy is the most important factor in selecting any
forecasting methods. Research efforts in improving the accuracy of forecasting models
are increasing since the last decade. The appropriate stock selections those are suitable
for investment is a very difficult task. The key factor for each investor is to earn maximum
profits on their investments. In this paper support vector machine algorithm (SVM) is
used. SVM algorithm is very specific type of learning algorithms characterized by the
capacity control of the decision function, the user of the kernel functions and the scarcity
of the solution. In this paper, we investigate the predictability of the financial movement
with SVM. To evaluate the forecasting ability of SVM, we compare its performed with
decision trees. These methods are applied on 2 years of data retrieved from Yahoo
finance. The result will be used to analyze the stock prices and their prediction in depth
in future research efforts.
 TABLE OF CONTENT

CHAPTER TITLE PAGENO

ABSTRACR
LIST OF FIGURES
LIST OF ABBREVIATION

1 INTRODUCTION

2 2.1 Literature survey

2.1.1 Stock price prediction
2.1.2 Neural network
2.1.3 Long short-term memory (LSTM)
2.1.4 Evolution algorithm
2.2 System analysis
2.2.1 Existing system
2.2.2 Proposed system

3 3.1 Aim of the project

3.2 Scope and Objectives of the project
3.2.1 Research
3.2.2 Application
3.3 Overview of the project

ⅵ
4 Technologies used
4.1 Hardware required
4.2 software required

5 Methodology design and implementation

5.1 System Architecture
5.2 Problem framing
5.3 Robust design
5.4 Performance evaluation
5.4.1 Motivation
5.4.2 Definitions
5.5 Model
5.6 Application design
5.6.1 User group
5.6.2 User journey
5.7 Research implementation
5.7.1 Stock Price Data Collection
5.7.2 Data Pre-processing
5.7.3 Model
5.7.4 Training
5.7.5 Saving Trained Model
5.7.6 Predicting Stock Price
5.7.7 Save predictions
5.8 Application implementation
ⅶ
 5.8.1 Stock Information Collection
5.8.2 Google charts
5.8.3 FB login via firebase authentication
5.8.4 Components
5.9 Findings
5.9.1 General findings
5.9.2 Prediction approach findings

6 Testing
7.1 Unit testing
7.2 Tool used for testing

7 Result and Discussion

8.1 Accuracy of stock price prediction
8.2 democratization of machine learning

8 Conclusion and future work

References

Appendix
A. SOURCE CODE
B. SCREENSHOTS

ⅷ
 LIST OF FIGURES

FIG NO FIGURES NAMES PAGE NO

3.3 LINEAR REGRESSION METHOD

5.1 SYSTEM ARCHITECTURE

5.2 WORK FLOW

5.3 ARCHITECTURE OF RECURRENT NEURAL

5.4 USER GROUP NETWORK

5.5 USER JOURNEY

5.8 COMPONENT DIAGRAM

ⅸ
 LIST OF ABBREVIATION

S.NO ABBERVIATION EXPANSION

1 LSTM Long short-term memory

2 GRU Gated recurrent unit

ⅹ
 CHAPTER 1
INTRODUCTION

Forecasting of stock market is a way to predict future prices of stocks. It is a long time
attractive topic for researcher and investors from its existence. The Stock prices are
dynamic day by day, so it is hard to decide what is the best time to buy and sell stocks.
Machine Learning provides a wide range of algorithms, which has been reported to be
quite effective in predicting the future stock prices. In this project, we explored different
data mining algorithms to forecast stock market prices for NSE stock market. Our goal is
to compare various algorithms and evaluate models by comparing prediction accuracy.
We examined a few models including Linear regression, Arima, LSTM, Random Forest
and Support Vector Regression. Based on the accuracy calculated using RMSE of all the
models, we predicted prices of different industries. For forecasting, we used historical data
of NSE stock market and applied a few preprocessing methods to make prediction more
accurate and relevant. The ultimate goal of our application is to serve retail investors as a
third party investment tool that uses machine learning to help them navigate in the fast-
changing stock market. The project aims to introduce and democratize the latest machine
learning technologies for retail investors. No prediction is 100% accurate. Therefore, the
upper bound and lower bound of the stock prices will be displayed to illustrate the trading
range the investors should be looking this application serves. Stock market prediction ad
analysis are some of the most difficult jobs to complete. There are numerous causes for
this, including market volatility and variety of other dependent and independent variables
that influence the value of a certain stock in the market. These variable make it extremely
difficult for any stock market expert to anticipate the rise and fall on the market with great
precision. Machine learning is a strong algorithm the most recent market research and
stock market prediction advancements have begun to include such approaches in
analyzing stock market data. Implementation of analyzing and forecasting the stock price
in python using various machine learning algorithms. Stock price prediction using machine
learning helps to discover the future value of a company stock and other financial assets
traded on an exchange. The entire idea of stock prices is an gain significant profits. Stock

1
market helps companies to raise capital . It helps to generate personal wealth. Stock
market server as an indicator of the state of the economy. It is a widely used source for
the people to invest money in companies with high growth.

2
 CHAPTER 2
2.1 LITERATURE SURVEY

2.1.1 STOCK PRICE PREDICITION

From the research paper “Machine Learning in Stock Price Trend
Forecasting” written by Y. Daiand Y. Zhang In Stanford University, they used features like
PE ratio, PX volume, PXEBITDA, 10-day volatility, 50-day moving average, etc. To predict
the next-day stock price and long-term stock price. The machine learning algorithms used
in the research are Logistic Regression, Gaussian Discriminant Analysis ,Quadratic
Discriminant Analysis ,and SVM. The accuracy ratio is defined as the number of days that
the model correctly classified the testing data over the total number of testing days. With
the short-term model predicting the next day stock price, it has very low accuracy, the
Quadratic Discriminant Analysis is the best among all models, it scored a 58.2%
accuracy. With the long -term model predicting the next n days stock prices, the longer
the time frame, the better in the accuracy for SVM. With a time window of 44 days, the
VM model ’saccuracyreached79.3%. Apart from that, It was found that by increasing the
number of features, the accuracy increased. When all of the 16 features were used, the
accuracy of the model reached 79%, while it fell to 64% when only 8 features were used,
and 55% if only 1 feature was used. Our project will also investigate how the time frame
would affect the accuracy of price predictions of different models. As models have to
reach a certain significance for the users to work as a reference, it is essential for us to
optimize our model to figure out what the optimal parameters and model structure are for
our stock price prediction purpose. B.Wanjawa and L. Muchemi demonstrated the
potential in predicting stock prices using ANN, as shown in the research paper “ANN
Model to Predict Stock Prices at Stock Exchange Markets”[4]. They used 70% of the
training data to predict the stock prices for the next 60 days. Through optimizations, they
were able to predict the actual closing prices within 0.71% mean absolute percentage
error (MAPE), with the highest variance-3.2% among all of the 62 days. This
demonstrated a high potential for using machine learning to accurately predict stock
prices. This is one of the key components in our application where algorithms have to be
designed to have high accuracy, such that the platform could be useful for retail investors.
3
2.1.2 NEURAL NETWORK
A neural network attempts to learn a function that maps the input features to
the output predictions, serving as a universal function approximator. It consists of a
network of neurons, each of which represents a weighted sum of inputs. Outputs from
neurons are fit into activation functions which introduce non-linear to the system, and the
n passed to some other neurons. In a typical dense feedforward neural network, the
network consists of layers of neurons stacked together, with neurons between individual
layers fully connected.

2.1.3 LONG SHORT-TERM MEMORY[LSTM]:

Long short-term memory [8] was first introduced by Hochreiter and Schmid
huber in 1997 to address the a for mentioned problems. Long-short term memory tackles
the problem of learning to remember information over a time interval, by introducing
memory cells and gate units in the neural network architecture. A typical formulation
involves the use of memory cells, each of which has a cell state that store previously
encountered information. Every time an input is passed into the memory cell, and the
output is determined by a combination of the cell state (which is a representation of the
previous information), and the cell state is updated. When another input is passed into
the memory cell, the updated cell state and the new input can be used to compute the
new output.

2.1.4 EVOLUTION ALGORITHM:

Researches have shown that large-scale evolution can auto-generate neural
network model architectures and hyperparameters with performance comparable with
state-of-the-art human-designed models. In a research in 2017 , a large-scale evolution
for discovering image classification neural networks was run. It started with a huge
population of randomized simple1-layermodels, then slowly evolved the population by
removing a poor model and generating a new model by mutating some parameters of a
good model in each iteration. After hundreds of hours of running the algorithm with huge
computing power, most models in the population achieved state-of-the-art results on
CIFAR datasets. In each iteration, only a simple mutation that changed 1 parameter was
4
applied, which allowed searching in a large search space. The paper showed the
possibility of finding good models by using lots of computational power to replace human-
machine learning experts and has set the foundation of learning with AutoML.

2.2 SYSTEM ANALYSIS

2.2.1 EXISTING ANALYSIS :

In the finance world stock trading is one of the most important activities. Stock
market prediction is an act of trying to determine the future value of a stock other financial
instrument traded on a financial exchange. This paper explains the prediction of a stock
using Machine Learning. The technical and fundamental or the time series analysis is
used by the most of the stockbrokers while making the stock predictions. The
programming language is used to predict the stock market using machine learning is
Python. we propose a Machine Learning (ML) approach that will be trained from the
available stocks data and gain intelligence and then uses the acquired knowledge for an
accurate prediction. In this context this study uses a machine learning technique called
Support Vector Machine (SVM) to predict stock prices for the large and small
capitalizations and in the three different markets, employing prices with both daily and up-
to-the-minute frequencies.

2.2.2 PROPOSED SYSTEM :

In this project, we have made a time-series analysis and it doesn’t need n-
fold cross validation. Methodology since it’s sequential data. We split our dataset in train
and test data. Top 80 percent of data will be Train data and the remaining will be test. The
prediction model, which is based on SVM and independent analysis, combined called
SVM-ICA, is proposed for stock market prediction. various time series analysis models are
based on machine learning. The SVM designed to solve regression problems in non-linear
classification and time series. In this proposed system, we focus on predicting the stock
values using machine learning algorithms like Random Forest and Support Vector
Machines.

5
 CHAPTER 3

3.1 AIM OF THE PROJECT:

Stock market prediction means determining the future scope of the
market . The prediction of a stock market direction y serve as an early recommendation
system for short -term investors and early financial distress warning system for a long
term shareholder. Forecasting accuracy is the most important factor in selecting any
forecasting methods. Research efforts in improving the accuracy of forecasting models
are increasing since the last decade. The appropriate stock selections those are suitable
for investment is a very difficult task. The key factor for each investor is to earn maximum
profits on their investments .In this paper support vector machine algorithm (SVM) is
used. SVM algorithm is very specific type of learning algorithms characterized by the
capacity control of the decision function , the user of the kernel functions and the scarcity
of the solution .

3.2 SCOPE AND OBJECTIVES OF THE PROJECT:

The project aims to introduce and democratize the latest machine
learning technologies for retail investors. No prediction is 100% accurate. Therefore, the
upper bound and lower bound of the stock prices will be displayed to illustrate the trading
range the investors should be looking at. This application serves as a supplementary
quantitative tool for investors to see the market at a different perspective with the help of
technology. This project is divided into 2 parts, namely are search component and an
application component, aiming to provide retail investors with stock price predictions
using different machine learning models in a good user experience way for reference.

3.2.1RESEARCH:
This project will investigate how different machine learning techniques can be
used and will affect the accuracy of stock price predictions. Different models, from linear
regression to dense and recurrent neural networks are tested. Different hyperparameters
are also tuned for better performance These arch space for all neural network
architectures and hyperparameter combinations is huge, and with limited time in
6
 conducting this project, apart from manually trying combinations, the team optimizes the
models with evolution algorithm, replicating AutoML techniques from other researches
with promising results in the financial context.

3.2.2 APPLICATION:
This project aims to provide stock price predictions based on the latest machine learning
technologies to all retail investors. A mobile web application is developed to provide
predictions in an intuitive way. Different models’ performance and accuracy can also be
compared. The application also serves as another user interface (UI) in visualizing results
from the research apart from Jupyter notebooks with lots of tables and graphs

3.3 OVERVIEW OF THE PROJECT:

There are over 2.2 million Hong Kong stock investors, who contributed about 15% of
the cash market trading value in 2016. The total cash market trading turn over is around
HK$1.6trillion. In particular, retail investors have made buy or sell investment decisions
worth a total turn over of $240 billion for the year of 2016 [1].In Hong Kong, there are a lot
of investment decisions that involve a large sum amount of money being made. Retail
investors spend a lot of time finding investment opportunities. Wealthier investors could
seek professional financial advisory services, but for typical retail investors, the costs are
prohibitive. Thus, retail investors have to figure out the market themselves and make
informed decisions on their own. This makes investment very stressful in modern societies.
Unfortunately, humans are irrational in nature. Without quantitative, data-driven models,
decisions get swayed by cognitive biases or personal emotions, resulting in unnecessary
losses. Even if investors are cautious enough, most do not have sufficient skills to process
a huge volume of data required to make good judgments. Institutional investors rely on
sophisticated models supported by technologies to avoid traps, but retail investors do not
have access to such technologies and often find themselves falling behind the market.
Without access to quantitative and data-driven models, one obvious approach retail
investors could use to evaluate the market is through simple indicators, for example,
linear regression and exponential moving average (EMA) (Figure 1.1).Two important
7
indicators are 20-day EMA and 50-day EMA. When the 20-day EMA rises above the 50-
day EMA, the stock is likely to trend upward, and vice versa. Another obvious approach
retail investors might use to predict the stock market is to draw a linear regression line
that connects the maximum or minimum of candle sticks.

Figure 3.3 Linear regression method to evaluate and predict the market trend

8
Inspired by the increasing popularity of deep learning algorithms for forecasting
application, these algorithms might serve as potential tools to find hidden patterns in the
trend of stock prices, this information could be useful to provide extra insights for retail
investors when making investment decisions. Therefore, this final year project aims to
investigate the usefulness of deep learning algorithms in predicting stock prices and
democratize such technologies through an easy to use interface for the general public.

9
 CHAPTER 4

TECHNOLOGY USED:

 MACHINE LEARNING MODELS USED: FB Prophet

 Python for backend
 Flask framework for integration of frontend and backend
 JavaScript frame work with CSS and HTML for front end
 Dygraphs for plotting

4.1 HARDWARE REQUIRED:

• Hard disk : 500 GB and above.
• Processor : i3 and above.
• Ram : 4GB and above.
•
4.2 SOFTWARE REQUIRED:
 Operating System : Windows 10 (64 bit)
• Programming Language : Python
• Tool : Jupyter

10
 CHAPTER 5
METHODLOGY DESIGN

5.1 SYSTEM ARCHITECTURE:

The architecture of the system follows a client-server model ,where the server and the
client are loosely coupled.

Figure 5.1 System Architecture Diagram

11
After relevant stock data are retrieved from the third-party data provider through the cloud,
the backend pre-processes the data and builds the models. After that, predictions are
made and the prediction results will be stored on another cloud, which can be retrieved
from the mobile application. The advantages of the loosely coupled architecture include
improved scalability and ease of collaboration. The workload for the cloud which serves
the models and the one which serves the mobile application will be very different. One
cloud serves the model prediction results, which are simple text files; another cloud
serves the mobile application with a lot of rich user content such as images and large UI
libraries. Having two clouds to adapt to two different demand patterns is more efficient,
especially since cloud providers these days usually serve content on demand. Also, these
parathion allows different team members in the team to focus on different parts after
agreeing on a common interface. It speeds up development as team members
responsible for different parts of the system do not need to take care of the under lying
implementation details. Also, it is easier to swap out different components, e.g. to replace
the models the team could simply make changes to the backend, while the frontend
remains unaffected.

12
5.2 PROBLEM FRAMING:
The problem of the project is set to predict the stock price for the next 10
business days. “10days” is chosen as the time frame as short term price movements tend
to depend more on trend momentum and price pattern, while long term price movements
depend on the fundament also a stock (e.g. company management capabilities, revenue
model, market demand, macroeconomic factors, etc.). The loss function of the training
algorithm is the mean squared error of the 10 predicted stock prices. The training
algorithm or optimizer is set to minimize its value, and it serves as the basic performance
metric for comparing different models. Other scores are defined to provide more in-depth
in sights on a model predictability performance and finance-domain-based comparisons
between models for investors. Two different prediction approaches are mainly tested,
predicting the stock prices for the next10 days directly and predicting the stock price of
the next day 1 at a time. It is suspected that the two different problem framing approaches
will result in different abstractions learn performance for different use-cases.

5.3 ROBUST DESGIN:

For the research side, the system is designed to be as robust as possible
to facilitate model testing. Each model can be defined by a pair of model options and
input options, specifying the model configurations and the input sit takes. This
accelerates the process of testing out different model and/or input configuration
combinations.

5.4 PERFORMANCE EVALUATION:

Model configurations and the inputs it takes. This accelerates the process
of testing out different model and/or input configuration combinations.

5.4.1 MOTIVATION:
Apart from the mean squared error that a model tries to minimize, different
finance-specifics cores are introduced to evaluate and compare performance of different
models, namely model accuracy score, model trend score and stock buy/sell score. The
scores are also designed to convey useful and meaningful messages to help investors
13
understand a stock and make investment decisions.

5.4.2 DEFINITION:
In this project, the test set is defined as the last 100 days stock price.
To clearly explain the performance evaluation rationale, the following symbols are
defined.

“Snakes” is defined as 10-day disjoint prediction segments in the test set, which will be a
set of 10“snake”. It includes the actual prices and the predicted prices for the last
100days.

Specifically, Snakes are defined below:

It is named as “Snakes” because intuitively the 10-day disjoint segments look like
snakes when being plotted on a graph of historical prices.

5.5 MODEL:

Different common neural network models are tested, including dense neural network,
simple recurrent neural networks (RNNs), Long short-term memory networks(LSTMs)and
gated recurrent unit networks (GRUs).Different model architectures are tested by
changing the number of hidden layers, the number of hidden units per hidden layer, and
the activation function or recurrent activation function used in each hidden layer. All
recurrent neural networks, RNNs, LSTMs, and GRUs, are set to have the recurrent neural
networks same high-level architecture (Figure2.2), a stack of recurrent layers by passing

14
the full output sequence to the next layer, followed by a stack of dense layers.

Figure 5.5 Example of the common high-level architecture

5.6 APLICATION DESIGN

5.6.1 USER GROUP:
Users are separated into two groups, normal users and advanced users. For
users that would like to know about the historical (test set) performance of a model and
more information behind the machine learning models like the architecture and inputs,
they can enable advanced user mode in the settings page to view those details in each
individual stock page.

15
5.6 Functionality accessible by normal users and advanced user

16
5.6.2 USER JOURNEY:

Figure 5.6 User Journey

First of all, users need to login to use the system, as there will be customization options
for different users. Since users might not want to create a separate account just for our
application, it will more convenient if users can log in with their existing social media
accounts. In particular, Facebook login is a good option, since there are over 2 billion
users worldwide. Thus, it might be possible to reach a larger market by adopting
Facebook login. Only the very basic user information like the user name will be collected
by the system. For normal users (advanced user mode disabled), after logging into the
system, they can view the stock list and search from it by stock name.

5.7 RESARCH IMPLEMENTATION:

All machine learning-related code are written in Python. Neural networks
are implemented with Keras while linear regression model is implemented with scikit-learn
.
5.7.1 STOCK PRICE PREDICITION:
Data is collected from Alpha Vantage Stock Price API [18].It offers up to 20 years of
daily stock price information on S&P500 stocks. A Python script is written to retrieve stock
prices of different stocks automatically. The retrieved stock prices are stored as .csv files
in a local folder during development and testing. In deployment, the downloaded stock
price data will be transformed into a 2D JavaScript array and uploaded to Firebase Cloud
Storage immediately. A cron job that launches the data-fetching and data-uploading script
is scheduled to run every 8p.m. (EDT) after NYSE and NASDAQ are closed.

17
5.7.2 DATA PRE-PROCESSING:
3 Python scripts are written to transform the raw stock prices (.csv files) into
feature vectors, for training, predicting and testing respectively. The scripts take the input
options and the raw stock prices as inputs and produce the correct features by building
the lookback arrays and the moving averages. It concatenates the features into the final
feature vectors, which will be passed to the model for training or testing. The 3 scripts
share common operations in building a dataset except the output size and the range of
dates to build from, so common functions are written to centralize the logic instead of
repeating the same index-calculation-intensive work across functions . Is frequently used
for machine learning tasks because it is much for performant than Python lists ,as NumPy
arrays are implemented as densely packed lists, instead of a dynamic array where the
elements are not stored contiguously. Pandas is a popular framework for pre-processing
time series data. It has various utilities for reading raw input files such as .csv and
transforming time series data to the correct format. Pandas uses NumPy as the
underlying data structure, so it is very convenient to inter operate between the two.

5.7.3 MODEL:
A model base class is used as a common interface for all machine learning
models. All models then have their own model class, specifying model-specific details like
methods to build the model, train the model, use the model and save the model.
To decouple model configurations from software code to provide flexibility and robustness
and save engineering effort as mentioned , each model is defined by a JSON object, which
specifies the model’s architecture and hyperparameters with model options and the model
inputs with input options. A corresponding model can then be created by passing the object
to the model class constructor. The model options specify which machine learning model
to use, and the hyperparameters for the model like the number of hidden layers, the
number of hidden units, activation functions used, as well as optimization algorithms and
loss functions. Some example model options are in Appendix A.

18
5.7.4 TRAINING:
In training, a randomized initial model is first generated from the model
options definition. A training set is generated by the build training dataset script, which
generates the training set features from the input options and the raw stock price data.
Then, the data is fed into the model for training.

5.7.5 SAVING TRAINED MODEL:

All trained models are saved for predicting stock prices in the future. Keras
models are saved inh5 format, and scikit-learn models are saved with a Python library
named pickle. A dedicated saving format is designed (Appendix C), such that same
models (same hash for same model options and input options) for different stocks are
saved in the same directory with no collision.

5.7.6 PREDICTING STOCK PRICE:

When predicting stock price ,the saved model will first be loaded. Then, a
feature vector specified by the input options is built with the build predict dataset script,
which is the same as the build training dataset except it returns a flatten 1D feature vector.
The feature vector is inputted into the model to predict stock price. For 10-day predict,
the predictions are directly out putted. For 1-day predict, the predicted stock price is
appended to the raw dataset as if it happened before, then a new feature vector is
generated for predicting the stock price for the day after, the process is repeated to predict
the stock prices for all next 10 days.

5.7.7 SAVE PREDICITIONS:

For each stock, a prediction file can be generated from the save predictions
script. It includes all the data and results that the application needs to display, including
all 10-day predictions from all models, both 1-day predict test set and snakes test, and
the model options and input options for each model. The saved predictions file is then
saved to Firebase Cloud Storage and served to the application. During development, the
saved predictions file is saved in a local directon.
19
 5.8APPLICATION IMPLEMENTATION

5.8.1 STOCK INFORMATION COLLECTION:

Company information is collected from the IEX Stock API [25]. A
Firebase Cloud Function [26] is written to get the data from the API and store it in Firebase
Cloud Fire store [27], which the application will access through another Firebase Callable
Cloud Function.

5.8.2 GOOGLE CHARTS:

Google Charts [34] is used to plot the stock prices and the predictions. It
provides a simple and separate set of APIs that does not depend on other libraries while
maintaining customizability. Also, it integrates nicely with the user interface which follows
the Material Design, which improves the overall user experience.

5.8.3 FB LOGIN VIA FIREBASE AUTHENTICATION TECHNOLOGY:

To facilitate user logins ,the popular Facebook login service powered by
Firebase Authentication is used, which provides a set of rich set of APIs to interact with
a range of authentication providers, including Facebook Login, and integrates well with
other Fire base services that the system relies on. It is also convenient to add other
authentication service providers in the future.

5.8.4 COMPONENT:
The whole application is broken down into the following hierarchy of components.
At the top level, the App component brings everything together. If the user is not logged
in he/she will be directed to the login page (Login Page).The router component (Router)
controls where the user will end up at, including the home page(Home Page), which is the
default starting point for users with a list of stocks and a search bar, all broken down into
separate components Other components include the details page (Detail Page), which is
where details about a stock price, including the stock price chart, a list of models with a
model score attached to each model, along with a buy/sell score that indicates the overall
predictions for whether the stock should be purchased or sold, are included in.
20
Figure 5.8 Component Diagram

21
5.9 FINDINGS
5.9.1 GENERAL FINDINGS:
The following are some general findings from testing out different machine
learning models.

Figure 5.9 1-day interval historical predictions (GE, Dense Neural Network)

22
From Figure 5.9, it shows that the 1-day interval historical predictions line follows closely

with the historical prices. The graph looks like the prediction line is just 1 day shifting from

the historical prices, similar to a shifted and smoothed out historical prices line. Therefore,

the shape of the historical predictions line is similar to the shape of the exponential moving

averages (EMA), where the price changes from ttot+1 heavily depends on the direction

and Magnitude of changes fromt-1tot, followed by decreasing importance from earlier

historical prices. Other models in predicting stock prices of other stocks also show similar

results. Although price reflects all available information, the magnitude of price changes in

the future might need other data for forecasting purpose, such as market sentiment

company announcement, retail and institutional investors’ attention on the company, etc.

This is one of the possible explanation of why the 10-day interval prediction might have a

large difference to actual values as there are potential shifts in market momentum.

Therefore, the price might be too compact and other information is required to make a

more accurate prediction.

23
Figure 5.9 10-day interval historical predictions (GE, Dense Neural Network)

24
From Figure 5.9 it shows that the 10-day interval historical predictions line do not follow
closely with the historical prices but could demonstrate the trend. For example, historical
predictions 1, 2, 3, 4, 7, 8, 9, 10 provided insights on the correct market direction, yet the
magnitude did not match the actual price movements. A possible reason for this error can
be the 10-day interval prediction has to predict more values while having fewer data
compared to the case of 1-day interval prediction, which for 1-day interval prediction, data
of close prices until previous day are available. Therefore, a longer period of interval
prediction could subject to greater changes in market fundamentals, including market
news, macroeconomic factors, earning reports, etc. Other models in predicting stock
prices of other stocks also show similar results.

5.9.2 PREDICTION FINDINGS

As mentioned in approaches are tested in predicting the stock prices for the next

10days, predicting all 10-day stock prices directly and predicting each stock price one at

a time. The 2 different approaches frame the problem totally differently, which introduces

a significant language bias. According to the results (e.g. Figure 6.2a and 6.2b), for most

stocks, most models that predict10-day stock prices directly have a higher error than

predicting individual stock price. However, the errors in predicting different days in the

future are relatively constant for models thatpredict10-day stock prices directly, while the

error increases with the time from now for models that predict stock prices one day at a

time.

25
Figure 5.9 Prediction error in predicting stock price at different future
dates(GOOGL, 10-day predict)

26
 CHAPTER 6
TESTING

6.1 UNIT TESTING:

The unit test module from Python is used to implement all unit tests, as it is
available by default in Python and integrates well with existing Python codes. Unit tests
are done for the build dataset script, which transforms the raw input data into feature
vectors usable for training and testing, as well as models core calculations. Unit tests are
conducted because the components are error-pron, calculation intensive. Also, they
exhibit garbage-in-garbage-out properties, that the model will be completely wrong if it
receives the wrong input, and if the model scores are wrong, the final buy-sell
recommendation will be totally incorrect.. Combinations of input options are tested,
including n-day stock price look back as well as n-day moving average. Correctness is
ensured by asserting the feature vectors’ shapes, as well as starting and ending
elements.

6.2TOOL USED FOR TESTING:

Various tools have been used to assist in the development of the
mobile application. In particular , Chrome Mobile Emulator is used to simulate the mobile
view while developing the mobile application on desktop/laptop computers. After the
application is deployed to the cloud, mobile phones with different operating systems and
browsers, including Google Pixel running Android 9 (Google Chrome) and iPhone 7
running iOS 12.1 (Safari), are used to verify the user experience is consistent across
different devices with different resolutions .

27
 CHAPTER 7

RESULT AND DISCUSSION

RESULT:

FIG 7.1 HOME PAGE-LOGIN PAGE

This is the login page of the project . Enter the http link in the google chrome ,then the
login page will be appear .Enter the company tricker symbol and submit by clicking submit
button

28
 FIG 7.2 GRAPH

After submitting the company tricker symbol, it display the prediction graph of the stock
market.

29
 DISCUSSION:

7.1 ACCURACY OF STOCK PRICE PREDICTION:

while the 1-day stock price prediction follow closely with actual
stock prices, the predictions for stock prices after 10 days deviate considerably from the
actual stock prices. This shows that machine learning models fail to provide accurate
stock price predictions to retail investors.

7.2 DEMOCRATIZATION OF MACHINE LEARNING:

An other factor when evaluating the project’s success is when there investors can use
and understand the predictive information provided by the machine learning technologies
using our mobile application . In spite of the confusions found in some parts of the user
interface ,especially in the advanced user mode, users found useful insights provided by
the machine learning models, such as identifying stocks with upside potential .The result
is significant, in the sense that users with little background on machine learning
technology and stock trading could find potential use cases for the application .The result
simply that machine learning technologies could be democratized to serve the interest of
the general public. Stock price prediction is a particularly exciting area, because the level
of expertise required to succeed in making profitable short-term investments is
considered to be prohibitive for small , retail investors , and trading with help of machine
learning is a feat only institutional investors could perform. The application demonstrates
one possible way retail investors could use machine learning technologies on their own.

30
8 .CONCLUSION AND FUTUER WORK:

The project analysis the foundation for democratizing machine learning

technologies for retail investors, connecting predictions made by machine learning model
store tail investors through a mobile application. It helps investors navigate through the
stock markets with additional analysis and help them make more informed decisions. The
findings demonstrated that the application provides significance in trend prediction. When
compared to the baseline, the prediction shows useful trend tendency with the real stock
trend. Through the application interface, the user can easily compare the predictions and
model scores from different machine learning models, then choosing the one that fits their
preference. The models used in the application will continue to improve itself by searching
for a better model topology, structure and hyper parameters through evolution algorithm.
The findings concluded the usefulness of evolution algorithm in lowering the mean
squared error when predicting stock prices, which is helpful for improving the trend
prediction for retail investors. Therefore, with the application and research findings, to
large extent the project team achieved the aim of creating an user-friendly system for
retail investors whom does not have previous technical knowledge to navigate the
machine model predictions result with useful benchmarks.
There are 4 possible further improvements building upon the findings of this project. First,
multiple approach test of raming the problems could be explained ,such as Predicting
Whether the stock price goes upon down (binary classification

31
based on the previous stock prices. Other features could being corporated, such as market
news and sentiment .Combined with the development of more advanced machine learning
techniques, the accuracy of the information provided to retail investors might be improved
significantly. Second, a larger scale of evolution with larger population size and more
iterations could also be tested for achieving better results. Model inputs can also be
included into the evolution algorithm as a variable to optimize. Regularized evolution [38]
can be tested to eliminate old models regardless of their accuracy, which could allow the
algorithm to search for more distant models in the search space. Third, it is also possible
to use more finance-specific scores, like those introduced, as the objective function
instead of simple mean squared errors to achieve better results. Fourth, mobile
applications with better presentation of stock price predictions could be developed to help
investors understand the implications of the stock price predictions, e.g. when to buy or
sell. This would allow investors to make more informed decisions based on the machine
learning models and truly democratize machine learning technologies, which were
believed to be only in the hands of very few people.

32
 REFERNCE

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 [cs.NE]. Jun2017.
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[16] Documentation of scikit-learn 0.19.2.

Available:http://scikit-
learn.org/stable/documentation.html.
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Vantage.
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NumPy v1.14 Manual, The SciPy community. Available:
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Available :http://flask.pocoo.org/docs/1.0/.

34
[23] Cloud Storage, Google. Available: https://firebase.google.com/docs/storage/.
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35
 APPENDIX
A. SOURCE CODE:

Predict stock:
import os
import sys
import requests
import numpy as np
from keras.models import Sequential
from keras.layers import Dense

FILE_NAME = 'historical.csv'

def get_historical(quote):
# Download our file from google finance
url =
'http://www.google.com/finance/historical?q=NASDAQ
%3A'+quote+'&output=csv'
r = requests.get(url, stream=True)

if r.status_code != 400:
with open(FILE_NAME, 'wb') as f:
for chunk in r:
f.write(chunk)

return True

def stock_prediction():

# Collect data points from csv

dataset = []
36
 with open(FILE_NAME) as f:
for n, line in enumerate(f):
if n != 0:
str = line.split(',')[1]
if str != "-":
dataset.append(float(line.split(',')[1]))

dataset = np.array(dataset)

# Create dataset matrix (X=t and Y=t+1)

def create_dataset(dataset):
dataX = [dataset[n+1] for n in range(len(dataset)2)]
return np.array(dataX), dataset[2:]

trainX, trainY = create_dataset(dataset)

# Create and fit Multilinear Perceptron model

model = Sequential()
model.add(Dense(8, input_dim=1, activation='relu'))
model.add(Dense(1))

model.compile(loss='mean_squared_error',optimizer=
adam')
model.fit(trainX, trainY, nb_epoch=200, batch_size=2,
verbose=2)

# Our prediction for tomorrow

prediction = model.predict(np.array([dataset[0]]))
result = 'The price will move from %s to %s' %
(dataset[0], prediction[0][0])
37
 return result

# Ask user for a stock quote

stock_ quote = input('Enter a stock quote from
NASDAQ (e.j: AAPL, FB, GOOGL): ').upper()

# Check if we got the historical data

if not get_ historical(stock_ quote):
print ('Google returned a 404, please re-run the script
and')
print ('enter a valid stock quote from NASDAQ')
sys.exit()

# We have our file so we create the neural net and get

the prediction
print (stock _prediction())

# We are done so we delete the csv file os.remove

(FILE_NAME)

38
Prophet:
import pandas as pd
import numpy as np
import pandas_datareader.data as web
from fbprophet import Prophet
import datetime
from flask import Flask, render_template
from flask import request, redirect
from pathlib import Path
import os
import os.path
import csv
from itertools import zip_longest

app = Flask(__name__)

@app.after_request
def add_header(response):
"""
Add headers to both force latest IE rendering engine or Chrome Frame,
and also to cache the rendered page for 10 minutes.
"""
response.headers['X-UA-Compatible'] = 'IE=Edge,chrome=1'
response.headers['Cache-Control'] = 'public, max-age=0'
return response

@app.route("/")
def first_page():
"""
original_end = 175
forecast_start = 200

39
 stock = "IBM"
return render_template("plot.html", original = original_end, forecast = forecast_start,
stock_tinker = stock)
"""
tmp = Path("static/prophet.png")
tmp_csv = Path("static/numbers.csv")
if tmp.is_file():
os.remove(tmp)
if tmp_csv.is_file():
os.remove(tmp_csv)
return render_template("index.html")

#function to get stock data

def yahoo_stocks(symbol, start, end):
return web.DataReader(symbol, 'yahoo', start, end)

def get_historical_stock_price(stock):
print ("Getting historical stock prices for stock ", stock)

#get 7 year stock data for Apple

startDate = datetime.datetime(2010, 1, 4)
#date = datetime.datetime.now().date()
#endDate = pd.to_datetime(date)
endDate = datetime.datetime(2017, 11, 28)
stockData = yahoo_stocks(stock, startDate, endDate)
return stockData

@app.route("/plot" , methods = ['POST', 'GET'] )

def main():
if request.method == 'POST':
stock = request.form['companyname']

40
 df_whole = get_historical_stock_price(stock)

df = df_whole.filter(['Close'])

df['ds'] = df.index
#log transform the ‘Close’ variable to convert non-stationary data to stationary.
df['y'] = np.log(df['Close'])
original_end = df['Close'][-1]

model = Prophet()
model.fit(df)

#num_days = int(input("Enter no of days to predict stock price for: "))

num_days = 10
future = model.make_future_dataframe(periods=num_days)
forecast = model.predict(future)

print (forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].tail())

#Prophet plots the observed values of our time series (the black dots), the forecasted
values (blue line) and
#the uncertainty intervalsof our forecasts (the blue shaded regions).

#forecast_plot = model.plot(forecast)
#forecast_plot.show()

#make the vizualization a little better to understand

df.set_index('ds', inplace=True)
forecast.set_index('ds', inplace=True)
#date = df['ds'].tail(plot_num)

41
 viz_df = df.join(forecast[['yhat', 'yhat_lower','yhat_upper']], how = 'outer')
viz_df['yhat_scaled'] = np.exp(viz_df['yhat'])

#close_data = viz_df.Close.tail(plot_num)
#forecasted_data = viz_df.yhat_scaled.tail(plot_num)
#date = future['ds'].tail(num_days+plot_num)

close_data = viz_df.Close
forecasted_data = viz_df.yhat_scaled
date = future['ds']
#date = viz_df.index[-plot_num:-1]
forecast_start = forecasted_data[-num_days]

d = [date, close_data, forecasted_data]

export_data = zip_longest(*d, fillvalue = '')
with open('static/numbers.csv', 'w', encoding="ISO-8859-1", newline='') as myfile:
wr = csv.writer(myfile)
wr.writerow(("Date", "Actual", "Forecasted"))
wr.writerows(export_data)
myfile.close()

return render_template("plot.html", original = round(original_end,2), forecast =

round(forecast_start,2), stock_tinker = stock.upper())
'''
if __name__ == "__main__":
main()
'''

if __name__ == "__main__":
app.run(debug=True, threaded=True

42
prophet without flask:
import pandas as pd
import numpy as np
import pandas_datareader.data as web
from fbprophet import Prophet
import datetime
import matplotlib.pyplot as plt

plt.rcParams['figure.figsize']=(20,10)
plt.style.use('ggplot')

#function to get stock data

def yahoo_stocks(symbol, start, end):
return web.DataReader(symbol, 'yahoo', start, end)

def get_historical_stock_price(stock):
print ("Getting historical stock prices for stock ", stock)

#get 7 year stock data for Apple

startDate = datetime.datetime(2010, 1, 4)
# date = datetime.datetime.now().date()
# endDate = pd.to_datetime(date)
endDate = datetime.datetime(2017, 11, 27)
stockData = yahoo_stocks(stock, startDate, endDate)
return stockData

def main():

43
 stock = input("Enter stock name(ex:GOOGL, AAPL): ")
df_whole = get_historical_stock_price(stock)

df = df_whole.filter(['Close'])

df['ds'] = df.index
#log transform the ‘Close’ variable to convert non-stationary data to stationary.
df['y'] = np.log(df['Close'])

model = Prophet()
model.fit(df)

num_days = int(input("Enter no of days to predict stock price for: "))

future = model.make_future_dataframe(periods=num_days)
forecast = model.predict(future)

print (forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].tail())

#Prophet plots the observed values of our time series (the black dots), the forecasted
values (blue line) and
#the uncertainty intervalsof our forecasts (the blue shaded regions).
forecast_plot = model.plot(forecast)
forecast_plot.show()

#make the vizualization a little better to understand

df.set_index('ds', inplace=True)
forecast.set_index('ds', inplace=True)

viz_df = df.join(forecast[['yhat', 'yhat_lower','yhat_upper']], how = 'outer')

viz_df['yhat_scaled'] = np.exp(viz_df['yhat'])

44
 fig = plt.figure()
ax1 = fig.add_subplot(111)
# ax1.xaxis_date()
ax1.plot(viz_df.index, viz_df.Close)
ax1.plot(viz_df.index, viz_df.yhat_scaled, linestyle=':')
ax1.set_title('Actual Close (Orange) vs Close Forecast (Black)')
ax1.set_ylabel('Closing Price in Dollars')
ax1.set_xlabel('Date')

L = ax1.legend() #get the legend

L.get_texts()[0].set_text('Actual Close') #change the legend text for 1st plot
L.get_texts()[1].set_text('Forecasted Close') #change the legend text for 2nd plot

plt.savefig('graph/prophet.png', bbox_inches='tight')
plt.show()

#plot using dataframe's plot function

viz_df['Actual Close'] = viz_df['Close']
viz_df['Forecasted Close'] = viz_df['yhat_scaled']

viz_df[['Actual Close', 'Forecasted Close']].plot()

if __name__ == "__main__":
main()

45
INDEX HTML:

<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8">
<title> Stock Value Prediction </title>
<link rel="stylesheet" href="../static/style.css">
</head>

<video plays in line auto play muted loop id="bgvid">

<source src="{{ url _for('static', filename='video/video.mp4') }}" type="video/mp4">
</video>
<body>
<div >
<form action=http://localhost:5000/plot method = "POST">
<input type="text" name="company name" placeholder="Enter company ticker
symbol" class = "search box">
<input type="submit" name="Search" class="submit">
</form>
<a href="/" class = "homepage">Stock Value Prediction</a>
<marquee class = "bottom bar">Stock values are subjected to market risk.
Prediction is based on machine learning models. Please invest at your own
risk.</marquee>
</div>
</body>

</html>

HTML PLOT:

<html>
<head>
<meta charset="utf-8">
<title> Prediction Results </title>
<script src="/static/js/dygraph.js"></script>
<link rel="stylesheet" href="../static/style_result.css">
<link rel="stylesheet" href="/static/css/dygraph.css"/>
</head>

<body class = "bodyclass" >

<div class="topnav" >

<a href="/" class = "homepage" style="color:White" >Stock Value Prediction</a>
</div>

46
 <h6>
<object class = "summary" data="../static/summary/{{stock_tinker}}.txt"
style="width:85%; height:40%;" ></object>
</h6>

<table class="print_details" align="center" >

<tr>

<td>
<font color="grey">{{ stock_tinker }}</font>
</td>

<td>
<font color="grey">Last Closing Stock Value</font>
</td>

<td>
<font color="grey">Predicted Stock Value</font>
</td>

</tr>

<tr>
<td></td>

<td>
<font color="grey">{{original}}</font>
</td>

<td>
<script type="text/javascript">

if ({{forecast}} > {{original}})

document.write("<center><b><font color=\"green\"><font
size=\"5\"> {{forecast}} </font><\/font></b></center>");
else
document.write("<center><b><font color=\"red\"><font
size=\"5\"> {{forecast}} </font><\/font></b></center>");
//<font color="grey">{{forecast}}</font>

</script>
</td>

</tr>

47
 </table>

<script type="text/javascript">
if( {{original}} - {{forecast}} < 0)
{
document.write("<center><b><font color=\"green\"><font
size=\"5\">BUY</font><\/font></b></center>");

}
else
{
document.write("<center><b><font color=\"red\"><font size=\"5\">SELL - if stock
is owned </font><\/font></b></center>");
//document.write("<center><b><font color=\"red\">Sell - if stock is
owned<\/font></b></center>");
//document.write("<center><b><font color=\"green\">Short - if stock is not
owned<\/font></b></center>")
document.write("<center><b><font color=\"green\"><font size=\"5\">SHORT - if
stock is not owned</font><\/font></b></center>");
}
</script>

<table class="container">
<tr>
<td>
<div id="graph" style="width:1000px; height:500px;" class="graph"></div>
</td>
<td>
<div id="graphLegend" style="width:20px; height:3px;" class="graphbox"></div>
</td>
</tr>
<tr>
<td>
<div class = "labels">
Show Data:
<input type=checkbox id="0" checked onClick="change(this)">
<label for="0"> <font color="008000">Actual</font></label>
<input type=checkbox id="1" checked onClick="change(this)">
<label for="1"> <font color="#000080">Forecasted</font></label>
</div>
</td>
</tr>
</table>

<script type="text/javascript">
g2 = new Dygraph(

48
 document.getElementById("graph"),
// CSV or path to a CSV file.
"{{ url_for('static', filename='numbers.csv') }}", // path to CSV file
{
visibility: [true, true],
labelsDiv: document.getElementById("graphLegend")
} // options
);
setStatus();

function setStatus() {
document.getElementById("visibility").innerHTML =
g2.visibility().toString();
}
function change(el) {
g2.setVisibility(parseInt(el.id), el.checked);
setStatus();
}
</script>

<div><marquee>
<table class="newsbox" scrollamount="1" >
<tr>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px" font-
family: "Comic Sans MS" href="https://www.cnbc.com/2017/12/03/bitcoin-hits-all-time-
high-above-11700-as-recovery-accelerates.html" target="_blank" ><font
color="808080"><b>Bitcoin hits all-time high above $11,700 as recovery
accelerates</font color></b></a>
</div>
</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="http://beta.latimes.com/business/la-fi-markets-20171129-story.html"
target="_blank" ><b><font color="808080">Tech stocks drop steeply, offsetting bank and
healthcare shares' rise</font color></b></a>
</div>
</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="https://www.cnbc.com/2017/11/30/amazon-gets-its-most-bullish-call-yet-1500-
price-target.html" target="_blank" ><b><font color="808080">Wall Street is giddy over
Amazon shares, gets its most bullish call yet: $1,500 price target</font color></b></a>

49
 </div>
</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="http://fortune.com/2017/03/31/amazon-stock-trillion-dollar-company-apple-tesla-
google/" target="_blank" ><b><font color="808080">Amazon and the Race to Be the First
$1 Trillion Company</font color></b></a>
</div>

</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="https://www.forbes.com/sites/timworstall/2014/04/13/fun-number-apple-has-twice-
as-much-cash-as-the-us-government/#790e34d75570" target="_blank" ><b><font
color="808080">Apple Has Twice As Much Cash As The US Government</font
color></b></a>
</div>

</td>
</tr>
</table>
</marquee>
<marquee direction = "right">
<table class="newsbox" scrollamount="1">
<tr>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="http://www.latimes.com/business/hiltzik/la-fi-hiltzik-cvs-aetna-20171204-
story.html" target="_blank" ><b><font color="808080">CVS and Aetna say their huge
merger will be great for consumers. Here's why you should be skeptical</font
color></b></a>
</div>
</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="https://www.cnbc.com/2017/12/01/amid-tax-bill-euphoria-one-big-part-of-the-
stock-market-is-getting-left-behind-tech.html" target="_blank" ><b><font
color="808080">Amid tax-bill euphoria, one big part of the stock market is getting left
behind: Tech</font color></b></a>
</div>
</td>
<td>

50
 <div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="https://www.nytimes.com/2017/12/04/business/dealbook/broadcom-
qualcomm.html?rref=collection%2Fsectioncollection%2Fbusiness&action=click&content
Collection=business&region=rank&module=package&version=highlights&contentPlace
ment=5&pgtype=sectionfront" target="_blank" ><b><font color="808080">Broadcom
Puts Qualcomm on the Clock</font color></b></a>
</div>
</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="https://www.reuters.com/article/us-usa-stocks/dow-hits-record-as-investors-bet-
on-tax-cuts-idUSKBN1DY1EP" target="_blank" ><b><font color="808080">Dow hits
record as investors bet on tax cuts</font color></b></a>
</div>
</td>
<td>
<div>
<a style="display:block;color:black; width: 200px; margin-left: 20px"
href="http://www.businessinsider.com/meet-the-paypal-mafia-the-richest-group-of-men-
in-silicon-valley-2014-9" target="_blank" ><b><font color="808080">Meet The PayPal
Mafia, The Richest Group Of Men In Silicon Valley</font color></b></a>
</div>
</td>
</tr>
</table>
</marquee>
</div>

</body>
</html>

51
B .OUTPUT:

B.1 SERVING FOR STOCK MARKET PREDICTION

B.2 RUNNING ON HTTP

52
 B.3 OPEN THE LINK IN THE BROWSER

B.4 HOME PAGE OR LOGIN PAGE

53
B.5 OUTPUT OF THE GRAPH

54