In this demo I will show how to predict if the closing price of Apple, General Electric and Samsung Electronics is moving up or down. We do this with the help of a Random Forest Classifier.

I tried to replicate the result from a research paper authored by Luckyson Khaidem, Snehanshu Saha, Sudeepa Roy Dey which is describing the following concept:

  • Data Preprocessing
    • exponentially smoothing
  • Features
    • Relative Strength Index
    • Stochastic Oscillator
    • Williams %R
    • Moving Average Convergence Divergence
    • Price Rate of Change
    • On Balance Volume
  • Labels
    • Sign(closei+d − closei)
  • Ticker Symbols
    • Apple (NASDAQ:AAPL)
    • General Electric (NASDAQ:GE)
    • Samsung Electronics Co. Ltd (SSNLF)

The solution has been implemented in Scala using Jupyter with the BeakerX kernel using the following libraries

The document can be found in the following Gist.


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