Predicting the stock market is one of the most difficult things to do given all the variables. There are numerous factors involved – physical factors vs. psychological, rational and irrational behavior, etc. All these aspects combine to make share prices volatile and very difficult to predict accurately.
In this article, we will work with historical data about the stock prices of a publicly listed company. We will implement a mix of machine learning algorithms to predict the future stock price of this company, starting with simple algorithms like averaging and linear regression, and then move on to advanced techniques like Auto ARIMA and LSTM.