Stock price prediction using machine learning
My MSc dissertation, applied to the Nepal Stock Exchange. It asks a plain question — can a model trained on public NEPSE history beat a naive baseline over a short horizon — and answers it with a Random Forest regressor over a 300,000-row dataset, 18 engineered technical indicators, and honest error reporting rather than a single confident line. Explainability is handled with SHAP so the features can be argued about instead of trusted blindly, and the forecast is always presented with its uncertainty attached.
View the code- Institution
- York St John, London
- Model
- Random Forest regressor
- Features
- 18 technical indicators
- Data
- 300,000+ NEPSE rows
- Horizon
- 15 trading sessions
- Explainability
- SHAP on Azure ML