Research on Machine Learning Based Stock Price Prediction Model

Tianhao Xue

2025

Abstract

With the continuous development of the financial market, individual stock price prediction has become an important research topic in the field of quantitative investment and financial modelling. As one of the world's leading technology companies, Amazon's stock price fluctuation is highly sensitive to the macroeconomic environment, industry structure changes, and the company's own operating conditions, showing significant nonlinear and complex dynamic characteristics. In this paper, the historical stock price data of Amazon from 2000 to 2025 is taken as the research object, and Ridge Regression, Random Forest and Gradient Boosting Regressor models are constructed for model training. The experimental results show that the Gradient Boosting Regressor model outperforms the other two models in terms of trend fitting and error control, showing good generalisation performance and practical potential. This study aims to deepen the understanding of the dynamic characteristics of financial markets and provide empirical references for individual stock price prediction.

Paper Citation

in Harvard Style

Xue T. (2025). Research on Machine Learning Based Stock Price Prediction Model. In Proceedings of the 2nd International Conference on Engineering Management, Information Technology and Intelligence - Volume 1: EMITI; ISBN 978-989-758-792-4, SciTePress, pages 209-215. DOI: 10.5220/0014325100004718

in Bibtex Style

@conference{emiti25,
author={Tianhao Xue},
title={Research on Machine Learning Based Stock Price Prediction Model},
booktitle={Proceedings of the 2nd International Conference on Engineering Management, Information Technology and Intelligence - Volume 1: EMITI},
year={2025},
pages={209-215},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0014325100004718},
isbn={978-989-758-792-4},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 2nd International Conference on Engineering Management, Information Technology and Intelligence - Volume 1: EMITI
TI - Research on Machine Learning Based Stock Price Prediction Model
SN - 978-989-758-792-4
AU - Xue T.
PY - 2025
SP - 209
EP - 215
DO - 10.5220/0014325100004718
PB - SciTePress