Authors - Umakant Singh, Ankur Khare Abstract - This paper aims to find the optimal model for stock price forecast. In examining the different approaches and aspects that need to be considered, it is exposed the methods decision tree and Gradient Boosted Trees Model. This paper aims to propose a more practical approach for making more accurate stock predictions. The dataset including the stock bazaar values from the prior year has been considered first. The dataset was optimized for actual analysis through pre-processing. Therefore, the preprocessing of the raw dataset will also be the main emphasis of this work. Again, decision trees and gradient tree models are used on the pre-processed data set and the results thus obtained are analyzed. In addition, forecasting papers also address issues related to the usage of forecasting systems in actual situations and the correctness of certain normal value. This paper also presents a machine learning model for predicting stock stability in financial markets. Successful stock price forecasting greatly benefits stock market organizations and provides real solution to problems faced by investors.
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