• A. DEJI-OLARERIN Department of Computer Science, Federal University of Agriculture, Abeokuta
  • O. FOLORUNSO Department of Computer Science, Federal University of Agriculture, Abeokuta
  • O. R. VINCENT Department of Computer Science, Federal University of Agriculture, Abeokuta
  • O. M. OLAYIWOLA Department of Computer Science, Federal University of Agriculture, Abeokuta
Keywords: Stock Market, Stock Price Trend Prediction, Support Vector Machine, Coral Reef Optimization, Stock Price index


Due to non-linearity and non-stationary characteristics of stock market time series data, prior approaches have not been adequate enough for predicting stock market prices. Support vector machines are classifier that have been reported in the literature as having good recognition accuracy and have been applied in the area of predicting financial stock market prices and was found efficient. It is however noted that the performance of the SVM is affected by the values of the hyper-parameters used by the SVM. There is the need to find a way for searching for the best hyper-parameters that optimizes the performance of an SVM model. Coral Reef Optimization (CRO) is one of many nature-inspired algorithms used extensively to solve optimization problems. It is very effective in solving optimization problems because it is able to achieve global optimization. This paper’s contribution is the development of Coral Reef search algorithms for the improvement of the hyper-parameters of the SVM used for stock price trend prediction. The Algorithm is validated using stock data of two banks. The results obtained out-performed un-optimized SVM, and have the same performance as that of SVM optimized with the FireFly optimization algorithm.




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