<?xml version="1.0" encoding="UTF-8"?>
<doi_batch version="5.3.1" xmlns="http://www.crossref.org/schema/5.3.1" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:jats="http://www.ncbi.nlm.nih.gov/JATS1" xmlns:ai="http://www.crossref.org/AccessIndicators.xsd" xsi:schemaLocation="http://www.crossref.org/schema/5.3.1 http://www.crossref.org/schema/deposit/crossref5.3.1.xsd">
 <head>
  <doi_batch_id>aspg-1-3390-1791417698</doi_batch_id>
  <timestamp>20261008000138</timestamp>
  <depositor>
   <depositor_name>American Scientific Publishing Group</depositor_name>
   <email_address>admin@americaspg.com</email_address>
  </depositor>
  <registrant>American Scientific Publishing Group</registrant>
 </head>
 <body>
  <journal>
   <journal_metadata language="en">
    <full_title>American Journal of Business and Operations Research</full_title>
    <abbrev_title>AJBOR</abbrev_title>
    <issn media_type="print">2770-0216</issn>
    <issn media_type="electronic">2692-2967</issn>
   </journal_metadata>
   <journal_issue>
    <publication_date media_type="online">
     <year>2025</year>
    </publication_date>
    <journal_volume>
     <volume>12</volume>
    </journal_volume>
    <issue>1</issue>
   </journal_issue>
   <journal_article publication_type="full_text">
    <titles>
     <title>Comprehensive Analysis of Stock Price Dynamics Using Ensemble Machine Learning Models for Enhanced Prediction Accuracy</title>
    </titles>
    <contributors>
     <person_name sequence="first" contributor_role="author">
      <given_name>Vinamra</given_name>
      <surname>Nayak</surname>
      <affiliations>
       <institution>
        <institution_name>Associate Professor, GGITS, Jabalpur, M.P., India</institution_name>
       </institution>
      </affiliations>
     </person_name>
    </contributors>
    <jats:abstract>
     <jats:p>Stock price prediction is an important component of the financial analysis because the results influence the increase in economic growth and investment. This work aims to develop an ensemble SL technique that consists of mainly PCA, PSO, and SVM to achieve better prediction. Hence, through PCA, large numbers of stocked data dimensions are compressed without compromising on the crucial feature of data set. The problem of parameter selection for non-linear datasets is handled by using a bio-inspired optimization technique known as PSO in order to optimize the SVM hyperparameters. As the core accurate predictor model, the SVM employs the Radial Basis Function to provide the substantial regression capacity for sophisticated financial data sets. The ensemble framework was used with actual stock price data and the information set into training and testing sets. The acknowledgement of probable manifold values indicated that the proposed approach is more accurate than conventional approaches, with an accuracy rate of 95.5 %, when benchmarked using RMSE or MAE. In particular, the forecasts of stock prices by integrating PCA for feature reduction and PSO for parameter tuning with SVM regression is a notable improvement. The proposed methodology can be easily applied to scale for financial analytics since it manages to solve for the issues of noisy and non-linear high dimensional data.</jats:p>
    </jats:abstract>
    <publication_date media_type="online">
     <year>2025</year>
    </publication_date>
    <pages>
     <first_page>23</first_page>
     <last_page>29</last_page>
    </pages>
    <publisher_item>
     <item_number item_number_type="article-number">3390</item_number>
    </publisher_item>
    <ai:program name="AccessIndicators">
     <ai:license_ref applies_to="vor">https://creativecommons.org/licenses/by/4.0/</ai:license_ref>
    </ai:program>
    <doi_data>
     <doi>10.54216/AJBOR.120103</doi>
     <resource>https://www.americaspg.com/journal/1/article/3390</resource>
     <collection property="text-mining">
      <item>
       <resource mime_type="application/pdf">https://www.americaspg.com/storage/articles/manuscripts/01KZYR57PDQV4CNP3WE3XZ9E8V.pdf</resource>
      </item>
     </collection>
    </doi_data>
   </journal_article>
  </journal>
 </body>
</doi_batch>
