What should I use for stock market prediction and why? comparison if you can please.
Udpated: I wanted to use it for stock market movement (up,down) for 1 day.Also,Thank you for your answer it halped
It's not easy to say you which ML algo will give you best perfomance. Especially if not to see which market you want to predict. I recommend you to implement different algorithms and try to train them, because in my practice changing of layers gave different results. SVM sometime was also flexible enough. Also try to implement and check how your training will work on trained and untrained data in order to have really good results. Also analyze how machine learning will work on more predictable sequences ( aka sin, cos, polinomials, randow walks)
Additional field of investigation can be some technical analisis additions: moving averages, stochastics, candle chart patterns, Fibonacci levels.
And finally in order to get money don't rely only on neural network or SVM but use them in conjunction with some trading strategy. For example you can use some trading strategy which has perfomance 30 % and use ML in order to rise perfomance to 60 %