Authors :
Sujit Shibaprasad Maity
Volume/Issue :
Volume 11 - 2026, Issue 3 - March
Google Scholar :
https://tinyurl.com/s93494vr
Scribd :
https://tinyurl.com/43fsyj3m
DOI :
https://doi.org/10.38124/ijisrt/26mar1068
Note : A published paper may take 4-5 working days from the publication date to appear in PlumX Metrics, Semantic Scholar, and ResearchGate.
Abstract :
Accurate and timely stock market analysis is essential for informed investment decision-making; however, market
volatility, noise, and non-stationary behavior make forecasting a challenging problem. This paper presents StockBuddy
Assistant, a web-based decision support system that integrates real-time stock data acquisition, exploratory visualization,
and short-term price forecasting within an interactive user interface. The system retrieves historical daily stock data via the
Alpha Vantage API and applies a supervised machine learning approach using Linear Regression to forecast closing prices
for the next seven trading days. The forecasting pipeline explicitly accounts for trading-day constraints by excluding
weekends. In addition to visualization, a rule-based recommendation module provides basic investment guidance based on
forecasted trends. The proposed system functions as an interpretable expert decision support system, emphasizing
deployment efficiency and real-time usability for practical financial analytics. Experimental observations across multiple
equities demonstrate that while linear models can capture short-term directional trends under stable conditions, they remain
limited in highly volatile markets. The proposed system emphasizes interpretability, accessibility, and extensibility, serving
as a foundation for more advanced predictive and risk-aware financial analytics.
A rolling-window backtesting framework is employed to evaluate forecasting robustness, and performance is
benchmarked against a naïve persistence baseline. Quantitative results demonstrate improved mean absolute error and
directional accuracy while maintaining sub-millisecond inference latency suitable for real-time deployment.
Keywords :
Stock Market Forecasting, Financial Time Series, Linear Regression, Decision Support Systems, Streamlit, Fintech Analytics.
References :
- R. H. Shumway and D. S. Stoffer, Time Series Analysis and Its Applications: With R Examples, 4th ed. New York, NY, USA: Springer, 2017.
- T. Bollerslev, “Generalized autoregressive conditional heteroskedasticity,” Journal of Econometrics, vol. 31, no. 3, pp. 307–327, 1986.
- I. Goodfellow, Y. Bengio, and A. Courville, Deep Learning. Cambridge, MA, USA: MIT Press, 2016.
- Alpha Vantage, “Stock Market APIs.” [Online]. Available: https://www.alphavantage.co/
- T. Singh, S. Choudhary, and P. Kumar, “An efficient real-time stock prediction exploiting incremental and offline–online learning,” Scientific Reports, vol. 12, no. 1, 2022.
- S.-J. Yu, “The Design of an Intelligent Lightweight Stock Trading System,” Applied Sciences, vol. 13, no. 4, 2023.
- D. Campos, M. W. R. da Silva, and J. Gama, “LightTS: Lightweight Time Series Classification with Knowledge Distillation,” in Proceedings of the ACM Conference on Information and Knowledge Management (CIKM), 2023.
- H. Subramanian, A. Gupta, and R. Bansal, “A decision support system using signals from social media for stock market analysis,” Decision Support Systems, vol. 173, 2024.
- G. Kostopoulos, E. P. Kastritis, and P. Pintelas, “Explainable Artificial Intelligence-Based Decision Support Systems: A Survey,” Electronics, vol. 13, no. 2, 2024.
Accurate and timely stock market analysis is essential for informed investment decision-making; however, market
volatility, noise, and non-stationary behavior make forecasting a challenging problem. This paper presents StockBuddy
Assistant, a web-based decision support system that integrates real-time stock data acquisition, exploratory visualization,
and short-term price forecasting within an interactive user interface. The system retrieves historical daily stock data via the
Alpha Vantage API and applies a supervised machine learning approach using Linear Regression to forecast closing prices
for the next seven trading days. The forecasting pipeline explicitly accounts for trading-day constraints by excluding
weekends. In addition to visualization, a rule-based recommendation module provides basic investment guidance based on
forecasted trends. The proposed system functions as an interpretable expert decision support system, emphasizing
deployment efficiency and real-time usability for practical financial analytics. Experimental observations across multiple
equities demonstrate that while linear models can capture short-term directional trends under stable conditions, they remain
limited in highly volatile markets. The proposed system emphasizes interpretability, accessibility, and extensibility, serving
as a foundation for more advanced predictive and risk-aware financial analytics.
A rolling-window backtesting framework is employed to evaluate forecasting robustness, and performance is
benchmarked against a naïve persistence baseline. Quantitative results demonstrate improved mean absolute error and
directional accuracy while maintaining sub-millisecond inference latency suitable for real-time deployment.
Keywords :
Stock Market Forecasting, Financial Time Series, Linear Regression, Decision Support Systems, Streamlit, Fintech Analytics.