
INTERNATIONAL JOURNAL OF RESEARCH AND SCIENTIFIC INNOVATION (IJRSI)
ISSN No. 2321-2705 | DOI: 10.51244/IJRSI |Volume XII Issue IX September 2025
www.rsisinternational.org
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Contribution to Knowledge and Statement of Significance
1. This thesis significantly advances financial knowledge by:
2. Enhances understanding of stock price accuracy through machine learning analysis.
3. Provides valuable insights into next-day price predictions with real-time comparisons.
4. Contributes practical recommendations for buying shares at critical stages.
5. Highlights the significant impact of incorrect share prices on investment portfolios.
Thesis Organization
We have divided our thesis into five chapters. In Chapter 1, Introduction and some related works are reviewed.
Chapter 2 gives a Literature review that indicates the related work to our thesis. Chapter 3, explains our
research methodology and the mechanism of how we work. Chapter 4, presents an analysis of the results of our
thesis applied to our dataset and discussion. Chapter 5, represents a Conclusion of our thesis.
LITERATURE REVIEW
Filtering an audio signal with an all-pass filter does not usually have a major effect on the signal’s timbre. The
all- pass filter does not change the frequency content of the signal, but only introduces a phase shift or delay.
Audibility of the phase distortion caused by an all-pass filter in a sound reproduction system has been a topic of
many studies, see, e.g., [1], [2]. In this paper, we investigate audio effects processing using high-order all-pass
filters that consist of many cascaded low-order all-pass filters. These filters have long chirp-like impulse
responses. When audio and music signals are processed with such a filter, remarkable changes are obtained that
are similar to the spectral delay effect [3], [4].
Introduction
In this part, we will explain similar works, an overview of the research, and some of the research’s obstacles.
We will cover other study papers and their work’s methodology and correctness. We give a summary of stock
price analysis around the world. We will go into how we improve the present price accuracy, next-day price
prediction and buying recommendations, and impact on the portfolio.
Related Work
We mentioned some papers related to our work. A Davis,
C. K.
[1]
Exploring the intersection of machine learning, quantitative portfolio choice, and mispricing in
financial markets. This abstract highlights the potential of advanced algorithms to identify mispriced assets and
their impact on optimizing portfolio selection strategies, offering valuable insights for investors and researchers
alike. Gu, A., Viens,
F.G. and Yi, B.
[2]
This topic explores ideal risk-sharing and investment approaches for insurers facing
mispricing and uncertainty in models, enhancing financial stability and maximizing returns. Tu, J. and Zhou,
G.
[3]
This re- search explores the integration of economic objectives into Bayesian priors, addressing parameter
uncertainty in port- folio choice, and offering valuable insights for decision- making in financial contexts. Ang,
A., Papanikolaou, D. and Westerfield, M.M.
[4]
The thesis explores how people make investment choices,
considering illiquid assets that are harder to sell. It shows that uncertainty about the duration of illiquidity
increases risk aversion, leading to reduced allocation in both liquid and illiquid assets. Investors are willing to
sacrifice 2% of their wealth to hedge against rare illiquidity crises. Ben-David, I., Drake, M.S. and Roulstone,
D.T.
[5]
This study examines how companies make acquisition decisions based on investor perceptions of over
or undervaluation (measured using short interest). Overvalued firms are 54% more likely to acquire other
companies using their stock, while undervalued ones per- form better in cash acquisitions. Misvaluation