Achieving a 67% Directional Accuracy: The Complete Record of Building a Nikkei 225 Stock Price Prediction AI

product#finance📝 Blog|Analyzed: Apr 8, 2026 13:01
Published: Apr 8, 2026 12:55
1 min read
Qiita ML

Analysis

This is a thrilling project that brilliantly bridges the gap between institutional quantitative analysis and individual investors by democratizing access to advanced stock prediction tools. By employing a robust stacking ensemble of LightGBM, XGBoost, and Ridge models, the developer achieved an impressive directional accuracy of up to 70% on specific timeframes. Sharing the complete journey, including six failed improvement challenges, provides incredibly valuable insights for the machine learning community!
Reference / Citation
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"In conclusion, a model capable of predicting the price movement direction of Nikkei 225 constituent stocks three months later with an accuracy of 67.3% was completed."
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Qiita MLApr 8, 2026 12:55
* Cited for critical analysis under Article 32.