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Forecasting stock price movements using neural networks
Includes bibliographical references (p. 99-101).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
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| _version_ | 1867611270695354368 |
|---|---|
| access_status_str | Open Access |
| author | Rank, Christian |
| author2 | Guo, Renkuan |
| author_browse | Guo, Renkuan Rank, Christian |
| author_facet | Guo, Renkuan Rank, Christian |
| author_sort | Rank, Christian |
| collection | Thesis |
| description | Includes bibliographical references (p. 99-101). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4392 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4392 Forecasting stock price movements using neural networks Rank, Christian Guo, Renkuan Statistical Sciences Includes bibliographical references (p. 99-101). The prediction of security prices has shown to be one of the most important but most difficult tasks in financial operations. Linear approaches failed to model the non-linear behaviour of markets and non-linear approaches turned out to posses too many constraints. Neural networks seem to be a suitable method to overcome these problems since they provide algorithms which process large sets of data from a non-linear context and yield thorough results. The first problem addressed by this research paper is the applicability of neural networks with respect to markets as a tool for pattern recognition. It will be shown that markets posses the necessary requirements for the use of neural networks, i.e. markets show patterns which are exploitable. 2014-07-30T17:44:18Z 2014-07-30T17:44:18Z 2006 Master Thesis Masters MSc http://hdl.handle.net/11427/4392 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Statistical Sciences Rank, Christian Forecasting stock price movements using neural networks |
| thesis_degree_str | Master's |
| title | Forecasting stock price movements using neural networks |
| title_full | Forecasting stock price movements using neural networks |
| title_fullStr | Forecasting stock price movements using neural networks |
| title_full_unstemmed | Forecasting stock price movements using neural networks |
| title_short | Forecasting stock price movements using neural networks |
| title_sort | forecasting stock price movements using neural networks |
| topic | Statistical Sciences |
| url | http://hdl.handle.net/11427/4392 |
| work_keys_str_mv | AT rankchristian forecastingstockpricemovementsusingneuralnetworks |