APPLICATION OF GAUSSIAN PROCESS AND SARIMAX METHODS FOR PREDICTING STOCK TREND MOVEMENTS

APPLICATION OF GAUSSIAN PROCESS AND SARIMAX METHODS FOR PREDICTING STOCK TREND MOVEMENTS

Physics is the natural science that studies matter, motion, and behavior through space and time. The field of physics has evolved to encompass complex systems, involving entities capable of self-organization, with wide-ranging applications in technology, economics, mathematics, and other domains....

Full description

Saved in:

Bibliographic Details
Main Author:	Bella Adhina, Rossa
Format:	Final Project
Language:	Indonesia
Online Access:	https://digilib.itb.ac.id/gdl/view/76227
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Institut Teknologi Bandung
Language:	Indonesia

Similar Items

TECHNICAL ANALYSIS FOR PREDICTING CURRENCY PRICE MOVEMENT TREND USING GAUSSIAN PROCESS
by: WAYAN ARIAWAN (NIM : 20813001); Pembimbing : Sapto Wahyu Indratno, Ph.D, I

FORECAST OF STOCK TRENDS USING GAUSSIAN PROCESS MODEL
by: Wahyudi Handoko, Deaven

HYBRID METHOD SARIMAX-LSTM PERFORMANCE ANALYSIS FOR FORECASTING ON CROSS-SECTIONAL HIERARCHICAL TIME SERIES DATA (CASE STUDY: SALES)
by: Yasmin Sumardi, Annisa

Prediction of stocks price movement
by: Wong, Siew Hong.
Published: (2010)

Predictive approaches for choosing hyperparameters in gaussian processes
by: Sundararajan, S., et al.
Published: (2014)

Predictive approaches for choosing hyperparametrs in Gaussian Processes
by: Sundararajan, S., et al.
Published: (2016)

ECONOPHYSICS APPLICATION FOR PREDICTING STOCK PRICE MOVEMENTS USING BAYESIAN NEURAL NETWORK
by: Tanoto, Diana

Enhancing Stock Movement Prediction with Adversarial Training
by: Feng Fuli, et al.
Published: (2020)

TIDAL CURRENT PREDICTION BY USING GAUSSIAN PROCESS REGRESSION
by: William Rogers, Ben

Gaussian processes for pattern recognition applications
by: Yan, Gao
Published: (2009)

Bayesian social reinforcement for stock trend prediction
by: Foo, Marcus Jun Rong
Published: (2022)

Ship energy consumption prediction with Gaussian process metamodel
by: Yuan, J., et al.
Published: (2022)

MEDIUM-TERM POWER LOAD FORECASTING FOR PLN P2B JAVA BALI USING ARTIFICIAL NEURAL NETWORK AND SARIMAX MODEL
by: Hardono Hutama - NIM: 13514031 , Andri

VARIATIONAL BAYES METHODS IN GAUSSIAN PROCESS REGRESSION
by: MENSAH DAVID KWAMENA
Published: (2016)

APPLICATION OF RESTRICTED BOLTZMANN MACHINES AS FEATURE EXTRACTING IN PREDICTION OF INDONESIA STOCK PRICE TRENDS
by: Tiana Sarjito, Marshanda

THE USAGE OF CONVOLUTIONAL NEURAL NETWORK TO PREDICT STOCK PRICE MOVEMENT
by: Suparjo

STOCK PRICE MOVEMENTS PREDICTION CONSIDERING SOCIAL MEDIA SENTIMENT
by: Pramudia Santosa, Nanda

Prediction Intervals for the Inverse Gaussian Distribution with Applications to Lifetime Data
by: YANG, Zhenlin
Published: (1998)

Prediction Intervals for the Inverse Gaussian Distribution with Applications to Lifetime Data
by: YANG, Zhenlin, et al.
Published: (1998)

E-COMMERCE CUSTOMER BEHAVIOR PREDICTION USING ONLINE GAUSSIAN PROCESS
by: Anastasia, Renata

Multi-source aggregated classification for stock price movement prediction
by: Ma, Yu, et al.
Published: (2023)

Local Gaussian processes for efficient fine-grained traffic speed prediction
by: LE, Truc Viet, et al.
Published: (2017)

Extended study of Gaussian process applications in smart grids
by: Zeng, Zheng
Published: (2022)

APPLICATION OF BAYESIAN METHOD ON GAUSSIAN LINEAR MIXED MODEL
by: Vantika, Sandy

Maximum Likelihood Predictive Densities for the Inverse Gaussian Distribution with Application to Reliability and Lifetime Predictions
by: YANG, Zhenlin
Published: (1999)

Maximum likelihood predictive densities for the inverse Gaussian distribution with applications to reliability and lifetime predictions
by: Yang, Z.
Published: (2014)

NEW ADVANCES IN BAYESIAN INFERENCE FOR GAUSSIAN PROCESS AND DEEP GAUSSIAN PROCESS MODELS
by: YU HAIBIN
Published: (2020)

Gaussian process on regression
by: Lee, Kenneth Jing Wei
Published: (2023)

STOCK MARKET MOVEMENT PREDICTION USING CONVOLUTIONAL NEURAL NETWORK (CNN)
by: Jhouma Parulian Napitu, Yohanes

STOCK PRICE MOVEMENT PREDICTION IN INDONESIA USING SUPPORT VECTOR MACHINE
by: Irzky Ardyanta, Ervandio

Stock market movement prediction using LDA-online learning model
by: Tanapon Tantisripreecha, et al.
Published: (2019)

Short-term stocks movement prediction with technical analysis and machine learning
by: Wongso, Jonathan Anthony
Published: (2024)

Feature selection for stock trend prediction via support vector machine
by: Ng, Ivan Wei Jun.
Published: (2013)

MODELING SURFACE PROFILES USING GAUSSIAN PROCESSES WITH ENGINEERING APPLICATIONS
by: ZHANG LINMIAO
Published: (2015)

PREDICTION ANALYSIS OF THE S&P 500 STOCKS PRICE INDEX USING CONVOLUTIONAL NEURAL NETWORK (CNN) AND LONG SHORT TERM MEMORY (LSTM) METHODS, CASE STUDY FOR UP-TREND AND DOWN-TREND STOCKS.
by: Fadli Ikhsanudin, Naufal

MOVING AVERAGE MOMENTUM OSCILLATOR (MAMO) AS AN ALTERNATIVE METHOD TO FORECAST STOCKPRICES TREND MOVEMENT
by: Mufti Almalak (NIM 29105018), Muhammad

MODELING NON-STATIONARITY WITH DEEP GAUSSIAN PROCESSES: APPLICATIONS IN AEROSPACE ENGINEERING
by: Faiz Izzaturrahman, Muhammad

PREDICTION OF STOCK VALUE MOVEMENT USING TECHNICAL ANALYSIS AND SENTIMENT ANALYSIS OF HEADLINES NEWS
by: KURNIAWAN MUTTAQIN NIM: 23514072, HANNIF

Learning-based stock trending prediction by incorporating technical indicators and social media sentiment
by: WANG, Zhaoxia, et al.
Published: (2023)

Microscopic Chaos and Gaussian Diffusion Processes
by: CHEW, L. Y., et al.
Published: (2002)