AI-driven stock market prediction

The accuracy of deep learning techniques used for prediction has always been deemed superior as compared to regression techniques. In this report, deep learning techniques such as Long Short-Term Memory, Recurrent Neural Network, Multi-Layer Perceptron and Gated Recurrent Unit will be used in...

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書目詳細資料
主要作者: Chong, Noel Zhenjie
其他作者: Alex Chichung Kot
格式: Final Year Project
語言:English
出版: Nanyang Technological University 2022
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在線閱讀:https://hdl.handle.net/10356/157648
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機構: Nanyang Technological University
語言: English
實物特徵
總結:The accuracy of deep learning techniques used for prediction has always been deemed superior as compared to regression techniques. In this report, deep learning techniques such as Long Short-Term Memory, Recurrent Neural Network, Multi-Layer Perceptron and Gated Recurrent Unit will be used in a comparison with regression techniques such as Gradient Boosting Regressor and Support Vector Regressor to forecast the Straits Times Index (STI). The data sourced will also be non-linear and will be used as inputs into the algorithms to generate the results. The results will be compared using Fundamental Analysis and Technical Analysis. This experiment shows that the results from deep learning techniques does not generally mean that it is more accurate as compared to regression techniques.