Volatility autocorrelation in the stock market with artificial neural networks

Volatility autocorrelation in the stock market with artificial neural networks

Predicting the trend of financial features in complex financial systems is important and challenging, one useful tool is looking at the autocorrelation function, used in technical analysis as it shows how closely related a pattern reappears in the future. In this paper, we demonstrate a way to op...

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書目詳細資料
主要作者:	Tham, Zhi Rong
其他作者:	Cheong Siew Ann
格式:	Final Year Project
語言:	English
出版:	Nanyang Technological University 2024
主題:	Physics Volatility clustering Artificial neural network
在線閱讀:	https://hdl.handle.net/10356/175690
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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