Financial time series prediction using gap networks

This project aims to predict future values of the currency exchange rates based on its past values using Growing and Pruning network. The results were evaluated in terms of direction accuracy and testing accuracy.

Saved in:
Bibliographic Details
Main Author: Aung Myuu Latt
Other Authors: Saratchandran, Paramasivan
Format: Theses and Dissertations
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/4457
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-4457
record_format dspace
spelling sg-ntu-dr.10356-44572023-07-04T15:19:06Z Financial time series prediction using gap networks Aung Myuu Latt Saratchandran, Paramasivan School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems This project aims to predict future values of the currency exchange rates based on its past values using Growing and Pruning network. The results were evaluated in terms of direction accuracy and testing accuracy. Master of Science (Computer Control and Automation) 2008-09-17T09:51:54Z 2008-09-17T09:51:54Z 2004 2004 Thesis http://hdl.handle.net/10356/4457 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
spellingShingle DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Aung Myuu Latt
Financial time series prediction using gap networks
description This project aims to predict future values of the currency exchange rates based on its past values using Growing and Pruning network. The results were evaluated in terms of direction accuracy and testing accuracy.
author2 Saratchandran, Paramasivan
author_facet Saratchandran, Paramasivan
Aung Myuu Latt
format Theses and Dissertations
author Aung Myuu Latt
author_sort Aung Myuu Latt
title Financial time series prediction using gap networks
title_short Financial time series prediction using gap networks
title_full Financial time series prediction using gap networks
title_fullStr Financial time series prediction using gap networks
title_full_unstemmed Financial time series prediction using gap networks
title_sort financial time series prediction using gap networks
publishDate 2008
url http://hdl.handle.net/10356/4457
_version_ 1772827831967940608