Techniques in financial time series prediction

Stock markets around the world are affected by many highly correlated economic, political and even psychological factors. The interaction of these factors is in a very complex manner. The stock price time series usually contains the characteristics of high-noise and non-stationary, which ma...

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Bibliographic Details
Main Author: Wu, Qingwei.
Other Authors: Yap Kim Hui
Format: Final Year Project
Language:English
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10356/45864
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Institution: Nanyang Technological University
Language: English