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...
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Predicting random walk time series and real stock prices : an experimental study
by: Chiew, Hong Yi, et al.
Published: (2020) -
Forecasting Singapore’s pharmaceutical industry using time series models.
by: Lee, Kai Wee., et al.
Published: (2010) -
Case studies on financial crisis.
by: Loh, Alexis Guang Eong., et al.
Published: (2011) -
Essays on international financial integration
by: Tan, Sook Rei
Published: (2019) -
How costly is financial constraint ?
by: Ek, Chanbora
Published: (2016)