Wavelet neural networks for stock trading and prediction
The main aim of this report is to study the topic of Wavelet Neural Networks, and see how they are useful for stock market non-linear time series prediction. To do this, the theories of wavelet analysis, neuron network, and the combination of WNN have been studied. Following that, some key considera...
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sg-ntu-dr.10356-544002023-07-07T16:38:55Z Wavelet neural networks for stock trading and prediction Xing, Xiaoyang. Wang Lipo School of Electrical and Electronic Engineering DRNTU::Engineering The main aim of this report is to study the topic of Wavelet Neural Networks, and see how they are useful for stock market non-linear time series prediction. To do this, the theories of wavelet analysis, neuron network, and the combination of WNN have been studied. Following that, some key considerations in constructing the WNN found out during the project and literature reading are discussed. This provides sufficient background to implement a WNN model and conduct testing on S&P 500 index. The experiment result shows that thought the prediction ability of WNN is powerful, its performance is not stable. Bachelor of Engineering 2013-06-20T01:36:41Z 2013-06-20T01:36:41Z 2013 2013 Final Year Project (FYP) http://hdl.handle.net/10356/54400 en Nanyang Technological University 67 p. application/pdf |
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DRNTU::Engineering Xing, Xiaoyang. Wavelet neural networks for stock trading and prediction |
| description |
The main aim of this report is to study the topic of Wavelet Neural Networks, and see how they are useful for stock market non-linear time series prediction. To do this, the theories of wavelet analysis, neuron network, and the combination of WNN have been studied. Following that, some key considerations in constructing the WNN found out during the project and literature reading are discussed. This provides sufficient background to implement a WNN model and conduct testing on S&P 500 index. The experiment result shows that thought the prediction ability of WNN is powerful, its performance is not stable. |
| author2 |
Wang Lipo |
| author_facet |
Wang Lipo Xing, Xiaoyang. |
| format |
Final Year Project |
| author |
Xing, Xiaoyang. |
| author_sort |
Xing, Xiaoyang. |
| title |
Wavelet neural networks for stock trading and prediction |
| title_short |
Wavelet neural networks for stock trading and prediction |
| title_full |
Wavelet neural networks for stock trading and prediction |
| title_fullStr |
Wavelet neural networks for stock trading and prediction |
| title_full_unstemmed |
Wavelet neural networks for stock trading and prediction |
| title_sort |
wavelet neural networks for stock trading and prediction |
| publishDate |
2013 |
| url |
http://hdl.handle.net/10356/54400 |
| _version_ |
1772827468438175744 |