Predicting the highest and lowest stock price before end of the day

• Main Author: Choo, Zhi Cheng
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/58998
• Institution: Nanyang Technological University

In this paper, an ensemble model for forecasting highly complex financial time series is being introduced. To use the Autoregressive Integrated Moving Average (ARIMA) and Random Walk with Drift (RWDRIFT) models to capture the characteristics of highly complex financial time series. Experimental resu...