Cycle-based trading & portfolio management system

• Main Author: Zhan, Xiaoying
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2016
• Subjects: DRNTU::Engineering
• Online Access: http://hdl.handle.net/10356/66823
• Institution: Nanyang Technological University

This research project aims to apply machine learning techniques in the area of financial investment. By adopting data-driven objective methods, some common human biases known to prevent investors from making rational decisions could be reasonably avoided. The strategy is built upon cyclical mov...