Learning stock market dynamics using the kinetic ising model
In this project, I investigated an efficient approach using the kinetic Ising Model [1] to fit complex time series data. In this approach, the states in the time series data are represented by configurations of N spins, and the time evolution of these states in the time series data by an update rule...
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| 主要作者: | |
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2017
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/73031 |
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| 機構: | Nanyang Technological University |
| 語言: | English |