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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| Format: | Final Year Project |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/73031 |
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| Institution: | Nanyang Technological University |
| Language: | English |
