Sectorial stock market prediction using neural networks : a Singapore case.
This research attempts to ascertain the usefulness of neural networks in predicting stock prices in the Singapore stock market. Specifically, experiments are set to test how well neural networks can perform price prediction on different sectors of the market. It is hypothesized that forecasting sect...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/7423 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | This research attempts to ascertain the usefulness of neural networks in predicting stock prices in the Singapore stock market. Specifically, experiments are set to test how well neural networks can perform price prediction on different sectors of the market. It is hypothesized that forecasting sectorial indices should yield better predictability than forecasting the cover-all "Allshare" index. If this hypothesis is supported, neural training for stock market prediction should thus be sectorial-focused. |
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