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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Bibliographic Details
Main Author:	Lee, Melvin Pei Chang.
Other Authors:	Srinivasan, Bobby Sundaravaradhan
Format:	Theses and Dissertations
Language:	English
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/7423
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-74232024-01-12T10:19:27Z Sectorial stock market prediction using neural networks : a Singapore case. Lee, Melvin Pei Chang. Srinivasan, Bobby Sundaravaradhan Nanyang Business School DRNTU::Business::Finance::Equity 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. Master of Business (By Research) 2008-09-18T07:45:26Z 2008-09-18T07:45:26Z 2000 2000 Thesis http://hdl.handle.net/10356/7423 en Nanyang Technological University 117 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Lee, Melvin Pei Chang. Sectorial stock market prediction using neural networks : a Singapore case.
description	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.
author2	Srinivasan, Bobby Sundaravaradhan
author_facet	Srinivasan, Bobby Sundaravaradhan Lee, Melvin Pei Chang.
format	Theses and Dissertations
author	Lee, Melvin Pei Chang.
author_sort	Lee, Melvin Pei Chang.
title	Sectorial stock market prediction using neural networks : a Singapore case.
title_short	Sectorial stock market prediction using neural networks : a Singapore case.
title_full	Sectorial stock market prediction using neural networks : a Singapore case.
title_fullStr	Sectorial stock market prediction using neural networks : a Singapore case.
title_full_unstemmed	Sectorial stock market prediction using neural networks : a Singapore case.
title_sort	sectorial stock market prediction using neural networks : a singapore case.
publishDate	2008
url	http://hdl.handle.net/10356/7423
_version_	1789483043830890496

Sectorial stock market prediction using neural networks : a Singapore case.

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