Prediction algorithms for the financial markets

Financial market prediction is a highly risky job as all sorts of market investments are associated to market risks. Effective financial market prediction involves substantial knowledge about the market together with effective analysis technique. This is the prime cause of universal popularity of th...

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Main Author:	Cao, Luyan
Other Authors:	Andy Khong Wai Hoong
Format:	Student Research Poster
Language:	English
Published:	2013
Subjects:	Autoregressive model Yule-Walker Equations
Online Access:	https://hdl.handle.net/10356/84867 http://hdl.handle.net/10220/9105
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-848672020-09-27T20:31:04Z Prediction algorithms for the financial markets Cao, Luyan Andy Khong Wai Hoong School of Electrical and Electronic Engineering Autoregressive model Yule-Walker Equations Financial market prediction is a highly risky job as all sorts of market investments are associated to market risks. Effective financial market prediction involves substantial knowledge about the market together with effective analysis technique. This is the prime cause of universal popularity of the subject of financial time series analysis, where it gained substantial attention in recent years, especially with the 2003 Nobel awards to Professors Robert Engle and Clive Granger. For this project, it is divided into two parts, the linear predictive model and Neural Network. These two parts will be integrated at the end. [Peer Assessment Review] 2013-02-04T03:09:05Z 2019-12-06T15:52:37Z 2013-02-04T03:09:05Z 2019-12-06T15:52:37Z 2009 2009 Student Research Poster Cao, L. (2009, March). Prediction algorithms for the financial markets. Presented at Discover URECA @ NTU poster exhibition and competition, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/84867 http://hdl.handle.net/10220/9105 en © 2009 The Author(s). application/pdf
institution	Nanyang Technological University
building	NTU Library
country	Singapore
collection	DR-NTU
language	English
topic	Autoregressive model Yule-Walker Equations
spellingShingle	Autoregressive model Yule-Walker Equations Cao, Luyan Prediction algorithms for the financial markets
description	Financial market prediction is a highly risky job as all sorts of market investments are associated to market risks. Effective financial market prediction involves substantial knowledge about the market together with effective analysis technique. This is the prime cause of universal popularity of the subject of financial time series analysis, where it gained substantial attention in recent years, especially with the 2003 Nobel awards to Professors Robert Engle and Clive Granger. For this project, it is divided into two parts, the linear predictive model and Neural Network. These two parts will be integrated at the end. [Peer Assessment Review]
author2	Andy Khong Wai Hoong
author_facet	Andy Khong Wai Hoong Cao, Luyan
format	Student Research Poster
author	Cao, Luyan
author_sort	Cao, Luyan
title	Prediction algorithms for the financial markets
title_short	Prediction algorithms for the financial markets
title_full	Prediction algorithms for the financial markets
title_fullStr	Prediction algorithms for the financial markets
title_full_unstemmed	Prediction algorithms for the financial markets
title_sort	prediction algorithms for the financial markets
publishDate	2013
url	https://hdl.handle.net/10356/84867 http://hdl.handle.net/10220/9105
_version_	1681059662467694592

Prediction algorithms for the financial markets

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