Predictive modelling of stock index by means of data mining techniques

This study examines the value of technical, financial and macroeconomic variables in stock index prediction. In tandem, it also assesses the applicability of multiple regression and two data mining techniques: decision trees and artificial neural networks to develop prediction models for the purpose...

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Bibliographic Details
Main Authors:	Foong, Kar Seng, Han, Alex Wei, Yang, Kevin Zhi Rong
Other Authors:	Koh, Hian Chye
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/9659
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9659
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spelling	sg-ntu-dr.10356-96592023-05-19T06:16:17Z Predictive modelling of stock index by means of data mining techniques Foong, Kar Seng Han, Alex Wei Yang, Kevin Zhi Rong Koh, Hian Chye Nanyang Business School DRNTU::Business::Finance::Equity This study examines the value of technical, financial and macroeconomic variables in stock index prediction. In tandem, it also assesses the applicability of multiple regression and two data mining techniques: decision trees and artificial neural networks to develop prediction models for the purpose of forecasting the stock index. 2008-09-24T07:34:48Z 2008-09-24T07:34:48Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9659 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Foong, Kar Seng Han, Alex Wei Yang, Kevin Zhi Rong Predictive modelling of stock index by means of data mining techniques
description	This study examines the value of technical, financial and macroeconomic variables in stock index prediction. In tandem, it also assesses the applicability of multiple regression and two data mining techniques: decision trees and artificial neural networks to develop prediction models for the purpose of forecasting the stock index.
author2	Koh, Hian Chye
author_facet	Koh, Hian Chye Foong, Kar Seng Han, Alex Wei Yang, Kevin Zhi Rong
format	Final Year Project
author	Foong, Kar Seng Han, Alex Wei Yang, Kevin Zhi Rong
author_sort	Foong, Kar Seng
title	Predictive modelling of stock index by means of data mining techniques
title_short	Predictive modelling of stock index by means of data mining techniques
title_full	Predictive modelling of stock index by means of data mining techniques
title_fullStr	Predictive modelling of stock index by means of data mining techniques
title_full_unstemmed	Predictive modelling of stock index by means of data mining techniques
title_sort	predictive modelling of stock index by means of data mining techniques
publishDate	2008
url	http://hdl.handle.net/10356/9659
_version_	1770566763509972992

Predictive modelling of stock index by means of data mining techniques

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