Sökning: "Alberto Ferreira De Melo Filho"

Hittade 1 uppsats innehållade orden Alberto Ferreira De Melo Filho.

  1. 1. Predicting the unpredictable - Can Artificial Neural Network replace ARIMA for prediction of the Swedish Stock Market (OMXS30)?

    Kandidat-uppsats, Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Författare :Alberto Ferreira de Melo Filho; [2019]
    Nyckelord :Artificial Neural Network; ARIMA; LSTM; stock market;

    Sammanfattning : During several decades the stock market has been an area of interest forresearchers due to its complexity, noise, uncertainty and nonlinearity of thedata. Most of the studies regarding this area use a classical stochastics method,an example of this is ARIMA which is a standard approach for time seriesprediction. LÄS MER