Sökning: "Stock Movement Prediction"
Visar resultat 1 - 5 av 12 uppsatser innehållade orden Stock Movement Prediction.
1. A Markovian Approach to Financial Market Forecasting
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER
2. Predicting Stock Market Movement Using Machine Learning : Through r/wallstreetbets sentiment & Google Trends, Herding versus Wisdom of Crowds
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : Stock market analysis is a hot-button topic, especially with the growth of online communities surrounding trading and investment. The goal of this paper is to examine the sentiment of r/wallstreetbets and the Google Trends score for a number of stocks – and then understanding whether the herding nature of investors on r/wallstreetbets is better at predicting the movement of the stock market than the WOC nature of Google Trends scores. LÄS MER
3. Short Term Stock Price Prediction Using Machine Learning
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : This report assesses different machine learning models’accuracies to predict whether a stock will go up or down invalue in a short term. The models that is used is linear regression,LSTM and Elman RNN. These models was trained on historicalprice data from the Nasdaq Stock Exchange. LÄS MER
4. A Neural Network Approach for Generating Investors’ Views in the Black-Litterman Model
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis investigates how neural networks can be used to produce investors' views for the Black-Litterman market model. The study uses two data sets, one with global stock market indexes and one with stock market data from the S&P 500. LÄS MER
5. Sentiment building from textual data content in quarterly reports
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Textual analysis is increasingly becoming a reliable tool for pattern assessing and forecasting especially statistically. Implementing such techniques in the financial field is still in an infantry stage and it represents a novel research area. LÄS MER