Optimal selection of stocks using computational intelligence methods

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dc.contributor.author Betechuoh, Brain Leke
dc.date.accessioned 2006-02-08T13:50:37Z
dc.date.available 2006-02-08T13:50:37Z
dc.date.issued 2006-02-08
dc.identifier.uri http://hdl.handle.net/10539/165
dc.description Master of Science in Engineering - Engineering en
dc.description.abstract Various methods, mostly statistical in nature have been introduced for stock market modelling and prediction. These methods are, however, complex and difficult to manipulate. Computational intelligence facilitates this approach of predicting stocks due to its ability to accurately and intuitively learn complex patterns and characterise these patterns as simple equations. In this research, a methodology that uses neural networks and Bayesian framework to model stocks is developed. The NASDAQ all-share index was used as test data. A methodology to optimise the input time-window for stock prediction using neural networks was also devised. Polynomial approximation and reformulated Bayesian frameworks methodologies were investigated and implemented. A neural network based algorithm was then designed. The performance of this final algorithm was measured based on accuracy. The effect of simultaneous use of diverse neural network engines is also investigated. The test result and accuracy measurements are presented in the final part of this thesis. Key words: Neural Networks, Bayesian framework and Markov Chain Monte Carlo en
dc.format.extent 547718 bytes
dc.format.mimetype application/pdf
dc.language.iso en
dc.subject intelligence en
dc.subject computational en
dc.subject stocks en
dc.subject optimal selection en
dc.title Optimal selection of stocks using computational intelligence methods en
dc.type Thesis en


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    Thesis (Ph.D.)--University of the Witwatersrand, 1972.

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