Machine Learning for Decision-Support in Distributed Networks

Date
2006-11-14T08:33:57Z
Authors
Setati, Makgopa Gareth
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
In this document, a paper is presented that reports on the optimisation of a system that assists in time series prediction. Daily closing prices of a stock are used as the time series under which the system is being optimised. Concepts of machine learning, Artificial Neural Networks, Genetic Algorithms, and Agent-Based Modeling are used as tools for this task. Neural networks serve as the prediction engine and genetic algorithms are used for optimisation tasks as well as the simulation of a multi-agent based trading environment. The simulated trading environment is used to ascertain and optimise the best data, in terms of quality, to use as inputs to the neural network. The results achieved were positive and a large portion of this work concentrates on the refinement of the predictive capability. From this study it is concluded that AI methods bring a sound scientific approach to time series prediction, regardless of the phenomena that is being predicted.
Description
Student Number : 9801145J - MSc dissertation - School of Electrical and Information Engineering - Faculty of Engineering
Keywords
optimisation, time series prediction, machine learning, Artificial Neural Networks, Genetic Algorithms, Agent-Based Modeling, prediction engine
Citation
Collections