3. Electronic Theses and Dissertations (ETDs) - All submissions

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Machine Learning for Decision-Support in Distributed Networks
(2006-11-14T08:33:57Z) Setati, Makgopa Gareth
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.