Prediction algorithms for the financial markets
Date of Issue2009
School of Electrical and Electronic Engineering
Financial market prediction is a highly risky job as all sorts of market investments are associated to market risks. Effective financial market prediction involves substantial knowledge about the market together with effective analysis technique. This is the prime cause of universal popularity of the subject of financial time series analysis, where it gained substantial attention in recent years, especially with the 2003 Nobel awards to Professors Robert Engle and Clive Granger. For this project, it is divided into two parts, the linear predictive model and Neural Network. These two parts will be integrated at the end. [Peer Assessment Review]
Student Research Poster
© 2009 The Author(s).