Financial time series data pattern detection, forecasting and its application
This paper studies the latest techniques for financial time series forecasting by extending the existing work. In addition to historical stock data, sentiment analysis and signal analysis methods are applied to simulate the real-world factors that could potentially affect the stock trends. Three...
| Main Author: | |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
Nanyang Technological University
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/153503 |
| _version_ | 1826124977539121152 |
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| author | Ooi, Yuxuan |
| author2 | Loke Yuan Ren |
| author_facet | Loke Yuan Ren Ooi, Yuxuan |
| author_sort | Ooi, Yuxuan |
| collection | NTU |
| description | This paper studies the latest techniques for financial time series forecasting by extending
the existing work. In addition to historical stock data, sentiment analysis and signal
analysis methods are applied to simulate the real-world factors that could potentially
affect the stock trends. Three LSTM-based models with varied input features and
architectures were trained and tested with different popular tech stocks. The experiment
result shows that adding a new dimension of public sentiment helps to improve the
prediction model to forecast a closing price trend that follows closely to the actual price.
Furthermore, this paper proposes a trading platform that applies the prediction model
built as a real-world use case. A trading algorithm is proposed to utilize the forecasted
results to provide an auto-trading service and serves as the core service of the platform.
The platform comes in the form of mobile application and is equipped with useful
functionalities with the goal of capturing the market. |
| first_indexed | 2024-10-01T06:29:12Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/153503 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T06:29:12Z |
| publishDate | 2021 |
| publisher | Nanyang Technological University |
| record_format | dspace |
| spelling | ntu-10356/1535032021-12-06T08:16:27Z Financial time series data pattern detection, forecasting and its application Ooi, Yuxuan Loke Yuan Ren School of Computer Science and Engineering yrloke@ntu.edu.sg Engineering::Computer science and engineering This paper studies the latest techniques for financial time series forecasting by extending the existing work. In addition to historical stock data, sentiment analysis and signal analysis methods are applied to simulate the real-world factors that could potentially affect the stock trends. Three LSTM-based models with varied input features and architectures were trained and tested with different popular tech stocks. The experiment result shows that adding a new dimension of public sentiment helps to improve the prediction model to forecast a closing price trend that follows closely to the actual price. Furthermore, this paper proposes a trading platform that applies the prediction model built as a real-world use case. A trading algorithm is proposed to utilize the forecasted results to provide an auto-trading service and serves as the core service of the platform. The platform comes in the form of mobile application and is equipped with useful functionalities with the goal of capturing the market. Bachelor of Engineering (Computer Science) 2021-12-06T08:16:27Z 2021-12-06T08:16:27Z 2021 Final Year Project (FYP) Ooi, Y. (2021). Financial time series data pattern detection, forecasting and its application. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/153503 https://hdl.handle.net/10356/153503 en application/pdf Nanyang Technological University |
| spellingShingle | Engineering::Computer science and engineering Ooi, Yuxuan Financial time series data pattern detection, forecasting and its application |
| title | Financial time series data pattern detection, forecasting and its application |
| title_full | Financial time series data pattern detection, forecasting and its application |
| title_fullStr | Financial time series data pattern detection, forecasting and its application |
| title_full_unstemmed | Financial time series data pattern detection, forecasting and its application |
| title_short | Financial time series data pattern detection, forecasting and its application |
| title_sort | financial time series data pattern detection forecasting and its application |
| topic | Engineering::Computer science and engineering |
| url | https://hdl.handle.net/10356/153503 |
| work_keys_str_mv | AT ooiyuxuan financialtimeseriesdatapatterndetectionforecastinganditsapplication |