Volatility autocorrelation in the stock market with artificial neural networks

Predicting the trend of financial features in complex financial systems is important and challenging, one useful tool is looking at the autocorrelation function, used in technical analysis as it shows how closely related a pattern reappears in the future. In this paper, we demonstrate a way to op...

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Bibliographic Details
Main Author: Tham, Zhi Rong
Other Authors: Cheong Siew Ann
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2024
Subjects:
Online Access:https://hdl.handle.net/10356/175690