Extreme learning machine based financial prediction
Stock Prediction is important for making sound investment decisions. Various machine learning approaches have been suggested for stock forecasting. However, due to the complexity and randomness of stock market, a precise prediction method remain unsolved now and highly demanded. In the Final Year Pr...
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2012
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| Online Access: | http://hdl.handle.net/10356/49837 |
| _version_ | 1826123732716879872 |
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| author | Liu, Yishan. |
| author2 | Huang Guangbin |
| author_facet | Huang Guangbin Liu, Yishan. |
| author_sort | Liu, Yishan. |
| collection | NTU |
| description | Stock Prediction is important for making sound investment decisions. Various machine learning approaches have been suggested for stock forecasting. However, due to the complexity and randomness of stock market, a precise prediction method remain unsolved now and highly demanded. In the Final Year Project (FYP), a new learning algorithm called Extreme Learning
Machine (ELM) was utilized in the Financial Prediction System. Various technical
indicators were employed to further study the trends and assist the prediction. From input
selections, trading signaling, ELM filter, any stock can be selected as target; and the
outputs will be next-days trend, buy or sell signal, trading profit results and
recommendation.The experimental results show the training and prediction accuracy of the model are
generally above 60% respectively, which concludes that leaning abilities of ELM (the
acceptable prediction accuracy) and ELM based Financial Prediction System are
excellent and which can meet the requirements of financial profit generation |
| first_indexed | 2024-10-01T06:09:28Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/49837 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T06:09:28Z |
| publishDate | 2012 |
| record_format | dspace |
| spelling | ntu-10356/498372023-07-07T17:02:27Z Extreme learning machine based financial prediction Liu, Yishan. Huang Guangbin School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems Stock Prediction is important for making sound investment decisions. Various machine learning approaches have been suggested for stock forecasting. However, due to the complexity and randomness of stock market, a precise prediction method remain unsolved now and highly demanded. In the Final Year Project (FYP), a new learning algorithm called Extreme Learning Machine (ELM) was utilized in the Financial Prediction System. Various technical indicators were employed to further study the trends and assist the prediction. From input selections, trading signaling, ELM filter, any stock can be selected as target; and the outputs will be next-days trend, buy or sell signal, trading profit results and recommendation.The experimental results show the training and prediction accuracy of the model are generally above 60% respectively, which concludes that leaning abilities of ELM (the acceptable prediction accuracy) and ELM based Financial Prediction System are excellent and which can meet the requirements of financial profit generation Bachelor of Engineering 2012-05-25T01:31:12Z 2012-05-25T01:31:12Z 2012 2012 Final Year Project (FYP) http://hdl.handle.net/10356/49837 en Nanyang Technological University 52 p. application/pdf |
| spellingShingle | DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems Liu, Yishan. Extreme learning machine based financial prediction |
| title | Extreme learning machine based financial prediction |
| title_full | Extreme learning machine based financial prediction |
| title_fullStr | Extreme learning machine based financial prediction |
| title_full_unstemmed | Extreme learning machine based financial prediction |
| title_short | Extreme learning machine based financial prediction |
| title_sort | extreme learning machine based financial prediction |
| topic | DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems |
| url | http://hdl.handle.net/10356/49837 |
| work_keys_str_mv | AT liuyishan extremelearningmachinebasedfinancialprediction |