Commodity price prediction using neural networks
Artificial Neural Network (ANN) which was inspired by biological information processing in human brains, has been widely applied into many fields to solve classification, clustering, signal processing and regression problems. Also, in the financial world, commodity spot price’s fluctuation can gener...
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
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2016
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| Online Access: | http://hdl.handle.net/10356/68136 |
| _version_ | 1826111623126843392 |
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| author | Zhang, Jiani |
| author2 | Wang Lipo |
| author_facet | Wang Lipo Zhang, Jiani |
| author_sort | Zhang, Jiani |
| collection | NTU |
| description | Artificial Neural Network (ANN) which was inspired by biological information processing in human brains, has been widely applied into many fields to solve classification, clustering, signal processing and regression problems. Also, in the financial world, commodity spot price’s fluctuation can generate significant impact in economy. Interests had been arised to connect the tool: ANN with the target: commodity prices. Therefore, the objective of this project is to build, train and test ANN models for commodity price prediction. In this report, three ANN models, Back Propagation (BP), Support Vector Machine (SVM), and Radio Basis Functions (RBF) were built and trained based on different selected crude oil data sets. Three different types of datasets were selected and processed to enhance the prediction accuracy. In order to deal with the obtained raw data, implement the ANN models, and visualize the modeling results, Visual Basic Application (VBA) and MATLAB were applied. This project can be used as a reference for commodity price prediction methods in financial world, as well as an application of ANN in Artificial Intelligence field. |
| first_indexed | 2024-10-01T02:53:47Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/68136 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T02:53:47Z |
| publishDate | 2016 |
| record_format | dspace |
| spelling | ntu-10356/681362023-07-07T15:58:44Z Commodity price prediction using neural networks Zhang, Jiani Wang Lipo School of Electrical and Electronic Engineering DRNTU::Engineering Artificial Neural Network (ANN) which was inspired by biological information processing in human brains, has been widely applied into many fields to solve classification, clustering, signal processing and regression problems. Also, in the financial world, commodity spot price’s fluctuation can generate significant impact in economy. Interests had been arised to connect the tool: ANN with the target: commodity prices. Therefore, the objective of this project is to build, train and test ANN models for commodity price prediction. In this report, three ANN models, Back Propagation (BP), Support Vector Machine (SVM), and Radio Basis Functions (RBF) were built and trained based on different selected crude oil data sets. Three different types of datasets were selected and processed to enhance the prediction accuracy. In order to deal with the obtained raw data, implement the ANN models, and visualize the modeling results, Visual Basic Application (VBA) and MATLAB were applied. This project can be used as a reference for commodity price prediction methods in financial world, as well as an application of ANN in Artificial Intelligence field. Bachelor of Engineering 2016-05-24T06:48:10Z 2016-05-24T06:48:10Z 2016 Final Year Project (FYP) http://hdl.handle.net/10356/68136 en Nanyang Technological University 74 p. application/pdf |
| spellingShingle | DRNTU::Engineering Zhang, Jiani Commodity price prediction using neural networks |
| title | Commodity price prediction using neural networks |
| title_full | Commodity price prediction using neural networks |
| title_fullStr | Commodity price prediction using neural networks |
| title_full_unstemmed | Commodity price prediction using neural networks |
| title_short | Commodity price prediction using neural networks |
| title_sort | commodity price prediction using neural networks |
| topic | DRNTU::Engineering |
| url | http://hdl.handle.net/10356/68136 |
| work_keys_str_mv | AT zhangjiani commoditypricepredictionusingneuralnetworks |