Examining how unforeseen events affect accuracy and recovery of a non-linear autoregressive neural network in stock market prognoses

This report studies how a non-linear autoregressive neural network algorithm for stock market value prognoses is affected by unforeseen events. The study attempts to find out the recovery period for said algorithms after an event, and whether the magnitude of the event affects the recovery period. T...

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Bibliographic Details
Main Authors: Nyman, Nick, Postigo Smura, Michel
Format: Others
Language:English
Published: KTH, Skolan för datavetenskap och kommunikation (CSC) 2016
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-186435