Online Non-linear Prediction of Financial Time Series Patterns
We consider a mechanistic non-linear machine learning approach to learning signals in financial time series data. A modularised and decoupled algorithm framework is established and is proven on daily sampled closing time-series data for JSE equity markets. The input patterns are based on input data...
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| Format: | Dissertation |
| Language: | English |
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Faculty of Science
2020
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| Online Access: | http://hdl.handle.net/11427/32221 |