Using Recurrent Neural Networks and the Hilbert-Huang Transform for Stock Market Prediction

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Using Recurrent Neural Networks and the Hilbert-Huang Transform for Stock Market Prediction

Abstract The prediction of the stock market is an important and critical issue in financial field. For that reason researchers never stopped examining and searching for new solutions and models. Goal of the current dissertation is the prediction of the FTSE100 stock market index, using Elman Neural...

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Bibliographic Details
Main Author:	Moustra, Maria
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22799/

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