dc.contributor.advisor | Langseth, Helge | nb_NO |
dc.contributor.author | Larsen, Jan Ivar | nb_NO |
dc.date.accessioned | 2014-12-19T13:36:03Z | |
dc.date.available | 2014-12-19T13:36:03Z | |
dc.date.created | 2010-10-01 | nb_NO |
dc.date.issued | 2010 | nb_NO |
dc.identifier | 354463 | nb_NO |
dc.identifier | ntnudaim:5479 | nb_NO |
dc.identifier.uri | http://hdl.handle.net/11250/252181 | |
dc.description.abstract | Historical stock prices are used to predict the direction of future stock prices. The developed stock price prediction model uses a novel two-layer reasoning approach that employs domain knowledge from technical analysis in the first layer of reasoning to guide a second layer of reasoning based on machine learning. The model is supplemented by a money management strategy that use the historical success of predictions made by the model to determine the amount of capital to invest on future predictions. Based on a number of portfolio simulations with trade signals generated by the model, we conclude that the prediction model successfully outperforms the Oslo Benchmark Index (OSEBX). | nb_NO |
dc.language | eng | nb_NO |
dc.publisher | Institutt for datateknikk og informasjonsvitenskap | nb_NO |
dc.subject | ntnudaim:5479 | no_NO |
dc.subject | SIF2 datateknikk | no_NO |
dc.subject | Intelligente systemer | no_NO |
dc.title | Predicting Stock Prices Using Technical Analysis and Machine Learning | nb_NO |
dc.type | Master thesis | nb_NO |
dc.source.pagenumber | 87 | nb_NO |
dc.contributor.department | Norges teknisk-naturvitenskapelige universitet, Fakultet for informasjonsteknologi, matematikk og elektroteknikk, Institutt for datateknikk og informasjonsvitenskap | nb_NO |