Essays about: "Alberto Ferreira de Melo Filho"

Found 1 essay containing the words Alberto Ferreira de Melo Filho.

  1. 1. Predicting the unpredictable - Can Artificial Neural Network replace ARIMA for prediction of the Swedish Stock Market (OMXS30)?

    University essay from Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Author : Alberto Ferreira de Melo Filho; [2019]
    Keywords : Artificial Neural Network; ARIMA; LSTM; stock market;

    Abstract : During several decades the stock market has been an area of interest forresearchers due to its complexity, noise, uncertainty and nonlinearity of thedata. Most of the studies regarding this area use a classical stochastics method,an example of this is ARIMA which is a standard approach for time seriesprediction. READ MORE