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