Application of Neural Networks to a Stock Market: Forecasting and Trading

Student: Gaidarji Dmitrii

Supervisor: Alexander Petrovich Kirsanov

Educational Programme: Business Informatics (Bachelor)

Final Grade: 9

Year of Graduation: 2016

The aim of this paper is to analyze and develop a set of neural networks to forecast the indexes of stock prices at stock market. This paper begins with a short overview of existing literature based on which a custom hybrid model of neural networks is formed, that demonstrates superior results. The unique approach consists of including extra input variables for more precise forecast generated by neural networks.

Full text (added May 20, 2016)

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