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Forecasting Quotations of Financial Instruments Using Neural Networks and Machine Learning

Student: Artyom Ivanov

Supervisor: Eduard Klyshinskiy

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Information Science and Computation Technology (Bachelor)

Final Grade: 8

Year of Graduation: 2016

Development Project: software package for predicting the financial instruments prices. Main goal: to design a software system based on neural network for the company to train a neural network, using machine learning. Results: the author designed the architecture of the software system, and started training the neural network. Education was interrupted because of the large amount of time required for the training itself, and the lack of a set of data that you want to accumulate. Recommendations for the use of the current project in the future: at the moment the project is necessary to continue to develop as well as forecasting of financial instruments quotes is a potentially profitable niche for gambling. Further direction in the development of this project: 1) To continue to accumulate data from the auction in real time; 2) To train the neural network to the data; 3) To analysis of the results of forecasting software package. Pages total: 22 Number of images: 10. Number of references: 10.

Full text (added May 26, 2016)

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