Forecasting Financial Time Series Using a Pattern MatchingTechnique
Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
This is an examination of a model for prediction of financial time series. The prediction model is mainly a model for finding data in the past that remind of today's situation using a pattern matching technique called ``Nearest neighbour method''. The main difference from earlier studies is that technical analysis data is added to the input. A study of the existing research is also done to place our research in a context and to give a more objective view of our conclusions.
Place, publisher, year, edition, pages
IdentifiersURN: urn:nbn:se:su:diva-3170OAI: oai:DiVA.org:su-3170DiVA: diva2:192396