Mesut Yasar Ozturk

Master's thesis

A Comparative Study of Financial Time Series Forecasting Using Machine Learning and Traditional Statistical Methods - An Application To Stock Market Data

A Comparative Study of Financial Time Series Forecasting Using Machine Learning and Traditional Statistical Methods - An Application On Stock Market Data
Abstract:
Machine learning, as a subtopic of artificial intelligence, has powerfully been applied in multiple industries increasingly. With its ever-increasing prediction power combined with conventional statistical methods, the investment industry makes use of artificial intelligence in making a decision and making more robust inferences. Today, AI is certainly a key phenomenon in quantitative investment analysis …more
Abstract:
Machine learning, as a subtopic of artificial intelligence, has powerfully been applied in multiple industries increasingly. With its ever-increasing prediction power combined with conventional statistical methods, the investment industry makes use of artificial intelligence in making a decision and making more robust inferences. Today, AI is certainly a key phenomenon in quantitative investment analysis …more
 
 
Language used: English
Date on which the thesis was submitted / produced: 26. 9. 2018

Thesis defence

  • Date of defence: 3. 6. 2021
  • Supervisor: Tomáš Formánek
  • Reader: Petra Tomanová

Citation record

Full text of thesis

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https://vskp.vse.cz/eid/83175

Vysoká škola ekonomická v Praze

Master programme / field:
Kvantitativní metody v ekonomice / Quantitative Economic Analysis