Modeling and forecasting stock market returns – Zuzana Jedličková
Zuzana Jedličková
Master's thesis
Modeling and forecasting stock market returns
Modeling and forecasting stock market returns
Abstract:
In this thesis, five models are introduced, discussed, and applied – autoregressive integrated moving average (ARIMA), artificial neural network (ANN), convolutional neural network (CNN), long short-term memory (LSTM) and hybrid CNN+ANN+LSTM. For the analysis, data about daily adjusted closing prices of six pharmaceutical stocks from 1st January till 3rd June 2022 were obtained, transformed into logarithmic …moreAbstract:
In this thesis, five models are introduced, discussed, and applied – autoregressive integrated moving average (ARIMA), artificial neural network (ANN), convolutional neural network (CNN), long short-term memory (LSTM) and hybrid CNN+ANN+LSTM. For the analysis, data about daily adjusted closing prices of six pharmaceutical stocks from 1st January till 3rd June 2022 were obtained, transformed into logarithmic …more
Language used: English
Date on which the thesis was submitted / produced: 30. 6. 2022
Identifier:
https://vskp.vse.cz/eid/87745
Thesis defence
- Date of defence: 25. 8. 2022
- Supervisor: Ondřej Šimpach
- Reader: Diana Bílková
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttps://vskp.vse.cz/eid/87745
Vysoká škola ekonomická v Praze
Master programme / field:
Economic Data Analysis / Data Analysis and Modeling
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