Tid: 25 november 2002 kl 1515-1600

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Mikael Freilich. Bild

Titel: One step prediction of financial time series. (Master thesis)

Sammanfattning: Two models for prediction of financial time series are examined. One method is a pattern matching technique and the other uses neural networks. The methods are applied on two groups of stocks; actively traded stocks in large companies and not actively traded stocks in smaller companies.

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