Publicação
Machine learning algorithms to predict stocks movements with Python language and dedicated libraries
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Vasconcelos, José | |
| dc.contributor.author | Rohovets, Taras | |
| dc.date.accessioned | 2019-11-15T16:24:22Z | |
| dc.date.available | 2019-11-15T16:24:22Z | |
| dc.date.issued | 2019-10-23 | |
| dc.description.abstract | This research work focuses on machine learning algorithms in order to make predictions in financial markets. The foremost objective is to test whether the two machine learning algorithms: SVM and LSTM are capable of predicting the price movement in different time-frames and then develop a comparison analysis. In this research work, it is applied supervised machine learning with different input features. The practical and software component of this thesis applies Python programming language to test the hypothesis and act as proof of concept. The financial data quotes were obtained through online financial databases. The results demonstrate that SVM is capable of predicting the direction of the price while the LSTM did not present reliable results. | pt_PT |
| dc.identifier.tid | 202303608 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.26/30163 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Algorithms | pt_PT |
| dc.subject | Financial markets | pt_PT |
| dc.subject | SVM and LSTM | pt_PT |
| dc.subject | Python programming language | pt_PT |
| dc.title | Machine learning algorithms to predict stocks movements with Python language and dedicated libraries | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | restrictedAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.grantor | Universidade Europeia | |
| thesis.degree.name | Mestrado em Sistemas de Informação para a Gestão | pt_PT |
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