Stock price prediction via deep belief networks

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dc.contributor.advisorDu, Donglei
dc.contributor.authorChen, Xi
dc.date.accessioned2023-03-01T16:20:06Z
dc.date.available2023-03-01T16:20:06Z
dc.date.issued2015
dc.date.updated2017-01-19T00:00:00Z
dc.description.abstractArtificial Intelligence (AI) techniques such as Neural Network (NN) have been widely used in the financial industry to predict stock prices to aid investment decisions. However, the traditional NN has been quickly surpassed by the new rapid developing Deep Belief Network (DBN) and its variants in terms of prediction accuracy in areas like image processing and speech recognition. This project aims to apply the DBN technique to stock price prediction and compare its performance with the traditional NN. In particular, we use the S&P500 index as a case study, and our numerical results show that DBN indeed performs better than the traditional NN. Hence, as a new generation of AI technique, DBN shows great promise in stock price prediction and forecasting.
dc.description.copyrightNot available for use outside of the University of New Brunswick
dc.description.note(UNB thesis number) Thesis 9551. (OCoLC)969124637.
dc.description.noteM.B.A. University of New Brunswick, Faculty of Business Administration, 2015
dc.formattext/xml
dc.format.extentvi, 25 pages
dc.format.mediumelectronic
dc.identifier.oclc(OCoLC)969124637
dc.identifier.otherThesis 9551
dc.identifier.urihttps://unbscholar.lib.unb.ca/handle/1882/13547
dc.language.isoen_CA
dc.publisherUniversity of New Brunswick
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.subject.disciplineBusiness Administration
dc.subject.lcshStocks--Prices.
dc.subject.lcshArtificial intelligence.
dc.subject.lcshInvestment analysis--Computer programs.
dc.titleStock price prediction via deep belief networks
dc.typemaster thesis
thesis.degree.disciplineBusiness Administration
thesis.degree.fullnameMaster of Business Administration
thesis.degree.grantorUniversity of New Brunswick
thesis.degree.levelmasters
thesis.degree.nameM.B.A.

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