#AML FINAL PROJECT @hong & peng
Team name and logo wanted ...
- stock price prediction
##Feb 8
###work done:
- Topic: financial prediction
- routine: improve based on reference projects
###task in comming week: read reference projects and find out:
- what data?
- price or RoE?
- size?
- accessible?
- what model?
- liner-regression
- svm
- ann ...
- what trick?
- deal with time-correlation? compared to image processing (receptive field?)
- using any tech index?
- how to present result, any benchmark?
###issues to discuss with TA or instructor:
- language
- external packages
- grading criteria
- due date
###Work Done:
Papers Review I:
-
Goal: to study and apply as many Machine Learning Algorithms as possible on a dataset for stock market
-
Assumption: EMH
-
Methods: Fundamental vs Technical
-
what model:
-
Support Vector Machines
-
Linear Regression
-
Decision Stumps
-
Expert Weighting (Assume a best expert?? or WMA??)
-
Online Learning (SVM online? )
-
Boosting??
-
what data?
-
prices on EMA
-
only two companies
-
downloaded from the yahoo finance section.
-
what feature?
-
date + price
-
what trick?
-
deal with time-correlation? use EMA
-
using any tech index? EMA
-
Boosting + SVM
-
how to present result, any benchmark?
-
EMA as comparision? binary
Papers Review II:
- Assumption: EMH
- Methods: Fundamental vs Technical
- Goal:
- The project will concentrate on building an automated trading platform which would con- sume web services and have a database back-end
- research AI techniques involving ANNs and genetic algorithms to forecast financial time series data.
- investigate the applicability of different neural networks architectures to forecast currency exchange rates movements on Forex market.
- Read paper II and compare with paper I for implemenations
- schedual meeting with Instructor on Thursday