Please use this identifier to cite or link to this item: http://hdl.handle.net/10603/299005
Title: Feature recognition on stock price and indices movements using wavelets
Researcher: Mala S
Guide(s): Saravanan S
Keywords: Engineering and Technology
Computer Science
Computer Science Information Systems
Machine learning
Wavelets
Stock market analysis
University: Anna University
Completed Date: 2019
Abstract: Feature recognition has wide range of applications but no single approach focusses on stock market analysis This work analysed the new feature trading interval for prediction of stock prices which is complex challenging and need tremendous efforts In current scenario machine learning has drawn increasing interest in stock market analysis To analyse the stock market data for identifying significant feature data mining and machine learning techniques can be applied Identifying domain specific feature is a continuous iterative and logical process Wavelets have its own advantage in tremendous applications however remains less explored in the field of economics and finance This work used wavelets for identifying domain specific feature in stock market data General forecasting models were used to forecast the denoised signals Further the forecast model is selected based upon the performance measure coefficient of determination with high values The selected model is used to forecast the share prices Then performance measures such as RMSE MAE MAPE and Theil U were calculated for which trading length consider for analysis The optimal trading length was found out based on the lowest values of performance measures Finally purchase decision Making rules were applied to evaluate the accuracy of the selected model and based on that the recommendation of buy or sell was given This work has three proposed approaches; the first approach identifies and removes noise from the stock data efficiently The second approach involves feature recognition using wavelets on stock market data and the third approach concentrates on analyzing stock data which identifies new feature for economic and financial applications Finally to assist investors in making stock market decision a decision support system with trading interval is presented newline
Pagination: xx,184p.
URI: http://hdl.handle.net/10603/299005
Appears in Departments:Faculty of Science and Humanities

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01_title.pdfAttached File173.69 kBAdobe PDFView/Open
02_certificates.pdf752.46 kBAdobe PDFView/Open
03_abstracts.pdf168.37 kBAdobe PDFView/Open
04_acknowledgements.pdf2.51 MBAdobe PDFView/Open
05_contents.pdf270.76 kBAdobe PDFView/Open
06_listoftables.pdf211.61 kBAdobe PDFView/Open
07_listoffigures.pdf174.74 kBAdobe PDFView/Open
08_listofabbreviations.pdf173.25 kBAdobe PDFView/Open
09_chapter1.pdf856.34 kBAdobe PDFView/Open
10_chapter2.pdf330.34 kBAdobe PDFView/Open
11_chapter3.pdf1.43 MBAdobe PDFView/Open
12_chapter4.pdf1.61 MBAdobe PDFView/Open
13_chapter5.pdf1.54 MBAdobe PDFView/Open
14_chapter6.pdf277.32 kBAdobe PDFView/Open
15_conclusion.pdf185.41 kBAdobe PDFView/Open
16_references.pdf204.66 kBAdobe PDFView/Open
17_listofpublications.pdf188.32 kBAdobe PDFView/Open
80_recommendation.pdf89.6 kBAdobe PDFView/Open


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