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Stock Trading with Neural Networks
KTH, School of Computer Science and Communication (CSC).
KTH, School of Computer Science and Communication (CSC).
2015 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Stock trading is increasingly done pseudo-automatically orfully automatically, using algorithms which make day-todayor even moment-to-moment decisions.This report investigates the possibility of creating a virtualstock trader, using a method used in Artificial Intelligence,called Neural Networks, to make intelligent decisions onwhen to buy and sell stocks on the stock market.We found that it might be possible to earn money overa longer period of time, although the profit is less than theaverage stock index. However, the method also performedwell in situations where the stock index is going down.

Abstract [sv]

Aktiehandel genomförs till allt större grad automatiskt ellerhalvautomatiskt, med algoritmer som fattar beslut pådaglig basis eller över ännu kortare tidsintervall.Denna rapport undersöker möjligheten att göra en virtuellaktiehandlare med hjälp av en metod inom artificiellintelligens kallad neurala nätverk, och fatta intelligenta beslutom när aktier på aktiemarknaden ska köpas eller säljas.Vi fann att det är möjligt att tjäna pengar över en längretidsperiod, men vinsten vår algoritm gör över den behandladetidsperioden är mindre än börsindex ökning. Däremotvisar vår algoritm positiva resultat även under sjunkandebörsindex.

Place, publisher, year, edition, pages
2015.
National Category
Computer Science
Identifiers
URN: urn:nbn:se:kth:diva-168095OAI: oai:DiVA.org:kth-168095DiVA: diva2:814393
Supervisors
Available from: 2015-05-28 Created: 2015-05-26 Last updated: 2015-05-28Bibliographically approved

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Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf