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Full-Text Articles in Computer Engineering

Support Vector Machines And Artificial Neural Networks: Assessing The Validity Of Using Technical Features For Security Forecasting, James Dipadua Oct 2016

Support Vector Machines And Artificial Neural Networks: Assessing The Validity Of Using Technical Features For Security Forecasting, James Dipadua

Dissertations

Stock forecasting is an enticing and well-studied problem in both finance and machine learning literature with linear-based models such as ARIMA and ARCH to non-linear Artificial Neural Networks (ANN) and Support Vector Machines (SVM). However, these forecasting techniques also use very different input features, some of which are seen by economists as irrational and theoretically unjustified. In this comparative study using ANNs and SVMs for 12 publicly traded companies, derivative price “technicals” are evaluated against macro- and microeconomic fundamentals to evaluate the efficacy of model performance. Despite the efficient market hypothesis positing the ill-suitability of technicals as model inputs, this …


Support Vector Machines And Artificial Neural Networks: Assessing The Validity Of Using Technical Features For Security Forecasting, James Di Padua Sep 2016

Support Vector Machines And Artificial Neural Networks: Assessing The Validity Of Using Technical Features For Security Forecasting, James Di Padua

Dissertations

Stock forecasting is an enticing and well studied problem in both finance and machine learning literature with linear based models such as ARIMA and ARCH to nonlinear Artificial Neural Networks (ANN) and Support Vector Machines (SVM). However, these forecasting techniques also use very different input features, some of which are seen by economists as irrational and theoretically unjustified. In this comparative study using ANNs and SVMs for 12 publicly traded companies, derivative price “technicals” are evaluated against macro and microeconomic fundamentals to evaluate the efficacy of model performance. Despite the efficient market hypothesis positing the ill suitability of technicals as …


A Regression Study Of Salary Determinants In Indian Job Markets For Entry Level Engineering Graduates, Rajveer Singh Sep 2016

A Regression Study Of Salary Determinants In Indian Job Markets For Entry Level Engineering Graduates, Rajveer Singh

Dissertations

The economic liberalisation of Indian markets in early 90s boosted the economic growth of the nation in various sectors over the next two decades. One such sector that has seen a massive growth in this time is Information Technology (IT). The IT industry has played a very crucial role in transforming India from a slow moving economy to one of the largest exporters of IT services. This growth created a huge demand in the labour markets for skilled labour, which in turn made engineering one of the top choices of study after high school over the years. In addition, the …