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Document Type : Latin Dissertation
Language of Document : English
Record Number : 151785
Doc. No : ET23577
Main Entry : SANDEEP MEHTA
Title Proper : AN INTELLIGENT GMDH FORECASTER FOR FORECASTING CERTAIN VARIABLES IN FINANCIAL MARKETS
Note : This document is digital این مدرک بصورت الکترونیکی می باشد
Abstract : In this thesis. application of GMDH Algorithm to real lifeproblems is studied. A particular type of GMDH Algorithm namely TMNN ischosen ibr this purpose. An effort is made to forecast S&P Index Closing Valueuith the help of the forecaster.The performance of the TMNN Algorithm is simulated byimplementing a tool in C++ for developing forecast models. The validation of thissimulation tool is carried out with Sine Wave Values and performance analysis isdone in a noisy environment. The noisy environment tests the TMNN forecasterfor its robustness.The primary goal of this research is to develop a simulation softwarebased on TMNN Algorithm for forecasting stock market index values. The main........-....,....-...,..tested for theQ1 PC1 bus cardBoth these projects mere sofixare des elopment efforts tonards contributing to dlfferentaspects of Roboucs and lZ1echatronics projects m the Controls and Roboucs Group..
Subject : Electericl tess
: برق
electronic file name : TL46819.pdf
Title and statement of responsibility and : AN INTELLIGENT GMDH FORECASTER FOR FORECASTING CERTAIN VARIABLES IN FINANCIAL MARKETS [Thesis]
 
 
 
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