| Author | Tran Ngoc Quang |
| Call Number | AIT Thesis no.CS-94-24 |
| Subject(s) | Thesis (M.Sc.) - Asian Institute of Technology, 1994
|
| Note | A thesis submitted in partial fulfillment of the requirement for the degree of Master of
Science, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Abstract | This study presents a stock decision support system (SDSS) developed for forecasting
stock prices in Taiwan market. The SDSS improves the decision making process by placing
information in the hands of the user at the proper time and to supports a complete flexibility in the
choice and sequence of analysis, and in the presentation of the results. The hybrid technique
combines the back propagation neural network, Box-Jenkins ARIMA time series method and
stepwise regression analysis method to provide the user with a flexible modeling and forecasting
environment. The results show in time series forecasting no matter what the lead time equal to one
or more the present value is the most important factor of forecasting values. The system assists the
user in making the correct and speedy decision in choice of the best buy and sell time of a stock. It
has been shown by several simulation results that SDSS system is quite helpful for making a good
forecast of stock price. |
| Year | 1994 |
| Type | Thesis |
| School | School of Engineering and Technology (SET) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Computer Science (CS) |
| Chairperson(s) | Huynh, Ngoc Phien
|
| Examination Committee(s) | Do, Ba Khang ;Gonzales, Jr. , R. L.
|
| Scholarship Donor(s) | The Government of R. 0. C. |