Unit:
Κατεύθυνση Μαθηματικά Χρηματοοικονομικά και Ανάλυση ΚινδύνουLibrary of the Faculty of Economics and of the Faculty of Business Administration
Supervisors info:
Μπασιάκος Ιωάννης, Αναπληρωτής Καθηγητής, Διευθυντής Τομέα VII
Original Title:
Time series forecasting using a genetically optimized neural network - a comparative study
Translated title:
Time series forecasting using a genetically optimized neural network - a comparative study
Summary:
Utilization of a genetic algorithm for hyper-parameter optimization of a neural network architecture with the intent to implement the model for financial time series forecasting. The model was compared with other widely used techniques from traditional statistics.
Main subject category:
Social, Political and Economic sciences
Keywords:
time series forecasting, neural networks, genetic algorithms, machine learning
File:
File access is restricted only to the intranet of UoA.
Thesis final draft.pdf
4 MB
File access is restricted only to the intranet of UoA.
