Examine different neural networks’ efficiency in predicting stock prices

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ABSTRACT
There has been a lot of attempts in building predictive models that
can correctly predict the stock price. However, most of these models
only focus on different in-market factors such as the prices of other
similar stocks. This paper discusses the efficiency/accuracy
of three different neural network models (feedforward, recurrent,
and convolutional) in predicting stock prices based on external
dependencies such as oil price, weather indexes, etc.

Software architecture

Links:

Survey Paper

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Week 1 (3/29):

  1. I have found a reasonable amount of papers to read.
  2. I have refined the topic. The previous topic was about analyzing and find the relationship between weather pattern and oil stock price. I have decided to broaden the topic to find the relationship between two general entities (so not just weather pattern and oil stock price) by developing an algorithm for similarity scoring and matching.
  3. I have a basic outline for the survey paper jotted down.

Week 2 (4/5):

  1. A lot of readings, especially about SVM (Support Vector Machine)
  2. Work on adding some more text in the introduction part
  3. Read, read, and read.
  4. Explore the term artificial neural networks, etc.

Week 3 (4/12):

  1. Read about different approach to pattern matching problem in other area of study (BLAST, etc.)
  2. Read about AI neural networks, it’s confusing.
  3. Start adding meat to the outline of the survey paper.

Week 4 (4/19):

  1. Watch the MIT’s Opencourseware Intro to AI
  2. Modular Neural Network – Reading
  3. SVM readings

Week 5 (4/26):

  1. Continue the course
  2. Re-learn calculus

Annotated Bibliographies

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I/ Econ Simulation Game
1) “Educational Video Game Design: A Review of the Literature – Semantic Scholar.” N.p., n.d. Web. 16 Feb. 2017.
2) Squire, Kurt. “Changing the Game: What Happens When Video Games Enter the Classroom.” Innovate: journal of online education 1.6 (2005): n. pag. www.bibsonomy.org. Web. 16 Feb. 2017.
3) —. “Video Games in Education.” International Journal of Intelligent Simulations and Gaming 2 (2003): 49–62. Print.
II/ Social Network Data Mining
1) Cheong, France, and Christopher Cheong. “Social Media Data Mining: A Social Network Analysis Of Tweets During The 2010-2011 Australian Floods.” (2011): n. pag. works.bepress.com. Web. 16 Feb. 2017.
2) Kempe, David, Jon Kleinberg, and Éva Tardos. “Maximizing the Spread of Influence Through a Social Network.” Proceedings of the Ninth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. New York, NY, USA: ACM, 2003. 137–146. ACM Digital Library. Web. 16 Feb. 2017. KDD ’03.
3) Wu, X. et al. “Data Mining with Big Data.” IEEE Transactions on Knowledge and Data Engineering 26.1 (2014): 97–107. IEEE Xplore. Web.
III/ Connection between stocks
Zager, Laura A., and George C. Verghese. “Graph Similarity Scoring and Matching.” Applied Mathematics Letters 21.1 (2008): 86–94. ScienceDirect. Web.

Capstone Abstracts – v1

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I/ Sometimes lectures and text books can be too “dry” for students to get excited about a subject, specifically economics. At the same time, researchers have found the potential of games in education, especially when used as an introduction to new concepts. EconBuild is a game that simulates different aspects of economics that we normally encounter in our economics intro classes, proving students a platform to practice what they learn in class. The game can help students to enforce the most fundamental elements of economics such as demand and supply, stock market, etc.

II/ In this day and age, more and more businesses choose to expand their brand using social networks, thus leading to the fact that social media users continue to provide advertisement, positive and negative. In order to become competitive, it is necessary for a company to establish its online present as well as analyze its component’s dominance. Using a Hadoop based approach to reduce the size of database, we can gather and analyze information about a company on social media and predict certain trends to help with its growth.

III/ Stock market is usually unpredictable. There is no particular rule that it obeys to, which is why investing in stock is considered a risky business. Many people have tried to analyze particular trends in order to guess whether the stock price would rise or not. However there hasn’t been a lot of software that analyze the relationship between different related stocks. Using support vector machine approach, combining with graph similarity scoring and matching algorithm, we can establish relationships between different stocks, thus open the possibility of being able to predict particular stock trends.