Application of Machine Learning Models on Financial Data

The Hong Kong University of Science and Technology
Department of Computer Science and Engineering

Final Year Thesis Oral Presentation

Title: "Application of Machine Learning Models on Financial Data"

by

Mr. LIM Sungsu


Abstract:

Stock market price fluctuation is in essence a univariate timeseries. By 
applying different machine learning models to the timeseries, we attempt 
to identify prominent attributes and models that would be suitable for 
financial timeseries prediction. In addition to traditional models, a 
relatively recent model called Long Short Term Memory RNN is developed and 
applied in this paper, to further investigate the effect of remembering 
long-term dependencies in timeseries prediction.


Date                    : 29 April 2016 (Friday)

Time                    : 3:00pm to 4:00pm

Venue                   : Room 5564 (lift 27/28)

Advisor                 : Prof. James T.Y. KWOK

2nd Reader              : Prof. Gary CHAN