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    • Thesis & Report, BSc (Computer Science and Engineering)
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    •   BracU IR
    • School of Data and Sciences (SDS)
    • Department of Computer Science and Engineering (CSE)
    • Thesis & Report, BSc (Computer Science and Engineering)
    • View Item
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    Implementation of time series approaches to financial data

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    12101017_CSE.pdf (1013.Kb)
    Date
    2016-08
    Publisher
    BRAC University
    Author
    Sadat, Noshin Nawar
    Metadata
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    URI
    http://hdl.handle.net/10361/6393
    Abstract
    We study a time series approach to nancial data, speci cally the ARIMA models, and build a web based platform for stock market enthusiasts to analyze time series of stock market returns data and to t ARIMA models to the series to forecast future returns. This system also acts as an informative tool by providing helpful instructions to the users regarding the analysis and model- tting procedure. It uses R to perform the statistical computations.
    Keywords
    Time series approaches; Autocorrelation function
     
    Description
    This thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2016.
     
    Cataloged from PDF version of thesis report.
     
    Includes bibliographical references (page 82-83).
    Department
    Department of Computer Science and Engineering, BRAC University
    Collections
    • Thesis & Report, BSc (Computer Science and Engineering)

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