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Implementation of time series approaches to financial data

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dc.contributor.advisor Majumdar, Dr. Mahbub
dc.contributor.author Sadat, Noshin Nawar
dc.date.accessioned 2016-09-08T05:48:51Z
dc.date.available 2016-09-08T05:48:51Z
dc.date.copyright 2016
dc.date.issued 2016-08
dc.identifier.other ID 12101017
dc.identifier.uri http://hdl.handle.net/10361/6393
dc.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. en_US
dc.description Cataloged from PDF version of thesis report.
dc.description Includes bibliographical references (page 82-83).
dc.description.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. en_US
dc.description.statementofresponsibility Noshin Nawar Sadat
dc.format.extent 83 pages
dc.language.iso en en_US
dc.publisher BRAC University en_US
dc.rights BRAC University thesis are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission.
dc.subject Time series approaches en_US
dc.subject Autocorrelation function en_US
dc.title Implementation of time series approaches to financial data en_US
dc.type Thesis en_US
dc.contributor.department Department of Computer Science and Engineering, BRAC University
dc.description.degree B. Computer Science and Engineering


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