| 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 | |
