Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.771741
Title: Application of machine learning to financial time series analysis
Author: Sewell, Martin Victor
ISNI:       0000 0004 7659 6461
Awarding Body: UCL (University College London)
Current Institution: University College London (University of London)
Date of Award: 2017
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Abstract:
This multidisciplinary thesis investigates the application of machine learning to financial time series analysis. The research is motivated by the following thesis question: 'Can one improve upon the state of the art in financial time series analysis through the application of machine learning?' The work is split according to the following time series trichotomy: 1) characterization - determine the fundamental properties of the time series; 2) modelling - find a description that accurately captures features of the long-term behaviour of the system; and 3) forecasting - accurately predict the short-term evolution of the system.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.771741  DOI: Not available
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