Implementation of time series approaches to financial data

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dc.contributor.advisorMajumdar, Dr. Mahbub
dc.contributor.authorSadat, Noshin Nawar
dc.date.accessioned2016-09-08T05:48:51Z
dc.date.available2016-09-08T05:48:51Z
dc.date.issued2016-08
dc.descriptionCataloged from PDF version of thesis report.
dc.descriptionIncludes bibliographical references (page 82-83).
dc.descriptionThis thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2016.
dc.description.abstractWe 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.
dc.identifier.otherID 12101017
dc.identifier.otherhttps://dspace.bracu.ac.bd/server/api/core/items/909666bb-b331-4da6-98df-23c756dddead
dc.identifier.urihttp://hdl.handle.net/10361/6393
dc.language.isoen
dc.publisherBRAC University
dc.sourceBRAC University Institutional Repository
dc.subjectTime series approaches
dc.subjectAutocorrelation function
dc.titleImplementation of time series approaches to financial data
dc.typeThesis

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Thesis (Bachelor of Science in Computer Science and Engineering)