Author: George Gkekas

MSc Dissertations

Exploring the performance of Neural Network Architectures in the forecast of stock prices

This article presents information about my MSc Dissertation at the University of Manchester. Key Features of the Dissertation The main objective of this dissertation was to investigate the performance of different type of Neural Network Architectures in the forecast of stock prices. The selected data for the research was about Microsoft’s stock price which consisted of the daily Open, Close, Low, High and Volume(OCLHV) and … Continue reading Exploring the performance of Neural Network Architectures in the forecast of stock prices

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Article, Data Science / Machine Learning

A Gentle Introduction for Seasonal ARIMAX (SARIMAX)

Introduction When it comes to financial data, there is a high chance that seasonal patterns will be present there. These are defined as patterns that have cyclic behavior. Let’s assume, that there is a store that sells ice-cream during the whole year. An example of monthly seasonal patterns could be the increased ice-cream sales in that store during the summer period in comparison with the … Continue reading A Gentle Introduction for Seasonal ARIMAX (SARIMAX)

Unknown's avatarGeorge Gkekas