Implementation of time series approaches to financial data

This thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2016.

Bibliographic Details
Main Author:	Sadat, Noshin Nawar
Other Authors:	Majumdar, Dr. Mahbub
Format:	Thesis
Language:	English
Published:	BRAC University 2016
Subjects:	Time series approaches Autocorrelation function
Online Access:	http://hdl.handle.net/10361/6393

id	10361-6393
record_format	dspace
spelling	10361-63932022-01-26T10:15:58Z Implementation of time series approaches to financial data Sadat, Noshin Nawar Majumdar, Dr. Mahbub Department of Computer Science and Engineering, BRAC University Time series approaches Autocorrelation function This thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2016. Cataloged from PDF version of thesis report. Includes bibliographical references (page 82-83). 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. Noshin Nawar Sadat B. Computer Science and Engineering 2016-09-08T05:48:51Z 2016-09-08T05:48:51Z 2016 2016-08 Thesis ID 12101017 http://hdl.handle.net/10361/6393 en 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. 83 pages application/pdf BRAC University
institution	Brac University
collection	Institutional Repository
language	English
topic	Time series approaches Autocorrelation function
spellingShingle	Time series approaches Autocorrelation function Sadat, Noshin Nawar Implementation of time series approaches to financial data
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.
author2	Majumdar, Dr. Mahbub
author_facet	Majumdar, Dr. Mahbub Sadat, Noshin Nawar
format	Thesis
author	Sadat, Noshin Nawar
author_sort	Sadat, Noshin Nawar
title	Implementation of time series approaches to financial data
title_short	Implementation of time series approaches to financial data
title_full	Implementation of time series approaches to financial data
title_fullStr	Implementation of time series approaches to financial data
title_full_unstemmed	Implementation of time series approaches to financial data
title_sort	implementation of time series approaches to financial data
publisher	BRAC University
publishDate	2016
url	http://hdl.handle.net/10361/6393
work_keys_str_mv	AT sadatnoshinnawar implementationoftimeseriesapproachestofinancialdata
_version_	1814308593694932992

Implementation of time series approaches to financial data

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