文档介绍：USING WORKS AND IC
ALGORITHMS TO PREDICT STOCK MARKET RETURNS
A THESIS SUBMITTED TO THE UNIVERSITY OF MANCHESTER
FOR THE DEGREE OF MASTER OF SCIENCE
IN PUTER SCIENCE
IN THE FACULTY OF SCIENCE AND ENGINEERING
By
Efstathios Kalyvas
Department puter Science
October 2001
Contents
Abstract 6
Declaration 7
Copyright and Ownership 8
Acknowledgments 9
1 Introduction 11
Aims and Objectives........................................................................................ 11
Rationale......................................................................................................... 12
Stock Market Prediction.................................................................................. 12
of the Study................................................................................ 13
2 Stock Markets and Prediction 15
The Stock Market ............................................................................................ 15
Investment Theories..................................................................................... 15
Data Related to the Market.......................................................................... 16
Prediction of the Market.................................................................................. 17
Defining the prediction task......................................................................... 17
Is the Market predictable?........................................................................... 18
Prediction Methods ..................................................................................... 19
Technical Analysis............................................................................... 20
Fundamental Analysis ....................................................................