Michigan Technological University
Department of Mathematical Sciences

Applied Math Seminar Announcement


Speaker:

Srinivas Kuppa and Igor Kliakhandler
Department of Mathematical Sciences, MTU

Title:

Comparison and analysis of the prediction techniques in the stock markets and the role of technical indicators

Date:

Tuesday, February 4, 2003

Time:

1:05 pm - 1:55 pm

Location:

Fisher Hall 325

Abstract:

The famous notion about the stock markets is they are as good as gambling. Their behavior is very unpredictable and haphazard. But, since the mathematicians got involved in this field, they have tried to read the pattern and predict the future stock prices in the market by using some prediction techniques. The most famous of them are 1. Financial Genetic Programming, 2. Monte Carlo Algorithm and 3. Time series analysis. All these three methods use technical indicators as the basis for their prediction.

We are making an attempt to see if the indicators truly reflect the future market situations and also compare the robustness and performance of these three prediction techniques.


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Applied Math Seminars

Center for Applied Mathematics

Department of Mathematical Sciences

Michigan Technological University