Future price forecast: comparison between linear and non linear models
Cirmi, Giacomo (A.A. 2018/2019) Future price forecast: comparison between linear and non linear models. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 46. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Neural networks. Activation functions. Arima. Futures. Price adjustments. Model comparisons. Arima model. Neural network model.
References
Bibliografia e sitografia: p. 45.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Grassi, Stefano |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Sep 2020 13:55 |
| Last Modified: | 21 Sep 2020 13:55 |
| URI: | https://tesi.luiss.it/id/eprint/27175 |
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