Malagnino, Carlo (A.A. 2022/2023) Machine learning impact on forex market analysis & forecast: a graph-based optimization task. Tesi di Laurea in Artificial intelligence and machine learning, Luiss Guido Carli, relatore Giuseppe Francesco Italiano, pp. 38. [Bachelor's Degree Thesis]

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Abstract/Index

Forex definitions and modeling. Forex framework. Introduction to forex graph. Historical optimal strategies. Shortest path in DAG. Historical results. Time series prediction–exchange rates. Train-test split. Validation techniques for time series. Simple linear and polynomial regression models. Decision trees & random forests. Neural networks. Deep learning.

References

Bibliografia: pp. 36-38.

Thesis Type:	Bachelor's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair:	Artificial intelligence and machine learning
Thesis Supervisor:	Italiano, Giuseppe Francesco
Academic Year:	2022/2023
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	27 Sep 2023 10:32
Last Modified:	27 Sep 2023 10:32
URI:	https://tesi.luiss.it/id/eprint/36546

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