Saturday, March 28, 2009

MSIAD - Stock Market with Data Mining (BI Thesis)

I was a little absent this month in preparation for my thesis ... I promise to write more often now! Yesterday was my first battle on my dissertation, which I think it was well reached. Naturally, any research in this complex world of stock markets, in this case of applying data mining techniques, requires first understanding the financial world... I tried to demystify the complex stock market world... His movement, the factors that influence decision making, forecasting and the investor that feeds this whole game markets... and it was presented yesterday

After understanding the stock market as I did, I‘ll now focus on the application of Data Mining techniques (initially only with neural networks) and the implementation of a strategy that will be based from all rules made public by some researchers. That is, I will create a decision support system that in addition to track my portfolio of shares, it’ll generate the final output of the day that will be a buy, sell or hold signal.My strategy will assume the loss and also fix a limit on earnings. I do not need to be monitoring the stock market during the day, because I will use Stop Loss functionality in all investments that fire automatically an order of sale if the price of some share will excess my defined limit (applied only if I’m on the market)

In this matter, I'll then begin to examine in more detail the research of Dr. Chong from Chinese University of Hong Kong, that he’s the only economist, investor and researcher I know at the moment and who kindly offered me help and sent me all Articles that he has done. Dr. Chong is in the photo at right. Check his website at :

I already have done ETL processes to import historical data from a group of stock in my folder and a Datamart that stores the data in the form of information. It’s time to deepen into practice and return in May for a short presentation to be evaluated again. I assume the risk of this project that it’s very ambitious and attractive to me.

With nothing to lose! Regards!



Related Posts Plugin for WordPress, Blogger...