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Github Repo for Masters Dissertation: Online Non-linear Prediction of Financial Time Series Patterns

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posted on 2020-08-12, 11:57 authored by Joel Da CostaJoel Da Costa
The repository resource consists of all code libraries produced and used for the writing of "Online Non-linear linear Prediction of Financial Time Series Patterns", by Joel da Costa, for partial fulfilment for a Masters of Science degree in Advanced Analytics.

The libraries themselves allow generalised training of FNN and SAE neural networks, a full implementation of the experimental framework the creation and management of a SQLLite science database, as well as an extensive set of diagnostic tools and charts.

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Department of Statistics

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    Statistical Finance

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