I am trying to review the methods of forecasting the stock market, how they work and compare, for a computer science project. I know about neural networks, my project was originally based on them, but after looking at the answers to this question:
Predict Stock Market Values
I suppose it would be better to look at the whole field. Can someone show me some good resources for research?
I'm not afraid of math. Thank.
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The final answer is not to predict the price of stocks (which many people think you cannot do), but to minimize your overall portfolio fluctuations and maximize risk reward compared to a risk-free instrument such as T-bill. This relates to the topic of "Modern Portfolio Theory."
Also - see http://www.quantmod.com/ (Start Learning R)
http://www.stat.berkeley.edu/~aldous/157/Books/stock.html