I Don't Care Whose Fault It Is! Or, An Introduction to the Short-Term Forecasting Theory, Implementing Fuzzy-logic and Neural Networks
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Date
2006
Authors
Bernstein, Jordan
Journal Title
Journal ISSN
Volume Title
Publisher
University of Waterloo
Abstract
In contradiction with much conventional economic theory, this thesis argues that successful short-term forecasting is both possible and practicable. Beginning with the assumption, and widely-held belief, that there are patterns to be discovered in the stock market, the thesis develops the Short-Term Forecasting Theory (STFT) to demonstrate how useful and accurate short-term forecasts might be achieved. In short, this thesis posits that, if short-term financial forecasting of an equity can be broken down to a mechanical procedure, the problem of short-term forecasting is reduced to the question of finding the proper tools for this procedure. This thesis presents two computing methods
– fuzzy logic and neural networks – that, when combined, could serve as an appropriate tool for implementation.
Description
The Independent Studies program closed in 2016. This thesis was one of 25 accepted by Library for long-term preservation and presentation in UWSpace.
Keywords
fuzzy-logic, neural networks, forecasting theory, economic theory, equity, short-term forecasting theory