Publication Date

Spring 5-26-2017

Degree Type

Master's Project

Degree Name

Master of Science (MS)

Department

Computer Science

First Advisor

Chris Pollett

Second Advisor

Robert Chun

Third Advisor

Paul Thienprasit

Abstract

This report analyzes new and existing stock market prediction techniques. Traditional technical analysis was combined with various machine-learning approaches such as artificial neural networks, k-nearest neighbors, and decision trees. Experiments we conducted show that technical analysis together with machine learning can be used to profitably direct an investor’s trading decisions. We are measuring the profitability of experiments by calculating the percentage weekly return for each stock entity under study. Our algorithms and simulations are developed using Python. The technical analysis methodology combined with machine learning algorithms show promising results which we discuss in this report.

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