Neural networks and the stock market

Machine learning and neural networks seem to be all the rage recently. I was sifting through my old drives the other day and found my master thesis. It’s actually vaguely related, subject was Neural Networks for Stock Market Forecasting. Complete thesis can be downloaded here, but comes with 2 major caveats:

  • it’s 100% in Polish (so actual title is Sztuczne sieci neuronowe w prognozowaniu kursów giełdowych)
  • it’s over 15 years old

Sadly, I could not find an accompanying MATLAB program I wrote. It used genetic algorithms to determine the best network topologies. I actually had lots of fun playing with NNs, the only annoying part was waiting for results with my powerful AMD Duron 850MhZ/256MB RAM (joking aside, it was a decent machine back in 2002, but my most complex evolution process took almost 12 hours). [Spoiler alert: my system did not allow me to beat the market and earn the fortune]

More Reading