This book examines the prediction of stock market movements of India using big data analytics. Stock markets have shifted from the guiding principle of standard finance into behavioral finance. Forecasting is one of the classic issues since the stock markets are volatile, stochastic and non-linear in nature. The values of Momentum, Relative Strength Index, Williams %R and Commodity Channel Index indicated both bullish and bearish trends for BSE-Sensex and NSE-Nifty stock indices which were rampant and robust during the study period. This phenomenon negates the Efficient Market Hypothesis, but it confirmed the existence of Random Walk Theory in the realm of capital market movements. One of the neural network methods, the k-nn algorithm exhibited a higher predictive accuracy than the logistic regression approach. The business architecture and market value of company stocks are changing in every millisecond. The close correlation between the predicted and the actual values indicated that deep learning methods such as Machine Learning and Artificial Neural Networks were more powerful tools in the stock price prediction and helped the investors to make intelligent investment decisions.
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book examines the prediction of stock market movements of India using big data analytics. Stock markets have shifted from the guiding principle of standard finance into behavioral finance. Forecasting is one of the classic issues since the stock markets are volatile, stochastic and non-linear in nature. The values of Momentum, Relative Strength Index, Williams %R and Commodity Channel Index indicated both bullish and bearish trends for BSE-Sensex and NSE-Nifty stock indices which were rampant and robust during the study period. This phenomenon negates the Efficient Market Hypothesis, but it confirmed the existence of Random Walk Theory in the realm of capital market movements. One of the neural network methods, the k-nn algorithm exhibited a higher predictive accuracy than the logistic regression approach. The business architecture and market value of company stocks are changing in every millisecond. The close correlation between the predicted and the actual values indicated that deep learning methods such as Machine Learning and Artificial Neural Networks were more powerful tools in the stock price prediction and helped the investors to make intelligent investment decisions. 232 pp. Englisch. N° de réf. du vendeur 9786200586346
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Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Marxia Oli SigoMarxia Oli Sigo is an Assistant Prof., Department of Humanities and Social Sciences, National Institute of Technology Sikkim, India. He has pursued his Doctoral Program in Management.Murugesan Selvam is Dean, Faculty o. N° de réf. du vendeur 385895821
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Vendeur : Books Puddle, New York, NY, Etats-Unis
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Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Big Data Analytics and Business Architecture of Indian Stock Market | Predictive Analytics of the Indian Stock Market Movements - Applications of Machine Learning and Artificial Intelligence | Sigo Marxia Oli (u. a.) | Taschenbuch | 232 S. | Englisch | 2020 | LAP LAMBERT Academic Publishing | EAN 9786200586346 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. N° de réf. du vendeur 118098208
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book examines the prediction of stock market movements of India using big data analytics. Stock markets have shifted from the guiding principle of standard finance into behavioral finance. Forecasting is one of the classic issues since the stock markets are volatile, stochastic and non-linear in nature. The values of Momentum, Relative Strength Index, Williams %R and Commodity Channel Index indicated both bullish and bearish trends for BSE-Sensex and NSE-Nifty stock indices which were rampant and robust during the study period. This phenomenon negates the Efficient Market Hypothesis, but it confirmed the existence of Random Walk Theory in the realm of capital market movements. One of the neural network methods, the k-nn algorithm exhibited a higher predictive accuracy than the logistic regression approach. The business architecture and market value of company stocks are changing in every millisecond. The close correlation between the predicted and the actual values indicated that deep learning methods such as Machine Learning and Artificial Neural Networks were more powerful tools in the stock price prediction and helped the investors to make intelligent investment decisions.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 232 pp. Englisch. N° de réf. du vendeur 9786200586346
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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book examines the prediction of stock market movements of India using big data analytics. Stock markets have shifted from the guiding principle of standard finance into behavioral finance. Forecasting is one of the classic issues since the stock markets are volatile, stochastic and non-linear in nature. The values of Momentum, Relative Strength Index, Williams %R and Commodity Channel Index indicated both bullish and bearish trends for BSE-Sensex and NSE-Nifty stock indices which were rampant and robust during the study period. This phenomenon negates the Efficient Market Hypothesis, but it confirmed the existence of Random Walk Theory in the realm of capital market movements. One of the neural network methods, the k-nn algorithm exhibited a higher predictive accuracy than the logistic regression approach. The business architecture and market value of company stocks are changing in every millisecond. The close correlation between the predicted and the actual values indicated that deep learning methods such as Machine Learning and Artificial Neural Networks were more powerful tools in the stock price prediction and helped the investors to make intelligent investment decisions. N° de réf. du vendeur 9786200586346
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Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 232 pages. 8.66x5.91x0.53 inches. In Stock. N° de réf. du vendeur zk6200586349
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