State detection in a financial portfolio: a self-organizing maps approach for financial time series
This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measur...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2015
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| Texto completo: | http://hdl.handle.net/10362/14157 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/14157 |