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The application of chemometrics deri...

Northeastern University., Chemistry.

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The application of chemometrics derived pattern recognition methods to futures market analysis.

Record Type:	Electronic resources : Monograph/item
Title/Author:	The application of chemometrics derived pattern recognition methods to futures market analysis./
Author:	Yu, Tao.
Description:	212 p.
Notes:	Adviser: Bill Giessen.
Contained By:	Dissertation Abstracts International70-03B.
Subject:	Chemistry, Analytical. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3350073
ISBN:	9781109069655

The application of chemometrics derived pattern recognition methods to futures market analysis.
Yu, Tao.

The application of chemometrics derived pattern recognition methods to futures market analysis. - 212 p.

Adviser: Bill Giessen.

Thesis (Ph.D.)--Northeastern University, 2009.

Also, a novel use of moving averages, especially suitable for an oscillating market, has been introduced and successfully applied in market prediction. In this thesis, the S&P 500 futures market has been chosen as the market to study.

ISBN: 9781109069655Subjects--Topical Terms:

586156
Chemistry, Analytical.

The application of chemometrics derived pattern recognition methods to futures market analysis.
LDR:02409nmm 2200337 a 45 001 890596
005 20101103
008 101103s2009 eng d
020 $a 9781109069655
035 $a (UMI)AAI3350073
035 $a AAI3350073
040 $a UMI $c UMI
100 1 $a Yu, Tao. $3 1064550
245 1 4 $a The application of chemometrics derived pattern recognition methods to futures market analysis.
300 $a 212 p.
500 $a Adviser: Bill Giessen.
500 $a Source: Dissertation Abstracts International, Volume: 70-03, Section: B, page: 1643.
502 $a Thesis (Ph.D.)--Northeastern University, 2009.
520 $a Also, a novel use of moving averages, especially suitable for an oscillating market, has been introduced and successfully applied in market prediction. In this thesis, the S&P 500 futures market has been chosen as the market to study.
520 $a Cycle-theory-based market analysis is the main focus of this thesis, in which I try to find systematic methods to recognize and utilize market patterns, especially cyclic ones, to obtain a correct understanding of market movements. The KNN algorithm, a pattern recognition method extensively used in chemometrics, has been employed to recognize similarities of current market movements and historical markets to permit market forecasts. Bayesian analysis, another pattern recognition method, has been used to infer longer-term market trends based on observable shorter-term market behaviors and to improve the real-time application of the KNN algorithm. An artificial neural network method, an example of a non-linear information processing system, has also been applied in this research to combine cycle-relative information to market behavior modeling. The promising overall results show that there exists a correlation between current and historical price movements and shows the possibilities of utilizing pattern recognition methods to obtain correct market forecasts.
590 $a School code: 0160.
650 4 $a Chemistry, Analytical. $3 586156
650 4 $a Economics, Finance. $3 626650
690 $a 0486
690 $a 0508
710 2 0 $a Northeastern University. $b Chemistry. $3 1021800
773 0 $t Dissertation Abstracts International $g 70-03B.
790 $a 0160
790 1 0 $a Boyson, Nicole $e committee member
790 1 0 $a Dadkhah, Kamran $e committee member
790 1 0 $a Diem, Max $e committee member
790 1 0 $a Giessen, Bill, $e advisor
790 1 0 $a Jones, Graham $e committee member
791 $a Ph.D.
792 $a 2009
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3350073