title
Mitme sagedusega finantsandmete aegrea prognoosimise meetodite võrdlusanalüüs
Comparative Analysis of Time Series Forecasting Methods for Multi-Frequency Financial Data
author
Kutser, Kadri-Liis
keywords
aegridade analüüs
tehisõpe
sügavõpe
finantsvarad
hinnad
prognoosimine
tehisnärvivõrgud
magistritööd
master's theses
time series forecasting
machine learning
deep learning
financial assets
closing prices
exponential smoothing
ARIMA
random forest
support vector regression
multilayer perceptron
recurrent neural network
long short-term memory
gated recurrent unit
multi-frequency forecasting models
hierarchical ensemble learning
supervisor
Dunajeva, Olga
defence date
28.05.2024
language
est
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Infotehnoloogia teaduskond
School of Information Technologies
department / college
Tarkvarateaduse instituut
Department of Software Science