Date of Award
2002
Document Type
Thesis
Publication Status
Version of Record
Submission Date
October 2026
Thesis/Dissertation Advisor [Chair]
Pandya, Abhijit S.
Abstract
In this thesis, application of GMDH Algorithm to real life problems is studied. A particular type of GMDH Algorithm namely TMNN is chosen for this purpose. An effort is made to forecast S&P Index Closing Value with the help of the forecaster. The performance of the TMNN Algorithm is simulated by implementing a tool in C++ for developing forecast models. The validation of this simulation tool is carried out with Sine Wave Values and performance analysis is done in a noisy environment. The noisy environment tests the TMNN forecaster for its robustness. The primary goal of this research is to develop a simulation software based on TMNN Algorithm for forecasting stock market index values. The main inputs are previous day's closing values and the output is predicted closing index.
Extent
81 p.
Recommended Citation
Mehta, Sandeep., "intelligent GMDH forecaster for forecasting certain variables in financial markets" (2002). Electronic Theses and Dissertations 2000 - 2009. 411.
https://digitalcommons.fau.edu/etd_general_5/411
Identifier
FADT12996
Comments
College of Engineering and Computer Science|FAU Electronic Theses and Dissertations Collection|Thesis (M.S.)--Florida Atlantic University, 2002.|College of Engineering and Computer Science