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[{"key": "dc.contributor.advisor", "value": "M\u00e4kinen, Raino", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Leskinen, Jarre", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2021-09-14T07:05:05Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2021-09-14T07:05:05Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2021", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/77792", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Tutkielma k\u00e4sittelee tukivektorikoneen luokitteluongelman valinnan merkityst\u00e4 osakemarkkinoiden ennustamisessa. Aikaisempia tutkimuksia erilaisista luokitteluongelmista on v\u00e4h\u00e4n, mik\u00e4 nostaa esille tarpeen t\u00e4m\u00e4n aiheen tutkimisen. Uutta keskihajontasuhteutettua luokitteluongelmaa verrataan aikaisemmissa tutkimuksissa suosittuun seuraavan p\u00e4iv\u00e4n suuntaa ennustavaan luokitteluongelmaan. Tukivektorikoneiden ominaisuudet valitaan aikaisempien tutkimusten perusteella ja niiden tarkkuutta verrataan toisiinsa sek\u00e4 vertailuindeksin\u00e4 k\u00e4ytett\u00e4v\u00e4\u00e4n DAX-osakeindeksiin. Ennustemalleista muodostetaan aktiivisia kaupank\u00e4yntistrategioita, joita analysoidaan taustatestaamalla k\u00e4ytt\u00e4en historiallista kurssidataa. Tulokset osoittavat uuden keskihajontasuhteutetun luokitteluongelman johtavan huomattavasti parempiin tuloksiin sek\u00e4 korostavan tarvetta jatkotutkimuksille erilaisista luokitteluongelmista.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.abstract", "value": "This thesis examines the impact of support vector machine's classification problem selection on stock market forecasting. Previous research on different types of classification problems has been minimal which raises the need for research on this topic. A new standard deviation adjusted classification problem is compared against a popular next day's direction forecasting classification problem. The feature engineering for the support vector machines is based on previous research and they are compared against each other as well as the benchmark stock market index DAX. The forecasting models are used to form active trading strategies that are analysed with backtesting using historical price data. The results demonstrate that the new standard deviation adjusted classification problem produces significantly better results and highlight the need for further studies on different types of classification problems.", "language": "en", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2021-09-14T07:05:04Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2021-09-14T07:05:05Z (GMT). No. of bitstreams: 0\n Previous issue date: 2021", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "58", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "tukivektorikone", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Tukivektorikoneen luokitteluongelman valinnan merkitys osakemarkkinoiden ennustamisessa", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202109144873", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Informaatioteknologian tiedekunta", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Faculty of Information Technology", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Informaatioteknologia", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Information Technology", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Tietotekniikka", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Mathematical Information Technology", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "602", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "arvopaperimarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "osakkeet", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "koneoppiminen", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "volatiliteetti", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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