Osakekurssien ennustaminen koneoppimisen menetelmillä

Osakemarkkinoiden ennustaminen ja ennustettavuus on ollut polttava kysymys sijoittajien ja tutkijoiden keskuudessa jo vuosikymmeniä. Tekoälyn suosion kasvun myötä koneoppimisen menetelmistä on pyritty löytämään keinoja ennustamiseen. Tässä tutkielmassa tutustutaan osakemarkkinoiden ennustettavuuteen...

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Main Author: Hoikkala, Kalle
Other Authors: Informaatioteknologian tiedekunta, Faculty of Information Technology, Informaatioteknologia, Information Technology, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:fin
Published: 2021
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/78450
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author Hoikkala, Kalle
author2 Informaatioteknologian tiedekunta Faculty of Information Technology Informaatioteknologia Information Technology Jyväskylän yliopisto University of Jyväskylä
author_facet Hoikkala, Kalle Informaatioteknologian tiedekunta Faculty of Information Technology Informaatioteknologia Information Technology Jyväskylän yliopisto University of Jyväskylä Hoikkala, Kalle Informaatioteknologian tiedekunta Faculty of Information Technology Informaatioteknologia Information Technology Jyväskylän yliopisto University of Jyväskylä
author_sort Hoikkala, Kalle
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description Osakemarkkinoiden ennustaminen ja ennustettavuus on ollut polttava kysymys sijoittajien ja tutkijoiden keskuudessa jo vuosikymmeniä. Tekoälyn suosion kasvun myötä koneoppimisen menetelmistä on pyritty löytämään keinoja ennustamiseen. Tässä tutkielmassa tutustutaan osakemarkkinoiden ennustettavuuteen liittyvään teoriaan ja toteutetaan vertaileva empiirinen tutkimus ennusteiden välillä, jotka ovat toteutettu tunnetuilla koneoppimisen menetelmillä. Saatuja tuloksia verrataan naiiviin ennustusmenetelmään ja tulosten pohjalta pohditaan osakemarkkinoiden ennustettavuutta. Stock market predictability has been a relevant topic for decades for both investors and academic researchers. The risen popularity of artificial intelligence has lead to attempts to forecast stock market using machine learning algorithms. In this thesis, we first familiarize ourselves with the relevant theory of market predictability and then conduct an empirical test comparing the performance of forecasts that are made by using known machine learning algorithms. The results are also compared to forecasts using naive forecasting mehtod. Finally we reflect stock market predictablility based on the results.
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spellingShingle Hoikkala, Kalle Osakekurssien ennustaminen koneoppimisen menetelmillä osakemarkkinat lstm arima Tietotekniikka Mathematical Information Technology 602 tekoäly koneoppiminen ennusteet arvopaperimarkkinat aikasarjat neuroverkot
title Osakekurssien ennustaminen koneoppimisen menetelmillä
title_full Osakekurssien ennustaminen koneoppimisen menetelmillä
title_fullStr Osakekurssien ennustaminen koneoppimisen menetelmillä Osakekurssien ennustaminen koneoppimisen menetelmillä
title_full_unstemmed Osakekurssien ennustaminen koneoppimisen menetelmillä Osakekurssien ennustaminen koneoppimisen menetelmillä
title_short Osakekurssien ennustaminen koneoppimisen menetelmillä
title_sort osakekurssien ennustaminen koneoppimisen menetelmillä
title_txtP Osakekurssien ennustaminen koneoppimisen menetelmillä
topic osakemarkkinat lstm arima Tietotekniikka Mathematical Information Technology 602 tekoäly koneoppiminen ennusteet arvopaperimarkkinat aikasarjat neuroverkot
topic_facet 602 Mathematical Information Technology Tietotekniikka aikasarjat arima arvopaperimarkkinat ennusteet koneoppiminen lstm neuroverkot osakemarkkinat tekoäly
url https://jyx.jyu.fi/handle/123456789/78450 http://www.urn.fi/URN:NBN:fi:jyu-202111025476
work_keys_str_mv AT hoikkalakalle osakekurssienennustaminenkoneoppimisenmenetelmillä