Calculating Stock Fluctuation to Optimize Portfolio Gains using ANNs and CAPM
Faculty Sponsor
Peter Tucker, Whitworth University
Research Project Abstract
The purpose of this research is to show the thought process that goes into creating an AI for stock prediction. It will explain the foundations for the fundamental concepts needed to further investigate this field. For this project I will be using an Automatic Neural Network to analyze previously known data to develop a logical prediction value with 95% certainty. Then using the values obtained by the ANN, I will implement the Capital Asset Pricing Model to determine which stocks should be invested in. This will then lead to a greatly optimized portfolio and improved gains.
Session Number
RS1
Location
Robinson 141
Abstract Number
RS1-b
Calculating Stock Fluctuation to Optimize Portfolio Gains using ANNs and CAPM
Robinson 141
The purpose of this research is to show the thought process that goes into creating an AI for stock prediction. It will explain the foundations for the fundamental concepts needed to further investigate this field. For this project I will be using an Automatic Neural Network to analyze previously known data to develop a logical prediction value with 95% certainty. Then using the values obtained by the ANN, I will implement the Capital Asset Pricing Model to determine which stocks should be invested in. This will then lead to a greatly optimized portfolio and improved gains.