Financial Analysis Using Data Mining Techniques and Modelling

  • Shantanu Jha university of pune
  • Rajeshwar Sisodia
  • Yash Khandelwal
  • Nidhi Dube
  • Anita Gunjal
Keywords: neural networks, data mining, mergers, acquisitions, portfolio management

Abstract

The financial markets see a fair amount of usage of predictive technology and automated computer programs that use mining. Data mining utilizes the principle that historic data is a reliable basis for estimating performance in the future. The technology is designed to help investors make better investment decisions by extracting hidden patterns from the available historic data. From the obtained result, we can build various models (using neural networks) to value the company. A company’s valuation can help other companies to weigh up possible mergers and acquisitions. Stock market analysis is widely regarded as a challenging problem in financial time series prediction. This paper discusses the various techniques used for modelling the vast financial data available electronically and the portfolio management methodologies required to help investors and institutions make better investment decisions. Also, it investigates various geopolitical events that place a challenge on successful stock market prediction.

References

[1] Hossein Nikooa, Mahdi Azarpeikanb, Mohammad Reza Yousefib,c, Reza Ebrahimpourb,c, and Abolfazl Shahrabadia,d (2007). “Using A Trainable Neural Network Ensemble for Trend Prediction of Tehran Stock Exchange” IJCSNS International Journal of Computer Science and Network Security, VOL.7 No.12, [2] K. Senthamarai Kannan, P. Sailapathi Sekar, M.Mohamed Sathik and P. Arumugam “Financial Stock Forecast Using Data mining techniques”. [3] Justin Wolfers and Eric Zitzewitz (2006). “Prediction Markets in Theory and Practice”NBER Working Paper No.12083. [4] Hol, E.M.J.H. (2003): ING Group Credit Risk Management, Amsterdam, “The Netherlands Empirical studies on Volatility in International Stock Markets
Published
2018-03-24
How to Cite
Jha, S., Sisodia, R., Khandelwal, Y., Dube, N., & Gunjal, A. (2018). Financial Analysis Using Data Mining Techniques and Modelling. Asian Journal For Convergence In Technology (AJCT) ISSN -2350-1146, 3(3). Retrieved from http://www.asianssr.org/index.php/ajct/article/view/245
Section
Article

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