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Restaurant Industry Stock Price Forecasting Model Utilizing Artificial Neural Networks to Combine Fundamental and Technical Analysis

Dravenstott, Ronald W.
http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1337780178

Abstract Details

2012, Master of Science (MS), Ohio University, Industrial and Systems Engineering (Engineering and Technology).
Stock price forecasting is a classic problem facing analysts. Forcasting models have been developed for predicting individual stocks and stock indices around the world and in numerous industries. According to a literature review, these models have yet to be applied to the restaurant industry. Strategies for forecasting typically include fundamental and technical variables. In this thesis, fundamental and technical inputs were combined into an Artificial Neural Network stock prediction model for the restaurant industry. Models were designed to forecast 1 week, 4 weeks, and 13 weeks into the future. The model performed better than the benchmarks. The prediction accuracy of the model reached as high as 60%. The model with the most success was a Multilayer Perceptron Artificial Neural Network with 2 hidden layers having 40 and 20 processing elements in those layers using the hyperbolic tangent transfer function and Delta Bar Delta learning algorithm.
Gary Weckman, PhD (Committee Chair)
Tao Yuan, PhD (Committee Member)
Namkyu Park, PhD (Committee Member)
Andy Snow, PhD (Committee Member)
66 p.
Engineering; Finance; Industrial Engineering
Artificial Neural Network; ANN; Restaurant; Stock Price Forecast; Fundamental Analysis; Technical Analysis

Recommended Citations

Citations

  • Dravenstott, R. W. (2012). Restaurant Industry Stock Price Forecasting Model Utilizing Artificial Neural Networks to Combine Fundamental and Technical Analysis [Master's thesis, Ohio University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1337780178

    APA Style (7th edition)

  • Dravenstott, Ronald. Restaurant Industry Stock Price Forecasting Model Utilizing Artificial Neural Networks to Combine Fundamental and Technical Analysis. 2012. Ohio University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1337780178.

    MLA Style (8th edition)

  • Dravenstott, Ronald. "Restaurant Industry Stock Price Forecasting Model Utilizing Artificial Neural Networks to Combine Fundamental and Technical Analysis." Master's thesis, Ohio University, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1337780178

    Chicago Manual of Style (17th edition)

ohiou1337780178
769
© 2012, all rights reserved.
This open access ETD is published by Ohio University and OhioLINK.