Graduation Year

2017

Date of Submission

4-2017

Document Type

Campus Only Senior Thesis

Degree Name

Bachelor of Arts

Department

Computer Science

Reader 1

Mariam Salloum

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Terms of Use for work posted in Scholarship@Claremont.

Rights Information

© 2017 Maxwell B Sacks

Abstract

Big data has become a rapidly growing field amongst firms in the financial sector and thus many companies and researchers have begun implementing machine learning methods to sift through large portions of data. From this data, investment management firms have attempted to automate investment strategies, some successful and some unsuccessful. This paper will investigate an investment strategy by using a deep neural network to see whether the stocks picked from the network will out or underperform the Russell 2000.

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