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
Terms of Use & License Information
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.
Recommended Citation
Sacks, Maxwell, "Neural Networks: Building a Better Index Fund" (2017). CMC Senior Theses. 1666.
https://scholarship.claremont.edu/cmc_theses/1666
This thesis is restricted to the Claremont Colleges current faculty, students, and staff.
