Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/142541
Title: A web scraping framework for stock price modelling using deep learning methods
Author: Fibla Salgado, Aleix
Director/Tutor: Torra Porras, Salvador
Keywords: Estadística
Dades massives
Anàlisi financera
Treballs de fi de grau
Statistics
Big data
Investment analysis
Bachelor's thesis
Issue Date: Jun-2019
Abstract: (eng) This work aims to shed light to the process of webs craping,emphasizing its im- portance in th enew ’BigData’ era with an illustrative application of such methods in financial markets. The work essentially focuses on differents craping methodolo- gies that can be used to obtain large quantities of heterogenous data in realtime. Automatization of data extraction systems is one of the main objectives pursuedin this work, immediately followed by the development of a framework for predic- tive modelling. Applying neural networks and deep learning methods to the data obtained through webscraping. The goal pursued is toprovide the reader with some remarkable notes on how these models work while allowing room for further research and improvements on the models presented.
Note: Treballs Finals de Grau en Estadística UB-UPC, Facultat d'Economia i Empresa (UB) i Facultat de Matemàtiques i Estadística (UPC), Curs: 2018-2019, Tutor: Salvador Torra Porras
URI: http://hdl.handle.net/2445/142541
Appears in Collections:Treballs Finals de Grau (TFG) - Estadística UB-UPC

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