Welcome to FYP 2016!
Financial Market Forecaster
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Using Machine Learning and data mining techniques to predict the future market trend.

Historical data analysis

We fetch historical data of multiple indices and financal products. Apply alorithms to determine their market efficiency and predictability.

Model Training

With various trading products, we select those with high predictability and apply machine learning and data mining techniques to build forecasting model.

Trading Portfolio

Base on theories and well-trained models, we design serval trading portfolios to analyze the performance of our models.


Documents related to this project.


Timeline of the project.

  • Sep - Nov 2016

    Research Phase

    We have done extensive research on the possibility and correspondingg methods on predicting the market. Economics theories and machine learning algorithms are studied through this phase.

  • Nov - dec 2016

    Raw Data Collection

    We have collected data from open sources like Yahoo! Finace to prepare for the data analyses. Also, we have also prepared scripts to fetch real-time data avaible on the internet.

  • Dec 2016 - Jan 2017

    Simple Model Construction

    Based on the historical data we have collected, we use several simple methods to test the performance of different proposed methods.

  • 9 Jan 2017

    First Presentation

    We have done the first presentation regardingg the backround, proposed methods, future work of the project.

  • To Be

Our Amazing Team

Dr. Yip Chi Lap

Project Coordinator

Jack Chan

Project Leader

This project is built under the reqiuremnet of HKU course COMP4801 Final Year Project.


Do not hesitate.