Tuesday, December 29, 2009

BI Dissertation – Master degree done!

Dissertation
Finally I got my master degree on Decision Support Systems/ Business Intelligence. It was almost 2 years and half and finally I defended my dissertation yesterday. I want to thank all those people who always encouraged me to “fight” for this and special thanks to my supervised Dr. Orlando Belo (Universidade do Minho – Portugal), Steve Vanstone (Bonds University – Australia) and Dr. Chong (Chinese University of Hong Kong – China). (Check out the previous post I wrote about the dissertation here)

Check below the abstract of my dissertation that I’m thinking to translate to English for sending to all those people around the world that gave me feedback about their works and some support to my dissertation.

Abstract
"In the current economic environment, the value of information is increasingly important in the habits and customs of each citizen. Prices per barrel of oil, Euribor rates, equity indexes, inflation rate, among others, arrive everyday at our homes through the media. Their study is increasingly important, especially by the need to identify their impact on our daily quotidian.

The application of Data Mining (DM) techniques, in an attempt to predict the movement of the stock market, has never been a very well accepted, mainly by economists and the academic world. It is an area of high complexity, and the fact that it involves money, mean that their research, especially successful, is not made public. However, these techniques exist, and are increasingly used not only in financial markets, but also in practically all other activity sectors.

This dissertation begins by making an approach to the complex world of the stock market, in an attempt to demystify it a little. Subsequently, based on investment rules normally applied by practitioners, it’s presented a model of an artificial neural network, which provides in a daily basis, the decision to buy, hold or sell a particular asset, supported by a decision support system to monitor and analyze the evolution of the made decisions."

Keywords: Decision Support Systems, Data Mining, Knowledge Discovery in Data, Business Intelligence, ETL, Data Warehousing

I also added some screenshots of dissertation presentation I made yesterday… if you’ll be curious about the data mining model results, just tell me and I will translate all slides.

Dissertation AgendaDissertation problem
Dissertation Problem 2Dissertation ObjectivesDissertation OverviewDissertation Future Work
I hope you enjoy this. Regards,
Pedro.

23 comments:

Amin said...

Hi Pedro,

Congratulations,
It is very good news that you could finally finish it.
I wish you the best.
It is also interesting for me to know more detail about how this model works.

Cheers,
Amin

Hennie said...

Congratulations!
take one from me...

Pedro said...

HI Amin,
Thanks for the comments and visit. I'll try to show some more info about what I did...:-)

Hi Hennie,
I can take a master for you... if you pay the master... lolol...
I did it not for the master certification, but for the passion of the research!

Thanks to you both!!
Pedro

Anonymous said...

Hi Pedro,

Congratulations on Completion of your Masters. i am interested to find more information about this & how this model works. Can you please email me all the slides as well as all the information that you have in this area.

Anyway, I Wish you all the best From all our Bloggers....

Thanks,
Suman..

Anonymous said...

Parabens Pedro! =O)

Pedro said...

Thanks for your kindly words.
If I receive more feedback I'll try to have some time translating the all slides.:-)
regards and happy new!
Pedro

Heloísa said...

Congratulations Pedro.Your blog glooms enthousiasm everywhere. And now that you finished your master degree, which i suppose occupied a lot of your time, i guess you will be urricaning BI world with such an energy.

All the best
And a overwelming 2010 for you
Heloísa

Pedro said...

Hi Heloisa,
Thanks for you visit and kindly words.
Regards,
Pedro

Chrissy said...

hi Pedro,

Congratulations about your masters..:)
i was searching about this topic on the internet and your blog came up, i have to say it got me really interested.

i'd really love if you sent me the rest of the slides or any paper that contains your whole idea, i'd love to go through it :)

have a great day
Christine

manel said...

Boas Pedro,

Parabens pelo Mestrado. Acho o tema extremamente pertinente, uma vez que me interesso por mercados de apostas.

ando a tentar implementar algo parecido com o que tu fizeste, mas no contexto diferente, no mercado das apostas.

É possível disponibilizares a tua dissertação para ler ?

Relativamente à aplicação, chegaste a implementa-la totalmente, ou apenas desenhaste a arquitectura ?

abraço
manel

Manel said...

Boas Pedro,

Parabens pelo Mestrado e pelo facto de abordares um tema interessante, o trading e os sistema de decisão.

Estou tentar desenvolver algo parecido com o que abordaste no mestrado, mas vocacionado para os mercados de trading de apostas desportivas.

Será que é possível ler a tua dissertação ?

Relativamente à aplicação desenhaste apenas a arquitectura ou chegaste a deselvolver ?


Abraço
Manel

Pedro said...

Hi Christine,
I'll try to convert all the slides for you. Send me an email!
thansk for your visit to the blog!!
Pedro

Pedro said...

manel,
Thanks for your visit and kindly comments... I'm preparing to start applying all the research I made...
Maybe we can join some efforts and apply some work to the games...:-)
Let me know more details about what are you trying to do and maybe I can help you!
regards!
Pedro

Chrissy said...

Hi again Pedro,

thank you for your kind reply and helpful attitude..

chriss.sami@gmail.com
that is my email

and here's a link to a program that can convert powerpoint to images faster.. (in case you don't have one already)

http://www.batchconverter.com/FreePowerPointtoImageConverter-download-76124.shtml

thank you again
and i wish you the best.. :)

Christine

Pedro said...

Ola Manel,
Envie-me o seu email para falarmos melhor sobre as suas ideias!
Um abraço!
Pedro

Chrissy said...

hi again Pedro..

i'm just interested to ask you a question..

about your masters topic..i understand you needed to fee your neural networks historical data in order to be able to predict the future of the stock prices

WHERE DID YOU GET THESE HUGE FINANCIAL STATEMENTS TO TRAIN YOUR NN????

do you have a database or did you manualy dowload company by company??

waiting for your reply (and for you to send me those materials still)

thank you very much
have a great day
Christine

Pedro said...

Hi Chrissy,
I just imported from Yahoo website into a SQL Database... simple!
used an SSIS package... I can post an article about it if you need.
Regards,
Pedro

Chrissy said...

hi Pedro

yes, please i'd love to read an article about that, that will be of great help..

thanks alot :)
and have a great day
Christine

Anonymous said...

Hi Pedro,


How do you with an SSIS package pick the information from a website ?


thanks
Peter

Pedro said...

Hi Chrissy and Peter,
I think you deserve a post in my blog explaining the SSIS package I used to connect to a website.
I'll try during this week... If not ask me again,... I should do it for you!
I'm very very busy, but I should try!
Thanks for your visit to this blog!
regards,
Pedro

Anonymous said...

Hi Pedro,

Don't forget the article about the SSIS package that pick the info pro the web site :)


Regards
Peter

Anonymous said...

Hi Pedro,

As soon as possible please write somre words about the package that you developed that pick the info from the web site.


Best Regards,
Peter

Pedro said...

Hi Peter,
sorry for the delay...I'm almost there!!! I just need some few days to finish the classes and after that I'll have time to do it for you!!!! Sorry!!
Thanks for you post!!
Pedro

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