Essays about: "Arvid Gramer"

Found 1 essay containing the words Arvid Gramer.

  1. 1. Predicting Forex Rates using Sentiment Analysis on Financial Articles

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Arvid Gramer; Simon Danielsson; [2023]
    Keywords : Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

    Abstract : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. READ MORE