Essays about: "Stock Trend Prediction"

Showing result 1 - 5 of 8 essays containing the words Stock Trend Prediction.

1. 1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

   University essay from KTH/Matematisk statistik

   Author : Max Aronsson; Anna Folkesson; [2023]
   Keywords : Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

   Abstract : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. READ MORE

3. 2. A Regression Analysis of the Parameters Influencing the Share Price During the First Day After an IPO

   University essay from KTH/Matematisk statistik

   Author : Daniel Johnsson; Matilda Caddeo; [2023]
   Keywords : Regression Analysis; IPO; Stocks; Marketplace; Under pricing; Investment Banking; Prediction; Regressionsanalys; Börsnotering; Aktier; Marknadsplats; Under Pricing; Investment Banking; Predicera;

   Abstract : This study focuses on initial public offerings (IPOs), which are the process of making a company's shares available for public trading on a stock market. Despite global uncertainties in recent years, there has been a high demand for company listings in the market. READ MORE

4. 3. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Isabella Mustén Ross; [2023]
   Keywords : Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

   Abstract : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. READ MORE

5. 4. A reverse data-driven energy estimation approach for evaluating renewable energy systems implementation in New York City

   University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö; Lunds universitet/Avdelningen för Energi och byggnadsdesign

   Author : Seyedmohammad Hosseini; [2021]
   Keywords : Energy use prediction; Energy performance simulation; Renewable energy source; data-driven energy estimation; Statistical methods; Reverse method; Regression model; Urban modelling; Energy modelling; Generative modelling; Geothermal heat pump; Borehole Thermal Energy Storage.; Technology and Engineering;

   Abstract : Urban areas are responsible for a significant part of greenhouse gas emissions. Megacities, especially, have cumulative impacts due to different anthropogenic heat sources and urban heat island phenomena. It is therefore vital to replace fossil fuel burning heating sources with renewable sources in the current building stock. READ MORE

6. 5. Predicting the Movement Direction of OMXS30 Stock Index Using XGBoost and Sentiment Analysis

   University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

   Author : Podasca Elena; [2021]
   Keywords : Machine learning; XGBoost; Sentiment analysis; Stock market prediction; OMXS30;

   Abstract : Background. Stock market prediction is an active yet challenging research area. A lot of effort has been put in by both academia and practitioners to produce accurate stock market predictions models, in the attempt to maximize investment objectives. Tree-based ensemble machine learning methods such as XGBoost have proven successful in practice. READ MORE