Essays about: "Trading Volume Prediction"
Showing result 1 - 5 of 9 essays containing the words Trading Volume Prediction.
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1. Predicting Nordic Takeover Targets: A Binary Logit Analysis
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This thesis aims to investigate if certain firm characteristics increase the likelihood of a company being acquired and if these factors can successfully predict which firms become subjects to takeovers in the Nordic setting. We compare data on a sample of Nordic targets and non-targets between the years 2012 and 2021, and test hypotheses regarding firm and industry characteristics, as well as market sentiments through binary logit models. READ MORE
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2. Forecasting daily stock market trading volume using Machine Learning
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Today, brokers within the stock market brokerage industry are having difficulties with accurately forecasting the trading volume that is conducted by their customers. This is especially a problem during periods of exceptionally high or low trading volumes. READ MORE
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3. Biased While Betting on Bernie? A cross-sectional and panel data analysis of prediction error in U.S. election prediction markets from 2015 to 2020
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : A consensus seems to have emerged that political prediction markets can lose predictive power when certain efficiency criteria are not met. With a cross-sectional dataset of 570 prediction markets about U.S. elections and a panel dataset with 6,465 days of trading from PredictIt. READ MORE
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4. Strategies for High Frequency FX Trading - The choice of bucket size
University essay from Lunds universitet/Matematisk statistikAbstract : This thesis aims at developing and evaluating a model for high frequency foreign exchange data, that beats the TWAP benchmark the majority of the time. This is done by dividing the total order time into smaller time buckets and trading a smaller quantity of the total order volume in each bucket. READ MORE
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5. On-Line Market Microstructure Prediction Using Hidden Markov Models
University essay from KTH/Matematisk statistikAbstract : Over the last decades, financial markets have undergone dramatic changes. With the advent of the arbitrage pricing theory, along with new technology, markets have become more efficient. READ MORE