Essays about: "technical analysis stock market"

Showing result 1 - 5 of 35 essays containing the words technical analysis stock market.

  1. 1. The place of space mining news in the valuation of stocks

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Albin Landers; [2023]
    Keywords : Space mining; Stock markets; Spinoff technologies; Market reaction; Abnormal return;

    Abstract : Background. Space mining is a subject of growing interest. People see where society is heading and that something needs to be done to pave the way for future generations. Outer space contains both the Moon and other celestial bodies as well. READ MORE

  3. 2. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  4. 3. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Bao Liu; Chuyue Huan; [2023]
    Keywords : Machine learning; Asset pricing model; Chinese stock market;

    Abstract : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. READ MORE

  5. 4. 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

  6. 5. Mimicking Claimed Alpha Generating Strategies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Patric Torén; [2023]
    Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE