Essays about: "Aleksandar Palikuca"

Found 1 essay containing the words Aleksandar Palikuca.

  1. 1. Predicting High Frequency Exchange Rates using Machine Learning

    University essay from KTH/Matematisk statistik

    Author : Aleksandar Palikuca; Timo Seidl; [2016]
    Keywords : ;

    Abstract : This thesis applies a committee of Artificial Neural Networks and Support Vector Machines on high-dimensional, high-frequency EUR/USD exchange rate data in an effort to predict directional market movements on up to a 60 second prediction horizon. The study shows that combining multiple classifiers into a committee produces improved precision relative to the best individual committee members and outperforms previously reported results. READ MORE