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Found 2 essays matching the above criteria.

1. 1. Reinforcement Learning for Market Making

   University essay from KTH/Matematisk statistik

   Author : Simon Carlsson; August Regnell; [2022]
   Keywords : Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

   Abstract : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. READ MORE

3. 2. Analysis of Performance Measures affecting the economic success on the PGA Tour using multiple linear regression

   University essay from KTH/Matematisk statistik

   Author : Johannes Högbom; August Regnell; [2020]
   Keywords : ;

   Abstract : This bachelor thesis examined the relationship between performance measures and prize money earnings on the PGA Tour. Using regression analysis and data from seasons 2004 through 2019 retrieved from the PGA Tour website this thesis examined if prize money could be predicted. READ MORE