Essays about: "Filippa Bång"

Found 1 essay containing the words Filippa Bång.

  1. 1. Intraday price prediction of Nordic stocks with limit order book data

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

    Author : Filippa Bång; [2020]
    Keywords : ;

    Abstract : Predicting the direction of mid price changes could facilitate the decision of when in time an order should be placed on the market. The purpose of this thesis is to evaluate modelling approaches used to classify the direction of mid price changes in the limit order book on short term. READ MORE