Essays about: "Intraday Markets"

Showing result 11 - 15 of 18 essays containing the words Intraday Markets.

  1. 11. Applying investor sentiment to a prediction model of the stock market

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : August Bergman; Sonja Ericsson; [2017]
    Keywords : ;

    Abstract : Using data-driven methods to predict the movements of the stock market is a growing field of research. Recently, large amounts of data sourced from online news and social media have been utilized to predict movements in financial markets. READ MORE

  3. 12. Algorithmic Trading Based on Hidden Markov Models — Hidden Markov Models as a Forecasting Tool When Trying to Beat the Market

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Josephine Cuellar Andersson; Linus Fransson; [2016-06-29]
    Keywords : Hidden Markov Model; prediction; forecast; finance; algorithmic trading; OMXS30.;

    Abstract : Introduction – All actors in the financial market strive towards earning risk-adjusted excess return. The recent decades new technology development have revolutionised financial markets and today’s actors are using advanced computer technology to develop trading algorithms in the pursue of earning excess returns. READ MORE

  4. 13. Management of thermal power plants through use values

    University essay from KTH/Elektriska energisystem

    Author : Céline Assémat; [2015]
    Keywords : electricity market; merit order; CCGT; gas turbine; variable operation cost; electricity market; day-ahead market; intraday market; use value; opportunity cost; optimisation; constraint; stock valuation; dynamic programming; Bellman algorithm;

    Abstract : Electricity is an essential good, which can hardly be replaced. It can be produced thanks to a wide rangeof sources, from coal to nuclear, not to mention renewables such as wind and solar. In order to meetdemand at the lowest cost, an optimisation is made on electricity markets between the differentproduction plants. READ MORE

  5. 14. Optimization importance in high-frequency algorithmic trading

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Vadim Suvorin; Dmytro Sheludchenko; [2012]
    Keywords : Trading strategies; algorithmic trading; optimization; futures; stock markets; high frequency trading;

    Abstract : The thesis offers a framework for trading algorithm optimization and tests statistical and economical significance of its performance on American, Swedish and Russian futures markets. The results provide strong support for proposed method, as using the presented ideas one can build an intraday trading algorithm that outperforms the market in long term. READ MORE

  6. 15. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets

    University essay from Handelshögskolan vid Umeå universitet

    Author : Md Kamrul Hasan; Shabyashachi Chowdhury; [2011]
    Keywords : Derivatives; Volatility; Liquidity; Index Options; Intraday return; Trading volume; Conditional volatility; Stock return volatility; Impacts; Underlying stocks;

    Abstract : The impact of the introduction of derivatives on the underlying stock is a debatable topic among the researchers. The issue is quite controversial as contradictory results have been obtained by researchers in various stock markets. READ MORE