Essays about: "Intraday market"

Showing result 6 - 10 of 51 essays containing the words Intraday market.

1. 6. Exploring the Feasibility of Replicating SPAN-Model's Required Initial Margin Calculations using Machine Learning : A Master Thesis Project for Intraday Margin Call Investigation in the Commodities Market

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Clara Branestam; Amanda Sandgren; [2023]
   Keywords : Machine Learning; Market Risk; Initial Margin; SPAN-model; Central Counterparty Clearing; Margin Call;

   Abstract : Machine learning is a rapidly growing field within artificial intelligence that an increasing number of individuals and corporations are beginning to utilize. In recent times, the financial sector has also started to recognize the potential of these techniques and methods. READ MORE

3. 7. Study on feasibility of small-scale pumped hydro storage- A case study in Sweden

   University essay from Lunds universitet/Institutionen för energivetenskaper

   Author : Prashant Niroula; [2023]
   Keywords : energy storage; pumped hydropower; electricity market; investment; new technologies; feasibility; Technology and Engineering;

   Abstract : The European union has been aggressively pushing forward with policies favoring renewable sources of energy. As a result, the share of intermittent renewables in the European power grid is rising and is expected to grow even more in the coming decade. The Swedish energy agency also forecast huge growth in wind power. READ MORE

4. 8. 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

5. 9. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

   University essay from Göteborgs universitet/Graduate School

   Author : Olle Ekesryd; Tom Carlson; [2022-06-29]
   Keywords : unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

   Abstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE

6. 10. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Charles Gyllhamn; Jacob Winberg; [2022]
   Keywords : Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

   Abstract : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. READ MORE