Essays about: "Isabella Mustén Ross"

Found 1 essay containing the words Isabella Mustén Ross.

  1. 1. 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