Essays about: "Karl Tengelin"

Found 1 essay containing the words Karl Tengelin.

  1. 1. Tick data clustering analysis establishing support and resistance levels of the EUR-USD exchange market

    University essay from Lunds universitet/Matematisk statistik

    Author : Karl Tengelin; [2020]
    Keywords : Tick data; Support-and resistance levels; Clustering methods; Gaussian mixture model; Kmeans; EUR-USD exchange rates; Clustering performance metrics; Market activity; Mathematics and Statistics;

    Abstract : Our aim is to use clustering algorithms in order to compute support and resistance levels within an intra-day trading setting. To achieve this we use a tick data set from the EUR-USD exchange market during 2019 as a measure of market activity. READ MORE