Essays about: "Marcus Nordberg"

Found 2 essays containing the words Marcus Nordberg.

  1. 1. The Viability of Cluster Based Representations for Classification of Over the Counter Derivative Populations

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

    Author : Marcus Nordberg; [2017]
    Keywords : representation learning; clustering; otc derivatives; classification;

    Abstract : A population of financial derivatives can be compressed if a subset of derivatives yield a net cash flow that lies within a given tolerance level between the parties involved. To conduct a correct population compression, it is essential that all derivatives of the involved parties are present in the derivative set. READ MORE

  2. 2. Stock market index prediction using artificial neural networks trained on foreign markets : And how they compare to a domestic artificial neural network

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

    Author : Marcus Nordberg; Simon Karlsson; [2015]
    Keywords : ;

    Abstract : In this report, the location dependency of stock predicting articial neural networks(ANNs) is investigated. Five ANNs of the type feed forward network are trained on vedierent stock market indices (Denmark, Germany, Japan, Sweden and USA) and thencross-tested on the other markets to examine what impact this has on the predictionperformance. READ MORE