Essays about: "Olle Dahlén"

Found 3 essays containing the words Olle Dahlén.

  1. 1. Optimized Trade Execution with Reinforcement Learning

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Olle Dahlén; Axel Rantil; [2018]
    Keywords : Reinforcement Learning; Deep Learning; Trade Execution; Proximal Policy Optimization;

    Abstract : In this thesis, we study the problem of buying or selling a given volume of a financial asset within a given time horizon to the best possible price, a problem formally known as optimized trade execution. Our approach is an empirical one. We use historical data to simulate the process of placing artificial orders in a market. READ MORE

  3. 2. Multi-Scale Predictability for Emerging Foreign Exchange Markets

    University essay from Linköpings universitet/Nationalekonomi

    Author : Olle Dahlén; Anton Ask Åström; [2016]
    Keywords : ;

    Abstract : Expanding the work done by Bekiros and Marcellino [2013] to emerging markets will give a better understanding of the prediction power of artificial neural networks with a wavelet design. The finan- cial perspective discussed will be from an investor or traders view with possible strategies and policies. READ MORE

  4. 3. Traveling Into The Future: The Development of a Currency Exchange Application

    University essay from Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Olle Dahlén; Fredrik Urby; Sebastian B. Fredriksson; Kevin Dabérius; Idris Qaderi; Magnus Wilson; Martin Axelsson; Anton Ask Åström; Gustaf Nilsson; [2016]
    Keywords : ;

    Abstract : This thesis examines the experiences and results regarding the development of the web application Cash-on- Arrival, an online currency exchange service where the customer can order their currency exchange ahead of their travel to save money compared to exchanging their money at the time of arrival to their destination. The thesis mainly focuses on answering the research questions raised concerning how a secure and usable web application can be developed as well as how it can save money for travelers. READ MORE