Essays about: "Oscar Jagermark"

Found 1 essay containing the words Oscar Jagermark.

  1. 1. Predicting Short-Term ExtremeMovements in FX-markets Using Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Oscar Jagermark; [2018]
    Keywords : ;

    Abstract : This thesis applies deep neural networks with complex feature inputs in an attempt to predict extreme price movements of up to 20 seconds in the EUR/USD exchange rate. The results show that neural networks do have predictive power in this application, and could potentially be used in con-junction with other models to predict the movements of the FX-market in ahigh-frequencytrading environment. READ MORE