Essays about: "Oscar Jagermark"
Found 1 essay containing the words Oscar Jagermark.
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1. Predicting Short-Term ExtremeMovements in FX-markets Using Neural Networks
University essay from KTH/Matematisk statistikAbstract : 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
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