Essays about: "Oscar Nordfjell"
Found 1 essay containing the words Oscar Nordfjell.
-
1. Investigating the Performance of Random Forest Classification for Stock Trading
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : We show that with the implementation presented in this paper, the Random Forest Classification model was able to predict whether or not a stock was going to increase in value during the coming day with an accuracy higher than 50\% for all stocks included in this study. Furthermore, we show that the active trading strategy presented in this paper generated higher returns and higher risk-adjusted returns than the passive investment in the stocks underlying the strategy. READ MORE
Result pages:
1