Essays about: "STOCK PRICE predict]"

Showing result 1 - 5 of 53 essays containing the words STOCK PRICE predict].

1. 1. Stock Price Predictions for FAANG Companies Using Machine Learning Models

   University essay from Lunds universitet/Statistiska institutionen

   Author : Hugo Dahlquist; Fredrik Fourong; [2024]
   Keywords : Random Forest; Artificial Neural Networks; Stock prices; Predictions.; Mathematics and Statistics;

   Abstract : The financial industry is one of the highest grossing sectors in the world as it is estimated to represent 24\% of the global economy. As most companies want their asset value to increase, it is of high interest to make good investments which will increase in either the short or long run. READ MORE

3. 2. On Predicting Price Volatility from Limit Order Books

   University essay from Uppsala universitet/Matematiska institutionen

   Author : Reza Dadfar; [2023]
   Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

   Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

4. 3. Swedish Stock and Index Price Prediction Using Machine Learning

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Henrik Wik; [2023]
   Keywords : Stock Price Prediction; Machine Learning; Time Series Analysis; Linear Regression; K-Nearest Neighbors; Random Forest; Support Vector Machines; Neural Networks;

   Abstract : Machine learning is an area of computer science that only grows as time goes on, and there are applications in areas such as finance, biology, and computer vision. Some common applications are stock price prediction, data analysis of DNA expressions, and optical character recognition. READ MORE

5. 4. Forecasting gold returns using principal component analysis from a large number of predictors

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Fredrik Allgén; [2023]
   Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

   Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

6. 5. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Isabella Mustén Ross; [2023]
   Keywords : Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

   Abstract : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. READ MORE