Essays about: "Shahab Garoosi"

Found 1 essay containing the words Shahab Garoosi.

  1. 1. Trading algorithms for high-frequency currency trading

    University essay from Umeå universitet/Institutionen för fysik

    Author : Shahab Garoosi; [2018]
    Keywords : ;

    Abstract : This thesis uses modern portfolio theory together with machine learning techniques to generate stable portfolio returns over eleven currency pairs with spreads included. The backtests show that support vector machine predicted future returns better than neural network and linear regression. READ MORE