Essays about: "Short-Term Trading"

Showing result 36 - 40 of 84 essays containing the words Short-Term Trading.

  1. 36. Arrival Time Predictions for Buses using Recurrent Neural Networks

    University essay from Linköpings universitet/Artificiell intelligens och integrerade datorsystem

    Author : Christoffer Fors Johansson; [2019]
    Keywords : Machine Learning; Recurrent Neural Networks; RNN; Long short-term memory; LSTM; Regression; GTFS;

    Abstract : In this thesis, two different types of bus passengers are identified. These two types, namely current passengers and passengers-to-be have different needs in terms of arrival time predictions. A set of machine learning models based on recurrent neural networks and long short-term memory units were developed to meet these needs. READ MORE

  3. 37. Utilizing short-term noise in non-efficient markets by paired assets : -Introducing the Technical AMH trader

    University essay from Umeå universitet/Nationalekonomi

    Author : Love Westin; [2019]
    Keywords : ;

    Abstract : In this paper, we present an algorithmic implementation of a pairs trading strategy on the OMXS during the years from 2010 until 2018. In our case, the trading algorithm is based on the Adaptive Market Hypothesis (AMH) theory. Hence, the algorithm scans the market for temporary inefficient behaviour, as defined by AMH. READ MORE

  4. 38. LSTM Neural Network Models for Market Movement Prediction

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

    Author : Edwin Li; [2018]
    Keywords : Stock Market Analysis; Financial Markets; LSTM; RNN; Artificial Neural Networks; Machine Learning; Forecasting; Prediction;

    Abstract : Interpreting time varying phenomena is a key challenge in the capital markets. Time series analysis using autoregressive methods has been carried out over the last couple of decades, often with reassuring results. READ MORE

  5. 39. Exploring Dynamic Complexity in the Symbiosis of Operations and Maintenance Functions : A Simulation-Based Optimisation Study

    University essay from Högskolan i Skövde/Institutionen för ingenjörsvetenskap

    Author : Miranda Kedbäck; [2018]
    Keywords : system dynamics; maintenance; optimisation; simulation;

    Abstract : Maintenance, the process of preserving the condition of the equipment and performance in a production facility, stands for a considerable large cost in the budget of manufacturing organisations and is strongly affected by short-term philosophy. Therefore, both the long-term and short-term consequences of maintenance strategies need to be examined and analysed. READ MORE

  6. 40. Pairs trading on the Swedish equity market; Cointegrate and Capitalize

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Eric Qvennerstedt; William Svensson; [2018]
    Keywords : Cointegration; Dual class shares; Mean Reversion; Pairs Trading; Arbitrage;

    Abstract : This thesis investigates the long- and short- run stability of Cointegrated dual share equity pairs on the Swedish Equity Market. Testing for a cointegrated relationship on each pair are executed for a 13 year period to establish the cointegrated pairs. The stability of each cointegrated pair is then estimated using a rolling two year period. READ MORE