Essays about: "Tommy Lindström"

Found 1 essay containing the words Tommy Lindström.

  1. 1. Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Tommy Lindström; [2018]
    Keywords : hawkes; hawkes process; finance; financial application; news flow; news; trading; futures; prediction; forecast;

    Abstract : Within the quantitative financial community there are a lot of different approaches in forming profitable trading strategies. This is frequently performed by analyzing historical prices from different perspectives. READ MORE