Essays about: "Trading Volume Prediction"

Showing result 1 - 5 of 9 essays containing the words Trading Volume Prediction.

  1. 1. Predicting Nordic Takeover Targets: A Binary Logit Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Joanna Danielson; Siri Ridderstråle; [2023]
    Keywords : binary logit model; prediction; Nordics; takeover; target;

    Abstract : This thesis aims to investigate if certain firm characteristics increase the likelihood of a company being acquired and if these factors can successfully predict which firms become subjects to takeovers in the Nordic setting. We compare data on a sample of Nordic targets and non-targets between the years 2012 and 2021, and test hypotheses regarding firm and industry characteristics, as well as market sentiments through binary logit models. READ MORE

  3. 2. Forecasting daily stock market trading volume using Machine Learning

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

    Author : Björn Hickman; [2023]
    Keywords : Machine Learning; Trading Volume Prediction; Stock Market; Maskininlärning; Förutspå Handelsvolym; Aktiemarknad;

    Abstract : Today, brokers within the stock market brokerage industry are having difficulties with accurately forecasting the trading volume that is conducted by their customers. This is especially a problem during periods of exceptionally high or low trading volumes. READ MORE

  4. 3. Biased While Betting on Bernie? A cross-sectional and panel data analysis of prediction error in U.S. election prediction markets from 2015 to 2020

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Daniel Evans; [2020]
    Keywords : prediction markets; political science; behavioral economics; U.S. elections; bias;

    Abstract : A consensus seems to have emerged that political prediction markets can lose predictive power when certain efficiency criteria are not met. With a cross-sectional dataset of 570 prediction markets about U.S. elections and a panel dataset with 6,465 days of trading from PredictIt. READ MORE

  5. 4. Strategies for High Frequency FX Trading - The choice of bucket size

    University essay from Lunds universitet/Matematisk statistik

    Author : Malin Lunsjö; Malin Riddarström; [2017]
    Keywords : Highfrequency; FXtrading; Shiftedgeometricdistribution; MonteCarlo; Time Series Analysis; EWMA; Bucket size; TWAP.; Mathematics and Statistics;

    Abstract : This thesis aims at developing and evaluating a model for high frequency foreign exchange data, that beats the TWAP benchmark the majority of the time. This is done by dividing the total order time into smaller time buckets and trading a smaller quantity of the total order volume in each bucket. READ MORE

  6. 5. On-Line Market Microstructure Prediction Using Hidden Markov Models

    University essay from KTH/Matematisk statistik

    Author : Måns Tillman; [2017]
    Keywords : ;

    Abstract : Over the last decades, financial markets have undergone dramatic changes. With the advent of the arbitrage pricing theory, along with new technology, markets have become more efficient. READ MORE