Essays about: "algorithm trading thesis"

Showing result 1 - 5 of 49 essays containing the words algorithm trading thesis.

  1. 1. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  3. 2. CryptoCurrency Time Series analysis : Comparative analysis between LSTM and BART Algorithm

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : Lakshmi Vyshnavi Nerella; Chiranjeevi Ponnada; [2023]
    Keywords : ;

    Abstract : Background: Cryptocurrency is an innovative digital or virtual form of money thatuses cryptographic techniques for secured financial transactions within a decentralized structure. Due to its high volatility and susceptibility to external factors, itis difficult to understand its behavior which makes accurate predictions challengingfor the investors who are trying to forecast price changes and make profitable investments. READ MORE

  4. 3. Counterfeit product grouping - a cluster ensemble approach

    University essay from Högskolan i Halmstad/Akademin för informationsteknologi

    Author : Jency Raj; Ramu Satheesh; [2023]
    Keywords : Machine Learning; Deeplearning; Image analysis; Data science;

    Abstract : he need for the development and use of efficient and reliable Anticounterfeit techniques in the manufacturing industry and online trading has recently increased tremendously. Flooding counterfeit products in the international market have several adverse social and economic impacts globally. READ MORE

  5. 4. An Artificial Neural Network Approach to Algorithmic Trading

    University essay from Lunds universitet/Matematisk statistik

    Author : Timmie Bengtsson; [2023]
    Keywords : Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

    Abstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE

  6. 5. Computing Equivalent hydropower models in Sweden using inflow clustering

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

    Author : Daniel Lilja; [2023]
    Keywords : Hydropower; Equivalent; Bilevel; Optimization; Clustering; Inflow; Sweden; Vattenkraft; Ekvivalent; Bilevel; Optimering; Klusteranalys; Inflöde; Sverige;

    Abstract : To simulate a hydropower system, one can use what is known as a Detailed model. However, due to the complexity of river systems, this is often a computationally heavy task. Equivalent models, which aim to reproduce the result of a Detailed model, are used to significantly reduce the computation time for these simulations. READ MORE