Essays about: "handelsstrategier"

Showing result 1 - 5 of 10 essays containing the word handelsstrategier.

  1. 1. A machine learning approach leveraging technical- and sentiment analysis to forecast price movements in major crypto currencies

    University essay from KTH/Matematik (Avd.)

    Author : Ludvig Harting; Nils Åkesson; [2022]
    Keywords : Artifical Neural Network; Crypto; Sentiment Analysis; Twitter; Technical Analysis; Bitcoin; Ether; Litecoin; Artificiellt Neuronnät; Kryptovalutor; Sentimentsanalys; Twitter; Teknisk Analys; Bitcoin; Ether; Litecoin;

    Abstract : This paper uses a back-propagating neural network (BPN) to predict the price movements of major crypto currencies, leveraging technical factors as well as measurements of collective sentiment derived from the micro-blogging network Twitter. Our dataset consists of daily, hourly and minutely price levels for Bitcoin, Ether and Litecoin along with 8 popular technical indicators, as well as all tweets with the currencies' cash tags during respective time periods. READ MORE

  3. 2. Deep Learning Methods for Recovering Trading Strategies

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

    Author : Erik Emtell; Oliver Spjuth; [2022]
    Keywords : Deep Learning; Recurrent Neural Network; Convolutional Neural Network; WaveNet; Ensemble Methods; Stacking; Bagging; Transfer Learning; Algorithmic Trading;

    Abstract : The aim of this paper is first of all to determine whether deep learning methods can recover trading strategies based on historical price and volume data, with scarcity of real data in mind. The second aim is to evaluate the methods to generate a deep learning blueprint for strategy extraction. READ MORE

  4. 3. Federated Learning for Market Surveillance

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

    Author : Philip Song; [2022]
    Keywords : Federated Learning; Machine Learning; Market Surveillance; Anomaly Detection; LSTMAutoencoder; Federated Learning; Maskininlärning; Marknadsövervakning; Anomaliupptäckande; LSTMAutoencoder;

    Abstract : The increasing complexity of trading strategies, when combined with machine learning models, forces market surveillance corporations to develop increasingly sophisticated methods for recognizing potential misuse. One strategy is to employ traders’ weapons against themselves, namely machine learning. READ MORE

  5. 4. Profitability of Technical Trading Strategies in the Swedish Equity Market

    University essay from KTH/Matematisk statistik

    Author : Azmain Alam; Gustav Norrström; [2021]
    Keywords : Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

    Abstract : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. READ MORE

  6. 5. Exploring Opportunities for Novel Electricity Trading Strategies within a Virtual Power Plant in the European Power Market : New Possibilities in Power Trading Due to the Increased Share of Variable Renewable Energy

    University essay from KTH/Energiteknik

    Author : Lillie Ogden; [2020]
    Keywords : Electricity markets; power trading; variable renewable energy VRE ; trading strategies; virtual power plants VPP ; Elmarknader; krafthandel; variabel förnybar energi VRE ; handelsstrategier; virtuella kraftverk VPP ;

    Abstract : This report explores the impacts of variable renewable energy (VRE) on power trading in the European wholesale electricity market. The intricate operation of a typical power exchange in Europe is accompanied by an equally complex balancing system. READ MORE