Essays about: "high frequency finance"

Showing result 1 - 5 of 10 essays containing the words high frequency finance.

  1. 1. Employee preferences in preparing for a change - A case study of strategic project implementations

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Alfons Hallgren; Maja Svensson; [2023]
    Keywords : Employee; Managers; Project Lead; Top Management; First-line managers; Employee preferences;

    Abstract : As market conditions constantly change in today's competitive landscape, businesses must invest in organizational changes to stay relevant. Despite the high frequency of change projects worldwide, multiple sources state that 70% of all change projects fail. READ MORE

  3. 2. Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective

    University essay from Lunds universitet/Matematisk statistik

    Author : Filip Östlund; Marcel Attar; [2020]
    Keywords : Nowcasting; Macroeconomic Prediction; Dynamic Factor Model; DFM; Pseudo Real-Time Vintage data; U.S. GDP Growth Rate; Financial Market Actor; Mathematics and Statistics;

    Abstract : We develop and examine a dynamic factor nowcasting model (DFM) from the perspective of a financial market participant. The first point of analysis is the examination of its performance. Unlike other papers, we evaluate with daily frequency so that the performance metric reflects a continuous nowcasting signal. READ MORE

  4. 3. An Application of the Continuous Wavelet Transform to Financial Time Series

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Klas Eliasson; [2018]
    Keywords : Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

    Abstract : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. READ MORE

  5. 4. FX Trading Using Gaussian Processes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ahmed Daadooch; [2018]
    Keywords : Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

    Abstract : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. READ MORE

  6. 5. Prediction of securities' behavior using a multi-level artificial neural network with extra inputs between layers

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Eric Törnqvist; Xing Guan; [2017]
    Keywords : high frequency; neural network; computer science; stock market; finance; fintech; machine learning; yield; prediction; forecast; deep neural network; algo trading; financial instruments; correlation;

    Abstract : This paper discusses the possibilities of predicting changes in stock pricing at a high frequency applying a multi-level neural network without the use of recurrent neurons or any other time series analysis, as suggested in a paper byChen et al. [2017]. The paper tries to adapt the model presented in a paper by Chen et al. READ MORE