Essays about: "trading algoritm"

Showing result 1 - 5 of 16 essays containing the words trading algoritm.

  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. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

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

    Author : Adriano Mundo; [2023]
    Keywords : Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

    Abstract : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. READ MORE

  4. 3. Stochastic Adaptive Robust Approach in the Optimal Bidding Behavior of a Virtual Power Plant in the Multi-Market Setup

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

    Author : Nina Manivong; [2022]
    Keywords : Robust optimization; stochastic programming; strategic offering; uncertainty; virtual power plant; hydro-power; wind; storage; Robust optimering; stokastisk programmering; strategiskt erbjudande; osäkerhet; virtuellt kraftverk; vattenkraft; vindkraft; lagring;

    Abstract : Hydropower in Sweden is a powerful and efficient source of energy due to its flexibility, usually used to balance the Swedish power system. With the transition of power system into more intermittent power sources, the role of hydro-power as producers will become more important. READ MORE

  5. 4. Implementing an OpenAI Gym for Machine Learning of Microgrid Electricity Trading

    University essay from Mittuniversitetet/Institutionen för informationssystem och –teknologi

    Author : André Lundholm; [2021]
    Keywords : Q-learning; Microgrids; Python; Neural networks; OpenAI Gym; Q-learning; Mikronät; Python; Neurala nätverk; OpenAI Gym;

    Abstract : Samhället går idag bort från centraliserad energi mot decentraliserade system. Istället för att köpa från stora företag som skapar el från fossila bränslen har många förnybara alternativ kommit. Eftersom konsumenter kan generera solenergi med solpaneler kan de också bli producenter. READ MORE

  6. 5. Using a Hidden Markov Model as a Financial Advisor

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

    Author : Emil Lindqvist; Robert Andersson; [2021]
    Keywords : hidden markov models; stock market prediction;

    Abstract : People have been trying to predict the stock marketsince its inception and financial investors have made it theirprofession. What makes predicting the stock market such ahard task is its seemingly random dependency on everythingfrom Elon Musks tweets to future earnings. READ MORE