Sökning: "Oliver Spjuth"

Hittade 1 uppsats innehållade orden Oliver Spjuth.

  1. 1. Deep Learning Methods for Recovering Trading Strategies

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

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

    Sammanfattning : 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. LÄS MER