Sökning: "Algorithmic Trading"
Visar resultat 16 - 20 av 56 uppsatser innehållade orden Algorithmic Trading.
16. Algorithmic Stock Trading using Deep Reinforcement learning
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Recent breakthroughs in Deep Learning and Reinforcement Learning have enabled the new field of Deep Reinforcement Learning. This study explores some of the state of the art applications of deep reinforcement learning in the field of finance and algorithmic trading. By building on previous research from Yang et al. LÄS MER
17. Using K-Nearest-Neighbor with valuation metrics to detect similarities between stock performances
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Algorithmic trading has increased in popularity since the publication of Agent-Human Interactions in the Continuous Double Auction by IBM researchers Das et al. (2001). Today many investors acquire algorithms that act on their behalf on the stock markets. LÄS MER
18. Litteraturstudie: Tillämpningen av maskininlärning vid algoritmisk handel
Kandidat-uppsats, Malmö universitet/Fakulteten för teknik och samhälle (TS)Sammanfattning : Vi genomför en litteraturstudie där vi studerar och analyserar publikationer inom maskininlärning i kombination med algoritmisk handel. I denna studie undersöker vi vilka typer av data samt vilka maskininlärningstekniker som kunnat visas vara tillämpningsbara vid system för algoritmisk handel. LÄS MER
19. Design of a multi-asset-backed stablecoin and a multilateral order matching system
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Cryptocurrencies, specifically designed for price stability, called stablecoins, have emerged to counteract the volatility that has been prevalent in cryptocurrency markets over the past decade. Stablecoins often use one, or in some cases, multiple collateral assets to maintain a stable value. LÄS MER
20. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect
Master-uppsats, KTH/Matematisk statistikSammanfattning : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. LÄS MER