Sökning: "Exponentially Weighted Expectation Maximization Algorithm"
Hittade 1 uppsats innehållade orden Exponentially Weighted Expectation Maximization Algorithm.
1. Algorithmic Trading : Hidden Markov Models on Foreign Exchange Data
Uppsats för yrkesexamina på grundnivå, Matematiska institutionenSammanfattning : In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies trying to find alpha, the excess return, in the market. LÄS MER
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