Sökning: "FX handel"

Hittade 5 uppsatser innehållade orden FX handel.

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

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

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

    Sammanfattning : 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. LÄS MER

  3. 2. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sina Mozayyan Esfahani; [2019]
    Nyckelord :Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Sammanfattning : 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

  4. 3. FX Trading Using Gaussian Processes

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

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

    Sammanfattning : 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. LÄS MER

  5. 4. Currency Basis Swap Valuation : Theory & Practise

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Josef Larsson; [2017]
    Nyckelord :Currency Basis Swap; Valuation; FX-swap;

    Sammanfattning : Banks finance their operations in several ways, by shareholders equity, receiving deposits from customers and by borrowing from investors and other financial institutions. One widely used approach is to issue a bond. Bonds issued on the foreign capital markets is a way to increase the financing options and mitigate risk exposure. LÄS MER

  7. 5. Currency Trading in the FX market : Will spectral analysis improve technical forecasting?

    Kandidat-uppsats, IHH, Redovisning och finansiering; IHH, Företagsekonomi

    Författare :Gustaf Haag; Jessica Häggman; Jacob Mattsson; [2010]
    Nyckelord :Technical analysis; foreign exchange market; spectral analysis; Fourier transform; Teknisk analys; valutamarknad; spektralanalys; Fourier transform;

    Sammanfattning : Background: The efficient market hypothesis asserts that one cannot consistently achieve returns in excess of market returns by trading on publicly available information. Since there is no collective market return in the foreign exchange (FX) market, it has generally been perceived as impossible to consistently generate a profit. LÄS MER