Sökning: "Gustav Kihlström"

Hittade 2 uppsatser innehållade orden Gustav Kihlström.

1. 1. A self-normalizing neural network approach to bond liquidity classication

   Master-uppsats, KTH/Matematisk statistik

   Författare :Gustav Kihlström; [2018]
   Nyckelord :;

   Sammanfattning : Bond liquidity risk is complex and something that every bond-investor needs to take into account. In this paper we investigate how well a selfnormalizing neural network (SNN) can be used to classify bonds with respect to their liquidity, and compare the results with that of a simpler logistic regression. LÄS MER

3. 2. Technical analysis inspired machine learning for stock market data

   Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

   Författare :Gustav Kihlström; Przybysz Patryk; [2016]
   Nyckelord :;

   Sammanfattning : In this thesis we evaluate four different machine learning algorithms, namely Naive Bayes Classifier, Support Vector Machines, Extreme Learning Machine and Random Forest in the context of stock market investments. The aim is to provide additional information that can be beneficial when creating stock market models to be used in a machine learning setting. LÄS MER