Sökning: "High-Frequency Data"

Visar resultat 1 - 5 av 137 uppsatser innehållade orden High-Frequency Data.

  1. 1. The Next Tick on Nasdaq Stockholm: Predicting Price Direction in Limit Order Books Using Order Imbalance

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jamil Al-Najjar; Julian Kramer; [2019]
    Nyckelord :high frequency trading; limit order books; order imbalance; price prediction;

    Sammanfattning : We explore complete Level II limit order books for eight stocks listed on Nasdaq Stockholm during 2016 and investigate the use of the imbalance between bid and ask volumes in predicting the direction of price change in an ultra-high-frequency environment. Specifically, we test whether a top-of-the-book (Level I) measure of order imbalance and a deeper-in-the-book (Level II) measure can predict the direction of a change in the mid-price of a security for up to three events before the change occurs. LÄS MER

  2. 2. Options for Mechanical Hold Force for Sliding Doors

    Master-uppsats, Lunds universitet/Produktutveckling

    Författare :Mikaela Albertsson; Jens Thieme Almkvist; [2019]
    Nyckelord :Sliding doors; Mechanical force; Product development; Ulrich Eppinger; Prototyping; Technology and Engineering;

    Sammanfattning : ASSA ABLOY’s automatic sliding doors today have a constant hold force applied whenever the doors are closed. The force is adjustable between 0-60 N and is generated by a motor. In this project it has been investigated whether it is possible to install a mechanical alternative to this hold force instead. LÄS MER

  3. 3. USOS, FUNCIONES E INTERCULTURALIDAD DE LA VOZ “VOLADO/BOLADO” EN EL ESPAÑOL SALVADOREÑO

    Magister-uppsats, Göteborgs universitet/Institutionen för språk och litteraturer

    Författare :Lilian Andino; [2018-06-11]
    Nyckelord :spanska; SIK; Vague Language; imprecise nouns; colloquial language; “volado bolado ; Salvadoran Spanish; intercultural; nombres imprecisos; vaguedad; registro coloquial; volado bolado; interculturalidad; español salvadoreño;

    Sammanfattning : “Bolado: Perhaps the most typical and used word in the Salvadoran colloquial language.” One of the most commonly used words in Salvadoran Spanish is an imprecise and recurrent noun that belongs to the spoken informal language. LÄS MER

  4. 4. Knock model evaluation - Gas engine

    Master-uppsats, KTH/Förbränningsmotorteknik

    Författare :Nishchay Sharma; [2018]
    Nyckelord :Knocking; Spark-Ignited; Internal Combustion Engine; Spark-Knock; Empirical Correlation Models; BOOST; Combustion Phasing; Spark-advance; Combustion Duration; Knock Prediction Parameter.; Knack; Otto-förbränning; Förbränningsmotor; Empiriska korrelationsmodeller; BOOST; Förbränningsfasning; Tändvinkel; Förbränningsduration; Knackprediktering;

    Sammanfattning : Knack i en förbränningsmotor är en typ av onormal förbränning. Det är ett komplicerat fenomen som beror på flera fysiska faktorer och resulterar i högfrekventa tryckoscillationer inuti förbränningskammaren. Dessa oscillationer kan skada motorn och fenomenet hämmar motorns effektivitet. LÄS MER

  5. 5. How 140 Characters can be related to the Stock Market Movements: Sentiment Analysis of Twitter

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Mohammad Shehadeh; Maksim Khritantsev; [2018]
    Nyckelord :stock returns; tweet sentiments; lexicon based; panel data; regression analysis; machine learning; support vector machines; random forest; Business and Economics;

    Sammanfattning : Stock market movements forecast based on sentiment analysis is certainly a field worth investigating. Being able to build future investment strategies based on forecasted stock returns would be of tremendous importance for individual investors and high-frequency trading firms. LÄS MER