Sökning: "Karl Tengelin"

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  1. 1. Tick data clustering analysis establishing support and resistance levels of the EUR-USD exchange market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Karl Tengelin; [2020]
    Nyckelord :Tick data; Support-and resistance levels; Clustering methods; Gaussian mixture model; Kmeans; EUR-USD exchange rates; Clustering performance metrics; Market activity; Mathematics and Statistics;

    Sammanfattning : Our aim is to use clustering algorithms in order to compute support and resistance levels within an intra-day trading setting. To achieve this we use a tick data set from the EUR-USD exchange market during 2019 as a measure of market activity. LÄS MER