Sökning: "Oscar Nordfjell"

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  1. 1. Investigating the Performance of Random Forest Classification for Stock Trading

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Oscar Nordfjell; Gustav Ring; [2023]
    Nyckelord :Random Forest; Random Forest Classification; Stock Trading; Trading Strategy;

    Sammanfattning : We show that with the implementation presented in this paper, the Random Forest Classification model was able to predict whether or not a stock was going to increase in value during the coming day with an accuracy higher than 50\% for all stocks included in this study. Furthermore, we show that the active trading strategy presented in this paper generated higher returns and higher risk-adjusted returns than the passive investment in the stocks underlying the strategy. LÄS MER