Sökning: "Oscar Nordfjell"
Hittade 1 uppsats innehållade orden Oscar Nordfjell.
1. Investigating the Performance of Random Forest Classification for Stock Trading
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)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
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