Sökning: "Shahab Garoosi"

Hittade 1 uppsats innehållade orden Shahab Garoosi.

  1. 1. Trading algorithms for high-frequency currency trading

    Master-uppsats, Umeå universitet/Institutionen för fysik

    Författare :Shahab Garoosi; [2018]
    Nyckelord :;

    Sammanfattning : This thesis uses modern portfolio theory together with machine learning techniques to generate stable portfolio returns over eleven currency pairs with spreads included. The backtests show that support vector machine predicted future returns better than neural network and linear regression. LÄS MER