Sökning: "Timo Seidl"

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  1. 1. Predicting High Frequency Exchange Rates using Machine Learning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Aleksandar Palikuca; Timo Seidl; [2016]
    Nyckelord :;

    Sammanfattning : This thesis applies a committee of Artificial Neural Networks and Support Vector Machines on high-dimensional, high-frequency EUR/USD exchange rate data in an effort to predict directional market movements on up to a 60 second prediction horizon. The study shows that combining multiple classifiers into a committee produces improved precision relative to the best individual committee members and outperforms previously reported results. LÄS MER