Sökning: "forex trading"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden forex trading.

  1. 1. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Adriano Mundo; [2023]
    Nyckelord :Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

    Sammanfattning : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. LÄS MER

  3. 2. An Application of the Continuous Wavelet Transform to Financial Time Series

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Klas Eliasson; [2018]
    Nyckelord :Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

    Sammanfattning : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. LÄS MER

  4. 3. Sequence-to-sequence learning of financial time series in algorithmic trading

    Kandidat-uppsats, Högskolan i Borås/Akademin för bibliotek, information, pedagogik och IT

    Författare :Philip Arvidsson; Tobias Ånhed; [2017]
    Nyckelord :deep learning; machine learning; quantitative finance; algorithmic trading; blackbox trading; lstm; rnn; time series forecasting; prediction; tensorflow; keras; forex; neural network; econometrics; finans; algoritmisk handel; tidsserier; prediktion; maskininlärning; forex; neurala nätverk; tensorflow; keras; kvantitativ finans; lstm; rnn; ekonometri;

    Sammanfattning : Predicting the behavior of financial markets is largely an unsolved problem. The problem hasbeen approached with many different methods ranging from binary logic, statisticalcalculations and genetic algorithms. LÄS MER

  5. 4. Identifying Challenges Faced by Foreign Exchange Robots Designers

    Kandidat-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknik

    Författare :Cesar Kisangani Makombe; [2015-03-31]
    Nyckelord :Challenges; Automated; Foreign Exchange; Forex; Robot; Financial computing;

    Sammanfattning : The international currency market Forex, provides interesting opportunities in terms of wealth. Open twenty four hours a day and five days a week, the market provides a large number of currency pairs to trade. LÄS MER

  7. 5. Triangular Arbitrage in the ForexMarket : Emerging versus Developed markets

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Kristian Dukov; Elena Kyriaki; [2014]
    Nyckelord :Efficient Market Hypothesis; Triangular arbitrage; Magnitude; Developed markets; Emerging markets; Forex; Currencies; High Frequency Trading; Arbitrage Opportunities.;

    Sammanfattning : Over the last decade, researchers have attempted to show how efficient the markets are by using Fama’s Efficiency Market Hypothesis (EMH). The theory states that an investor cannot increase his returns without taking additional risk. The markets can be efficient in different forms depending on the information included in the traded asset. LÄS MER