Sökning: "trading algoritm"
Visar resultat 1 - 5 av 16 uppsatser innehållade orden trading algoritm.
1. A Markovian Approach to Financial Market Forecasting
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER
2. 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)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. Stochastic Adaptive Robust Approach in the Optimal Bidding Behavior of a Virtual Power Plant in the Multi-Market Setup
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Hydropower in Sweden is a powerful and efficient source of energy due to its flexibility, usually used to balance the Swedish power system. With the transition of power system into more intermittent power sources, the role of hydro-power as producers will become more important. LÄS MER
4. Implementing an OpenAI Gym for Machine Learning of Microgrid Electricity Trading
Kandidat-uppsats, Mittuniversitetet/Institutionen för informationssystem och –teknologiSammanfattning : Samhället går idag bort från centraliserad energi mot decentraliserade system. Istället för att köpa från stora företag som skapar el från fossila bränslen har många förnybara alternativ kommit. Eftersom konsumenter kan generera solenergi med solpaneler kan de också bli producenter. LÄS MER
5. Using a Hidden Markov Model as a Financial Advisor
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : People have been trying to predict the stock marketsince its inception and financial investors have made it theirprofession. What makes predicting the stock market such ahard task is its seemingly random dependency on everythingfrom Elon Musks tweets to future earnings. LÄS MER