Sökning: "vwap"

Hittade 4 uppsatser innehållade ordet vwap.

  1. 1. Predicting Cryptocurrency Prices with Machine Learning Algorithms: A Comparative Analysis

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Harsha Nanda Gudavalli; Khetan Venkata Ratnam Kancherla; [2023]
    Nyckelord :Bitcoin; Cryptocurrency; Machine Learning;

    Sammanfattning : Background: Due to its decentralized nature and opportunity for substantial gains, cryptocurrency has become a popular investment opportunity. However, the highly unpredictable and volatile nature of the cryptocurrency market poses a challenge for investors looking to predict price movements and make profitable investments. LÄS MER

  3. 2. Optimering av algoritmisk elhandelsstrategi genom prediktiv analys : Datavisualisering, regression, maskin- och djupinlärning

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Jacob Forssell; Erika Staffansdotter; [2022]
    Nyckelord :Power trading; power trading strategy; algorithmic trading; intraday market; regression; machine learning; deep learning; wind power; forecast; regulatory prices; VWAP; Elhandel; elhandelsstrategi; algoritmisk handel; intradagmarknaden; regression; maskininlärning; djupinlärning; vindkraft; prognos; reglerpriser; VWAP;

    Sammanfattning : The world is right now in a global transition from a fossil fuel dependency towards an electrified society based on green and renewable energy. Investments in power grid capacity are therefore needed to meet the increased future demand which this transition implicates. LÄS MER

  4. 3. a Data-Warehouse Solution for OMS Data Management

    Master-uppsats, Institutionen för datavetenskap

    Författare :Mikael Öhman; [2013]
    Nyckelord :;

    Sammanfattning : A database system for storing and querying data of a dynamic schema has been developed based on the kdb+ database management system and the q programming language for use in a financial setting of order and execution services. Some basic assumptions of mandatory fields of the data to be stored are made including that the data are time-series based. LÄS MER

  5. 4. Algorithmic Trading and Benchmarks: A study of the Swedish market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Pontus von Essen; Marcus Olausson; [2008]
    Nyckelord :Algorithmic trading; Benchmarks; VWAP;

    Sammanfattning : Algorithmic trading has grown in popularity over the last few years. The large financial centres of the world are leading the development of this new kind of trading. We investigate the development of algorithmic trading in Stockholm by conducting interviews with major institutions on the financial market. LÄS MER