Intraday Analysis & Prediction of Volume Distribution on the Stockholm Stock Exchange : An exploratory study of volume distribution and automated trading
The purpose of this study is to create a model of prediction for the volume distribution. Due to the lack of previous studies on the subject, an exploratory approach is used, with the purpose of serving as a proof of concept for further research. By looking at all market data from the Stockholm stoc...
Main Authors: | , |
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Format: | Others |
Language: | English |
Published: |
KTH, Matematisk statistik
2015
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Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-170148 |