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...

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Bibliographic Details
Main Authors: Ribom, Henrik, Sjöberg, Mathias
Format: Others
Language:English
Published: KTH, Matematisk statistik 2015
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-170148