Intraday price prediction of Nordic stocks with limit order book data
Predicting the direction of mid price changes could facilitate the decision of when in time an order should be placed on the market. The purpose of this thesis is to evaluate modelling approaches used to classify the direction of mid price changes in the limit order book on short term. Multi-layer p...
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| Format: | Others |
| Language: | English |
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KTH, Skolan för elektroteknik och datavetenskap (EECS)
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-279300 |