Forecasting the OMXS30 - a comparison between ARIMA and LSTM

Machine learning is a rapidly growing field with more and more applications being proposed every year, including but not limited to the financial sector. In this thesis, historical adjusted closing prices from the OMXS30 index are used to forecast the corresponding future values using two different...

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Bibliographic Details
Main Authors: Andréasson, David, Mortensen Blomquist, Jesper
Format: Others
Language:English
Published: Uppsala universitet, Statistiska institutionen 2020
Subjects:
RNN
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-413793