Predicting High Frequency Exchange Rates using Machine Learning

Bachelor thesis English OPEN
Palikuca, Aleksandar; Seidl,, Timo;
(2016)
  • Publisher: KTH, Matematisk statistik

This thesis applies a committee of Artificial Neural Networks and Support Vector Machines on high-dimensional, high-frequency EUR/USD exchange rate data in an effort to predict directional market movements on up to a 60 second prediction horizon. The study shows that co... View more
Share - Bookmark