Predicting Short-Term ExtremeMovements in FX-markets Using Neural Networks
This thesis applies deep neural networks with complex feature inputs in an attempt to predict extreme price movements of up to 20 seconds in the EUR/USD exchange rate. The results show that neural networks do have predictive power in this application, and could potentially be used in con-junction wi...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-235810 |