Algorithmic Trading : Hidden Markov Models on Foreign Exchange Data
In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies tr...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Matematiska institutionen
2008
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-10719 |