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...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Uppsala universitet, Statistiska institutionen
2020
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-413793 |