Blar i NHH Brage på forfatter "Stefanski, Camilla Helle"
-
Forecasting and trading in the crude tanker FFA market : forecasting and applying trading strategies on crude tanker forward freight agreements using neural networks and AIS-data
Stefanski, Camilla Helle; Tveiti, Erik (Master thesis, 2020)The objective of this thesis is to forecast derivative prices of Forward Freight Agreements (FFAs) using machine learning techniques and investigate the profitability of implementing quantitative trading strategies. The ...