Browsing NHH Brage by Author "Aae, Joachim"

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Empirical comparison of time series forecasting strategies : forecasting the Baltic p1a spot price using gradient boosting and different strategies for multi-step time series

Aae, Joachim; Dovran, Anders (Master thesis, 2019)

This NHH master thesis researches methodologies for forecasting a financial time series, the Baltic Dry P1A spot price, one week and one month ahead. The methods researched are four different strategies for time series ...