Blar i NHH Brage på forfatter "Gultvedt, Mats"
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Something old, something new : a hybrid approach with ARIMA and LSTM to increase portfolio stability
Senneset, Kristian; Gultvedt, Mats (Master thesis, 2020)In this thesis we seek to examine how modern forecasting approaches can improve estimations of stock pair correlations, and derived from this, contribute to making portfolios more stable. Volatility of financial markets ...