Blar i NHH Brage på forfatter "Jordåen, Arne"

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Exploiting the Index Effect on OSEBX using Machine Learning : Trading on predictions made by GLM and XGBoost with a conditional posterior probability threshold

Jordåen, Arne; Furnes, Egil (Master thesis, 2023)

In March and September of each year, Euronext decide which companies should be included on the Oslo Stock Exchange Benchmark Index (OSEBX). OSEBX consists of 50-80 companies, all selected from the approximately 200 ...