Blar i NHH Brage på forfatter "Løvås, Jonas"
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Employing deep learning for stock return prediction on the Oslo Stock Exchange : a comprehensive test of deep learning models for predictive purposes and applicability to trading
Lund, Henrik; Løvås, Jonas (Master thesis, 2018)We predict daily out-of sample directional movements of the constituent stocks of the Oslo Stock Exchange Benchmark Index (OSEBX) using Long Short-Term Memory (LSTM) net works, benchmarked against other machine learning ...