Browsing Norges Handelshøyskole by Author "Farbrot, Herman"

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Scanning the horizon : forecasting and trading on forward freight agreements using long short-term memory neural networks and AIS-derived features

Farbrot, Herman; Kalvik, Sindre (Master thesis, 2019)

The purpose of this study has been to predict Forward Freight Agreement (FFA) prices using machine learning techniques, investigate the additional forecasting power of Automatic Identification System (AIS) derived features, ...