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Browsing Institutt for industriell økonomi og teknologiledelse by Author 
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Browsing Institutt for industriell økonomi og teknologiledelse by Author "Langseth, Helge"

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    • A Novel Algorithmic Trading Framework Applying Evolution and Machine Learning for Portfolio Optimization 

      Mikelsen, Stian; Andersen, André Christoffer (Master thesis, 2012)
      The goal of this thesis is to implement an automated trading system able to outperform the benchmark uniform buy-and-hold strategy. Performance is measured in term of multiple risk and return measures. A comprehensive ...

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