Blar i BI Open på forfatter "Opsahl, Kristian"
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Can a trading strategy based on predictions from a nonlinear support vector machine outperform a passive investor holding the S&P500 index?
Opsahl, Kristian; Harsjøen, Marius Skyrud (Master thesis, 2019)In this empirical research, we compare the forecasting performance of a supervised Support Vector Machine technique to a passive buy-and-hold strategy on the S&P500 index. By introducing two investment strategies, we ...