Searched for: subject:"Financial%5C+Time%5C+Series"
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Esseveld, J.R. (author)
Records from ledgers of Dutch companies all across the Netherlands are used in this study. Records can be submitted in the ledgers with various lags, because the data of many different bookkeepers is involved with different workflows. Bookkeepers can be punctual or late, therefore records can be submitted with various lags in the ledgers. This...
master thesis 2020
De Meer Pardo, Fernando (author)
The scarcity of historical financial data has been a huge hindrance for the development algorithmic trading models ever since the first models were devised. Most financial models assume as hypothesis a series of characteristics regarding the nature of financial time series and seek extracting information about the state of the market through...
master thesis 2019