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What impact do overnight returns have on the predictive success of different machine learning models for intraday stock market movements?

dc.contributor.authorHansen, Ole-Marius
dc.contributor.authorRustad, Joachim
dc.date.accessioned2024-10-09T08:46:39Z
dc.date.available2024-10-09T08:46:39Z
dc.date.issued2024
dc.identifier.urihttps://hdl.handle.net/11250/3157211
dc.descriptionMaster of Science in Business (Siviløkonom) - Nord universitet 2024en_US
dc.language.isoengen_US
dc.publisherNord universiteten_US
dc.subjectintraday stock market movementsen_US
dc.subjectstock market movementsen_US
dc.subjectfinanceen_US
dc.subjectinvestmenten_US
dc.titleWhat impact do overnight returns have on the predictive success of different machine learning models for intraday stock market movements?en_US
dc.title.alternativeHvilken effekt har avkastning over natten som prediktor for ulike maskinlæringsmodeller på intradagsbevegelser i aksjemarkedet?en_US
dc.typeMaster thesisen_US
dc.source.pagenumber53 s.en_US


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