Blar i forfatter Mastergradsoppgaver i økonomi og administrasjon, revisjon "Aronsen, Martin"
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Can machine learning beat the Norwegian stock market?
Aronsen, Martin; Markussen, Christian (Master thesis; Mastergradsoppgave, 2023-05-31)Multiple studies on the performance of machine-learning stock portfolios have shown the efficacy of machine-learning portfolios on large stock exchanges, especially the American- and Chinese market. Fewer studies have been conducted on smaller cap markets, which consists of smaller, less-liquid investment options. The purpose of this thesis is therefore to explore the possibilities to beat the ...