Essays about: "Convergence Trade"

Showing result 1 - 5 of 24 essays containing the words Convergence Trade.

  1. 1. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tomoya Narita; Povilas Stankevicius; [2023]
    Keywords : Machine Learning; XGBoost; Relative Valuation; Convergence Trade;

    Abstract : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. READ MORE

  3. 2. Lithium-ion battery modeling and SoC estimation

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Ruoyu Xu; [2023]
    Keywords : lithium-ion battery; cell modeling; state of charge; extended Kalman filter; pack modeling; litiumjonbatteri; cellmodellering; laddningstillstånd; utökat Kalmanfilter; packmodellering;

    Abstract : The energy crisis and environmental pollution have become increasingly prominent in recent years. Lithium batteries have attracted extensive attention due to their high energy density, safety, and low pollution. To further study how the battery works, it is necessary to establish an accurate model conforming to the battery characteristics. READ MORE

  4. 3. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  5. 4. Convergence of CO2 emissions in the Americas

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mikael Arvidsson Martins; [2021]
    Keywords : Carbon Dioxide Emissions; Emission Intensity; Convergence; Club Convergence; The Americas;

    Abstract : Maintaining global warming to 2 degrees Celsius above pre-industrial levels is vital. Whether the convergence hypothesis holds for carbon dioxide emissions is important for policymakers facing this issue. This paper investigates the convergence behavior of carbon dioxide emissions for 39 countries in the Americas from 1960-2016. READ MORE

  6. 5. Finite Difference Methods for the Black-Scholes Equation

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Asima Parveen Saleemi; [2020]
    Keywords : Option pricing; Generalised Black-Scholes model; Finite difference methods; Stability; Convergence; Numerical solution;

    Abstract : Financial engineering problems are of great importance in the academic community and BlackScholes equation is a revolutionary concept in the modern financial theory. Financial instruments such as stocks and derivatives can be evaluated using this model. Option evaluation, is extremely important to trade in the stocks. READ MORE