Essays about: "FTSE100"

Showing result 1 - 5 of 10 essays containing the word FTSE100.

  1. 1. Using Machine Learning to Predict Aggregate Excess Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Jonsson; Sebastian Gierlowski Carling; [2021]
    Keywords : Equity premium; Machine learning; Non-linear models; Penalized linear models; Prediction;

    Abstract : In this paper we examine whether standard linear regression and machine learning tools can be used to predict the time series of total returns in excess of the risk-free rate on the S&P500 and FTSE100 indices. We have virtually no success in predicting monthly returns. However, we do have some success in predicting annual returns. READ MORE

  3. 2. ESG or Financial Performance - Does It Have to be a Choice? : A Regression Analysis of Thomson Reuters ESG scores and Financial Performance in Sweden and the UK.

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Lisa Hedqvist; Amanda Larsson; [2020]
    Keywords : ESG; ESG Score; Financial Performance; Sustainable Finance; EU Policies;

    Abstract : Background: The term Environmental, Social, and Governance (ESG) is a relatively new concept within the financial industry. However, there are a couple of issues connected to the ESG score and sustainable finance. READ MORE

  4. 3. Big Data Strategies - Worth the Hype?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ksenia Parviainen; [2018]
    Keywords : google; big data; stock market prediction; SVI;

    Abstract : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. READ MORE

  5. 4. Predicting Stock Index Volatility Using Artificial Neural Networks: An empirical study of the OMXS30, FTSE100 & S&P/ASX200

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ola Johnsson; [2018]
    Keywords : artificial neural networks; volatility; ARCH-type models; Business and Economics;

    Abstract : In this thesis I study the performances of artificial neural networks (ANNs) and three various ARCH-type models to predict weekly volatility of the Swedish (OMXS30), the British (FTSE100) and the Australian (S&P/ASX200) major stock indices. The three various ARCH-type models are the GARCH(1,1), the EGARCH(1,1) and the TGARCH(1,1). READ MORE

  6. 5. Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Filip Martinssson; Ivan Liljeqvist; [2017]
    Keywords : technical analysis; rsi; candlestick patterns; trading;

    Abstract : This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. READ MORE