Essays about: "Financial Timeseries"

Found 3 essays containing the words Financial Timeseries.

  1. 1. A study of forecasts in Financial Time Series using Machine Learning methods

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Mowniesh Asokan; [2022]
    Keywords : Timeseries; Financial Timeseries; Forecasting; LSTM; ARIMA; Hybrid ARIMA-GARCH;

    Abstract : Forecasting financial time series is one of the most challenging problems in economics and business. Markets are highly complex due to non-linear factors in data and uncertainty. It moves up and down without any pattern. READ MORE

  3. 2. Government yield spread determinants in the eurozone and the effect of the European debt crisis

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Arian Kalantari; [2019]
    Keywords : Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

    Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE

  4. 3. Unwanted Side-Effects: Idiosyncratic Volatility and M&A Activity in the U.S. Biopharmaceuticals Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ceilidh Meagher; Anton Truvé; [2016]
    Keywords : Pharmaceuticals; Biotech; Volatility; M A; Timeseries;

    Abstract : In this paper we use the disaggregated approach as outlined by Campbell et al. (2001) to study the volatility of firms within the U.S. pharmaceutical and biotech industry at the market, industry and firm levels. READ MORE