Essays about: "finance mdh"

Showing result 1 - 5 of 21 essays containing the words finance mdh.

  1. 1. Merton's Portfolio Problem under Jourdain--Sbai Model

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

    Author : Sajedeh Saadat; [2023]
    Keywords : Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

    Abstract : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. READ MORE

  3. 2. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model

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

    Author : Tara Romsäter; [2023]
    Keywords : Merton s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model.;

    Abstract : Merton’s Optimal Investment-Consumption Problem is a classic optimization problem in finance. It aims to find the optimal controls for a portfolio with both risky and risk-less assets, inorder to maximize an investor’s utility function. READ MORE

  4. 3. Swedish Stock and Index Price Prediction Using Machine Learning

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

    Author : Henrik Wik; [2023]
    Keywords : Stock Price Prediction; Machine Learning; Time Series Analysis; Linear Regression; K-Nearest Neighbors; Random Forest; Support Vector Machines; Neural Networks;

    Abstract : Machine learning is an area of computer science that only grows as time goes on, and there are applications in areas such as finance, biology, and computer vision. Some common applications are stock price prediction, data analysis of DNA expressions, and optical character recognition. READ MORE

  5. 4. Modelling trend cycles of a stock in the market through social transmission

    University essay from Mälardalens universitet/Utbildningsvetenskap och Matematik

    Author : Sedigheh Nemati; [2023]
    Keywords : Social finance; Fashion cycles; Stock market; Cultural evolution; Simulation; Population model.;

    Abstract : This project investigates the relationship between social interactions among marketparticipants and the emergence of cyclical trends in stock markets. Two models aredeveloped to capture the interaction dynamics among individuals within the market:a basic model and a model with a price mechanism. READ MORE

  6. 5. Exploring backward stochastic differential equations and deep learning for high-dimensional partial differential equations and European option pricing

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

    Author : Jonathan Leung; [2023]
    Keywords : Backward Stochastic Differential Equations; Semilinear Parabolic Partial Differential Equations; Artificial Neural Networks; Nonlinear Option Pricing; Black-Scholes; Nonlinear Feynman-Kac; Euler-Maruyama;

    Abstract : Many phenomena in our world can be described as differential equations in high dimensions. However, they are notoriously challenging to solve numerically due to the exponential growth in computational cost with increasing dimensions. READ MORE