Essays about: "financial prediction model"

Showing result 1 - 5 of 146 essays containing the words financial prediction model.

1. 1. Explainable Artificial Intelligence and its Applications in Behavioural Credit Scoring

   University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

   Author : Robert Iain Salter; [2023]
   Keywords : Behavioural Credit Scoring; Deep Learning; Machine Learning; Long Short-Term Memory; Default Prediction;

   Abstract : Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. READ MORE

3. 2. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm

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

   Author : Daniel Gröttheim; [2023]
   Keywords : Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

   Abstract : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. READ MORE

4. 3. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

   University essay from Uppsala universitet/Matematiska institutionen

   Author : Irina Zarankina; [2023]
   Keywords : ARMA; ARIMA; LSTM; time series; statistics;

   Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE

5. 4. A Markovian Approach to Financial Market Forecasting

   University essay from KTH/Matematisk statistik

   Author : Kevin Sun Wang; William Borin; [2023]
   Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

   Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

6. 5. Artificial Neural Networks for Financial Time Series Prediction

   University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

   Author : Dana Malas; [2023]
   Keywords : artificial neural networks; time series analysis; deep learning; finance; long short-term memory; simple moving average;

   Abstract : Financial market forecasting is a challenging and complex task due to the sensitivity of the market to various factors such as political, economic, and social factors. However, recent advances in machine learning and computation technology have led to an increased interest in using deep learning for forecasting financial data. READ MORE