Essays about: "Adaptive Market Efficiency"

Showing result 1 - 5 of 16 essays containing the words Adaptive Market Efficiency.

  1. 1. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    University essay from

    Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE

  3. 2. Exploring the use of mobile warehouses in midsized urban and rural regions for last-mile transportation

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Mfon Etuk; Radu Ștefan Mihai; [2023]
    Keywords : Mobile Warehouse; Last-Mile Logistics; Supply Chain; Logistics; Distribution;

    Abstract : Abstract: Efficient last-mile transportation is a continuous difficulty for businesses, particularly in e-commerce, necessitating the development of creative solutions. This thesis investigates the use of mobile warehouses in mid-sized urban and rural areas to help with this problem. READ MORE

  4. 3. Market Efficiency for Bitcoin

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pirachtha Taechawattananant; Hasan Kashmar; [2021]
    Keywords : Bitcoin; Efficiency Market Hypothesis; Adaptive Market Hypothesis; Halving Events; Business and Economics;

    Abstract : The essence of market efficiency has been an interesting area for inspection by investors and scholars. In this study, we investigate the efficiency of a relatively new asset: Bitcoin. This paper examines the efficiency of Bitcoin by studying the impact of Bitcoin’s so-called halving dates. READ MORE

  5. 4. Hierarchical Control for Adaptive EV Charging : A multilevel control strategy for scheduling and control of EV chargers

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

    Author : Sriram Venkatakrishnan; [2020]
    Keywords : ;

    Abstract : Demand- side management is becoming an effective method that is being widely exploited by the balance markets, but not much of the demand flexibility is currently exploited in residential demand- side management. Electric Vehicles (EVs), with their significant presence in the transportation sector, is a critical load for residential demand- side management. READ MORE

  6. 5. Utilizing short-term noise in non-efficient markets by paired assets : -Introducing the Technical AMH trader

    University essay from Umeå universitet/Nationalekonomi

    Author : Love Westin; [2019]
    Keywords : ;

    Abstract : In this paper, we present an algorithmic implementation of a pairs trading strategy on the OMXS during the years from 2010 until 2018. In our case, the trading algorithm is based on the Adaptive Market Hypothesis (AMH) theory. Hence, the algorithm scans the market for temporary inefficient behaviour, as defined by AMH. READ MORE