Essays about: "Approximation"

Showing result 1 - 5 of 441 essays containing the word Approximation.

  1. 1. Institutional Investor Presence, Underpricing and Flipping Activity - Empirical Findings from Western European Exchanges

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Claes Ekstrand; Jacob Zachrisson; [2018-06-25]
    Keywords : underpricing; flipping activity; institutional investors; initial public offering IPO ; signalling theory; agency theory; information asymmetry;

    Abstract : Purpose: This undergraduate thesis examines IPO pre-market demand as a predictor of total institutional investment (pre-IPO institutional owners maintaining their stake + institutional allocation). It also aims to investigate institutional owners’ effect on underpricing and overall flipping. READ MORE

  2. 2. Approximation through agencification. Article 114 TFEU as the legal basis for the estabishment and primary tasks of the Single Resolution Board.

    University essay from Göteborgs universitet/Juridiska institutionen

    Author : Camilla Klerborg; [2018-01-17]
    Keywords : ;

    Abstract : As the European Union has deepened and widened in terms of its competences and members, so has the complexity of harmonising Member States’ [MS] legislation. With new regulations and directives touching upon intricate and rapidly developing markets and fields of legislation, it has become clear that the more complex the area, the bigger the risk of differences in MSs’ transposition of the Union law. READ MORE

  3. 3. Monte Carlo Path Simulation and the Multilevel Monte Carlo Method

    University essay from Umeå universitet/Institutionen för fysik

    Author : Krister Janzon; [2018]
    Keywords : Multilevel Monte Carlo; computational complexity; option pricing; path approximation; Euler–Maruyama; Milstein;

    Abstract : A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). READ MORE

  4. 4. Implementing Streaming Parallel Decision Trees on Graphic Processing Units

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

    Author : David Svantesson; [2018]
    Keywords : decision trees; streaming; gpu; hpc; spdt; streaming parallel decision trees; machine learning;

    Abstract : Decision trees have long been a prevalent area within machine learning. With streaming data environments as well as large datasets becoming increasingly common, researchers have developed decision tree algorithms adapted to streaming data. READ MORE

  5. 5. Outlier-Robust Dynamic Portfolio Optimization based on Bear-Bull-Regimes

    University essay from Lunds universitet/Matematisk statistik

    Author : Emil Eliasson; Linus Hamlin; [2018]
    Keywords : Mathematics and Statistics;

    Abstract : The work in this thesis is meant to improve an existing algorithm described in Nystrup (2017). As the original model uses a normal distribution to approximate the daily logarithmic returns, the authors of this thesis aim to improve the approximation by using Student’s t-distribution which may be a better approximation of financial data. READ MORE