Essays about: "Bachelor thesis finance"

Showing result 1 - 5 of 14 essays containing the words Bachelor thesis finance.

1. 1. Forecasting Stock Prices Using an Auto Regressive Exogenous model

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Måns Hjort; Lukas Andersson; [2023]
   Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

   Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE

3. 2. Drivers leading Olympic Athletes to Entrepreneurial Opportunities: An Analysis of the US Olympic Team from Tokyo 2020 : A bachelor thesis that analyzes the drivers towards entrepreneurship amongst US Olympic athletes with a qualitative research design.

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Julian Abuzeni; Kristaps Obodnikovs; [2022]
   Keywords : Drivers; Entrepreneurial Opportunities; Olympic Athletes; Team USA; COVID-19;

   Abstract : Background: The authors have observed that Olympic athletes of Team USA supplement their income, or finance themselves entirely, through entrepreneurial opportunities. This study focuses on Olympic Athletes from the United States - with a limitation to members of the US Olympic Rowing Team that competed at the Tokyo 2020 Olympic Games. READ MORE

4. 3. Factors of public-private partnerships (PPP) attracting private investors in developing countries : A quantitative research study of inexperienced and experienced private investors

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Axel Koch; Ludwig Hammarsköld; [2022]
   Keywords : Private investments; Developing countries; Community development; Public-private partnerships; Inexperienced experienced investors; Behavioural finance theory;

   Abstract : Background: Acquiring capital is a crucial component for developing countries to strengthen their economies and gathering it solely through national channels is challenging. Public-private partnerships allows for foreign capital to fund projects aimed at developing infrastructure through private investors. READ MORE

5. 4. Variable Selection in High-Dimensional Data

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

   Author : Sarah Reichhuber; Johan Hallberg; [2021]
   Keywords : variable selection; variable selection methods; linear regression; high-dimensional data; variable importance;

   Abstract : Estimating the variables of importance in inferentialmodelling is of significant interest in many fields of science,engineering, biology, medicine, finance and marketing. However,variable selection in high-dimensional data, where the number ofvariables is relatively large compared to the observed data points,is a major challenge and requires more research in order toenhance reliability and accuracy. READ MORE

6. 5. Financial Behavior and the Momentum Strategy

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Olle Josefsson; Emil Eliasson; Fredrik Thörning; [2018]
   Keywords : Behavioral Finance; Momentum Strategy; CAPM; Sharpe Ratio and Trading; Business and Economics;

   Abstract : Title: Financial Behavior and the Momentum Strategy Seminar date: 2018-05-31 Course: FEKH89, Bachelor’s Degree Project in Financial Management, Business Administration, Undergraduate Level, 15 ECTS Authors: Emil Eliasson, Olle Josefsson, Fredrik Thörning Advisor: Maria Gårdängen Purpose: The authors of this thesis aim to study if it is possible to generate a better Sharpe ratio within the CAPM-theory using a mathematical model to buy and sell a risky asset depending on the market volatility. The authors then aim to explain the changes in volatility by discussing anomalies in the market. READ MORE