Essays about: "Berk Alp Yilmaz"

Found 1 essay containing the words Berk Alp Yilmaz.

  1. 1. Stochastic Model Identification and Model Metrics with Deep Learning Applications

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

    Author : Berk Alp Yilmaz; [2020]
    Keywords : Event study; Abnormal Returns; ARIMA; Kalman Filter; Deep Learning;

    Abstract : Each economic event has a dynamic effect on the market due to decision complexity for agents valuating rare events. The more complex is the event, the more it takes for the markets to incorporate the new information. The goal of this thesis is to explore the dynamic effects of economic events on equity returns and statistical indicators. READ MORE