Essays about: "ETPs"

Found 3 essays containing the word ETPs.

  1. 1. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    University essay from KTH/Matematisk statistik

    Author : Simon Carlsson; Erik Allgårdh; [2020]
    Keywords : Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Abstract : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. READ MORE

  3. 2. A Comparison of a Heuristic and a Hopfield Neural Network Approach for Solving Examination Timetabling Problems

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

    Author : Maria Lindblad; [2019]
    Keywords : ;

    Abstract : The Examination Timetabling Problem (ETP) is the problem of scheduling a number of exams during a set time period so that no students are required to sit two exams simultaneously. Despite the complexity of the problem, universities all over the world solve ETPs several times each year. READ MORE

  4. 3. VIX ETPs as Portfolio Diversifiers

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nils Hartung von Hartungen; Michael Katzdobler; [2017]
    Keywords : VIX; ETPs; Mean-Variance Spanning; Mean-Variance Criterion; Multi-Objective Portfolio Selection;

    Abstract : This paper studies whether the popularity of VIX ETPs can be explained by their suitability as portfolio diversifiers for retail investors having access to a typical set of ETFs. We first carry out an analysis from the perspective of investors with a quadratic utility function by employing the mean-variance spanning test and the mean-variance criterion. READ MORE