Essays about: "FTSE100"
Showing result 1 - 5 of 10 essays containing the word FTSE100.
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1. Using Machine Learning to Predict Aggregate Excess Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this paper we examine whether standard linear regression and machine learning tools can be used to predict the time series of total returns in excess of the risk-free rate on the S&P500 and FTSE100 indices. We have virtually no success in predicting monthly returns. However, we do have some success in predicting annual returns. READ MORE
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2. ESG or Financial Performance - Does It Have to be a Choice? : A Regression Analysis of Thomson Reuters ESG scores and Financial Performance in Sweden and the UK.
University essay from Jönköping University/Internationella HandelshögskolanAbstract : Background: The term Environmental, Social, and Governance (ESG) is a relatively new concept within the financial industry. However, there are a couple of issues connected to the ESG score and sustainable finance. READ MORE
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3. Big Data Strategies - Worth the Hype?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. READ MORE
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4. Predicting Stock Index Volatility Using Artificial Neural Networks: An empirical study of the OMXS30, FTSE100 & S&P/ASX200
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this thesis I study the performances of artificial neural networks (ANNs) and three various ARCH-type models to predict weekly volatility of the Swedish (OMXS30), the British (FTSE100) and the Australian (S&P/ASX200) major stock indices. The three various ARCH-type models are the GARCH(1,1), the EGARCH(1,1) and the TGARCH(1,1). READ MORE
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5. Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis
University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)Abstract : This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. READ MORE