Essays about: "Futures forecasting"

Showing result 1 - 5 of 18 essays containing the words Futures forecasting.

  1. 1. Extracting Growth Expectations from Financial Markets: An Investigation into the Dividend Market Dynamics

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Gösta Lycke; [2023]
    Keywords : Dividend futures; GDP growth forecasting; Economic shocks; Market expectations; Financial market derivatives;

    Abstract : Dividend futures, reflecting the economic surplus, can be used as a forecasting tool for dividend and GDP growth. Building on prior research, I broaden the scope of analysis by encompassing a range of countries and evaluate the impact of shocks such as a military conflict on dividend and GDP growth expectations. READ MORE

  3. 2. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

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

    Author : Erik Persson; [2022]
    Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

    Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE

  4. 3. Forecasting Price Direction Using Different Sampling Methods

    University essay from KTH/Matematik (Avd.)

    Author : Niklas Mannerskog; [2021]
    Keywords : Applied mathematics; sampling methods; scaling laws; foreign exchange rates; futures; price direction; directional change; Tillämpad matematik; samplingsmetoder; skallagar; valutapar; terminer; prisriktning; directional change;

    Abstract : To extract usable information from financial data the prices of financial instruments must be summarized in an efficient manner. Typically price quotes are sampled at discrete and equidistant points in time to create a time series of prices at fixed times. READ MORE

  5. 4. A comfortable transportation into the unknown future: The role and meaning of accounting numbers in innovative start-ups

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Philip Andersson; Sebastian Thönners; [2021]
    Keywords : narrative; accounting; comfort; innovation; uncertainty;

    Abstract : As innovative start-ups are growing in numbers, a new field of research is emerging revolving around how organizations create imaginaries and how they proactively can shape the future. The business case is often the starting point for such ventures, to motivate investors and receive funding through presentations of imagined economic futures. READ MORE

  6. 5. Prediction of Currency Pairs : Statistical relations between futures and forward contracts

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Anna Aronsson; Elsa Kjellén; [2021]
    Keywords : ;

    Abstract : Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. READ MORE