Essays about: "George Abo Al Ahad"

Found 2 essays containing the words George Abo Al Ahad.

  1. 1. Machine Learning for Market Prediction : Soft Margin Classifiers for Predicting the Sign of Return on Financial Assets

    University essay from Linköpings universitet/Produktionsekonomi

    Author : George Abo Al Ahad; Abbas Salami; [2018]
    Keywords : Machine Learning; Finance; Financial Time Series; Support Vector Machines; Relevance Vector Machines; Multiple Kernel Learning; Simulated Annealing; SVM; RVM; MKL; SA; FSVM; TSVM; FTSVM;

    Abstract : Forecasting procedures have found applications in a wide variety of areas within finance and have further shown to be one of the most challenging areas of finance. Having an immense variety of economic data, stakeholders aim to understand the current and future state of the market. READ MORE

  3. 2. A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Fysik och elektroteknik

    Author : George Abo Al Ahad; Denis Gerzic; [2017]
    Keywords : Fama and Macbeth; Fama and French; Low Volatility Anomaly; Stock; Market; Portfolio Theory; CAPM; Econometrics; Expected return forecasting;

    Abstract : This study investigates, with a critical approach, if portfolios consisting of high beta stocks yields more than portfolios consisting of low beta stocks in the Swedish stock exchange market. The chosen period is 1999-2016, covering both the DotCom Bubble and the financial crisis of 2008. READ MORE