Essays about: "Ludvig Harting"
Found 3 essays containing the words Ludvig Harting.
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1. A machine learning approach leveraging technical- and sentiment analysis to forecast price movements in major crypto currencies
University essay from KTH/Matematik (Avd.)Abstract : This paper uses a back-propagating neural network (BPN) to predict the price movements of major crypto currencies, leveraging technical factors as well as measurements of collective sentiment derived from the micro-blogging network Twitter. Our dataset consists of daily, hourly and minutely price levels for Bitcoin, Ether and Litecoin along with 8 popular technical indicators, as well as all tweets with the currencies' cash tags during respective time periods. READ MORE
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2. Swedish Mutual Fund Performance and Persistence
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper presents an overview of the Swedish mutual fund industry and investigates the prevalence of performance persistence using a sample of 139 funds during 2005 - 2020. The study is conducted using the Capital Asset Pricing Model for determining funds' alpha during a specific period, and analyses if an investment strategy based on past performance can consistently generate returns in excess of the market. READ MORE
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3. Valuing firms within the utilities sector using regression analysis: : An empirical study of the US and European market
University essay from KTH/Matematisk statistikAbstract : Valuing a company is an important task in finance, especially before a potential merger or acquisition of a company. It is then of great importance for both parties in a deal to make an accurate estimate of the value of the company. READ MORE