Essays about: "OMXS30"

Showing result 11 - 15 of 167 essays containing the word OMXS30.

  1. 11. A Study on Algorithmic Trading

    University essay from KTH/Hälsoinformatik och logistik

    Author : Philip Hägg; [2023]
    Keywords : Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Abstract : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. READ MORE

  3. 12. Assessing the alignment : An exploratory qualitative study of OMXS30 firms' sustainability narratives' calibration with their ESG performance

    University essay from Umeå universitet/Företagsekonomi

    Author : Petter Alraek Kågström; Jacob Ådén; [2023]
    Keywords : Sustainability; Legitimacy; Firm disclosure; ESG; Greenwashing; ESG score;

    Abstract : Purpose: The purpose of this paper is to gain a holistic understanding of Environmental, Social, and Governance (ESG) related narratives applied in OMXS30 firms’ annual reports. The understanding contributes to the existing literature by highlighting which main narrative strategies firms’ use to gain and maintain legitimacy, and whether or not the legitimacy gained and maintained from the narratives are in line with the firms’ ESG performance. READ MORE

  4. 13. The Control Mechanism of Trust

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

    Author : Matilda Nilsson; Tindra Hedlund; [2023]
    Keywords : management control systems; control mechanisms; serial acquirers; m a; qualitative case study;

    Abstract : Over the last decade, there has been an observed increase in the number of completed mergers and acquisitions (M&A). However, there is an ongoing debate about whether these are value-creating or not. While some research points to low value creation in the overall M&A market, the niche of serial acquisitions seems to constitute an exception. READ MORE

  5. 14. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

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

    Author : Isabella Mustén Ross; [2023]
    Keywords : Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

    Abstract : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. READ MORE

  6. 15. Forecasting Stock Prices Using an Auto Regressive Exogenous model

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Måns Hjort; Lukas Andersson; [2023]
    Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

    Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE