Essays about: "OMXS30"

Showing result 16 - 20 of 167 essays containing the word OMXS30.

  1. 16. Volatility Forecasting with Artificial Neural Networks: Can we trust them?

    University essay from Stockholms universitet/Finansiering

    Author : Carl Oscar Dannström; Axel Broang; [2022]
    Keywords : ;

    Abstract : This thesis investigates how two types of artificial neural network models (ANN), feedforwardneural networks (FNN) and long short-term memory (LSTM), used for realized volatility (RV) forecasting, perform during high and low volatility regimes in comparison to the heterogeneousautoregressive (HAR) model. This is done for 23 stocks, constituents of the Swedish index OMXS30, between the 8th of February 2010 and the 31st of January 2022 using ten exogenous and three endogenous input variables. READ MORE

  3. 17. Deep Reinforcement Learning Approach to Portfolio Optimization

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lorik Sadriu; [2022]
    Keywords : Deep Reinforcement Learning; Portfolio Optimization; Portfolio performance; EMH; Business and Economics;

    Abstract : This paper evaluates whether a deep reinforcement learning (DRL) approach can be implemented, on the Swedish stock market, to optimize a portfolio. The objective is to create and train two DRL algorithms that can construct portfolios that will be benchmarked against the market portfolio, tracking OMXS30, and the two conventional methods, the naive portfolio, and minimum variance portfolio. READ MORE

  4. 18. Implied and Historical Volatility : An Empirical Study on Their Predictive Power of the Future Volatility on the OMXS30 Index

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Hampus Egly; Christopher Solbakke; [2022]
    Keywords : ;

    Abstract : .... READ MORE

  5. 19. Cryptocurrencies and Swedish Stocks Performance During the Covid-19 Shock : Which market suffered more from the Covid-19 pandemic

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Petter Helsén; Lukas Andersson; [2022]
    Keywords : ;

    Abstract : This paper explores whether cryptocurrencies outperformed the Swedish stock market during the Covid-19 pandemic. In the analysis, we used four cryptocurrencies in the form of Bitcoin, Ethereum, Cardano and Binance Coin, and the OMXS30 stock index. READ MORE

  6. 20. Financial performance in relation to carbon dioxide emissions, a regression analysis of companies in the stock index OMXS30

    University essay from KTH/Matematisk statistik

    Author : Ellen Haavikko; Alva Lundgren; [2022]
    Keywords : Regression analysis; carbon dioxide emissions; sustainable business; financial performance; OMXS30; Regressionsanalys; koldioxidutsläpp; hållbart företagande; finansiellt resultat; OMXS30;

    Abstract : One of the biggest topics of discussion in the last decade has been the climate change and the related global warming. This has rightfully contributed to people being more aware than ever about how to live a more sustainable life and to some extension know how they should act in their everyday life in order to reduce their carbon footprint. READ MORE