Essays about: "Oscar Blomkvist"

Found 2 essays containing the words Oscar Blomkvist.

  1. 1. Machine Learning Based Sentiment Classification of Text, with Application to Equity Research Reports

    University essay from KTH/Matematisk statistik

    Author : Oscar Blomkvist; [2019]
    Keywords : Equity research; NLP; sentiment classification; logistic regression; word2vec; LSTM; Aktieanalys; NLP; sentimentklassificering; logistisk regression; word2vec; LSTM;

    Abstract : In this thesis, we analyse the sentiment in equity research reports written by analysts at Skandinaviska Enskilda Banken (SEB). We provide a description of established statistical and machine learning methods for classifying the sentiment in text documents as positive or negative. READ MORE

  3. 2. Smart Beta - index weighting

    University essay from KTH/Matematisk statistik

    Author : Oscar Blomkvist; [2015]
    Keywords : Smart beta; portfolio optimization; Sharpe ratio; equal weights; diversification; fundamental analysis; P E-ratio; performance; risk; trading cost; market impact.; Smart beta; portföljoptimering; Sharpe-kvot; likaviktad; diversifiering;

    Abstract : This study is a thesis ending a 120 credit masters program in Mathematics with specialization Financial Mathematics and Mathematical Statistics at the Royal Institute of Technology (KTH). The subject of Smart beta is defined and studied in an index fund context. READ MORE