Essays about: "Running Index"

Showing result 1 - 5 of 21 essays containing the words Running Index.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  2. 2. Cluster analysis on sparse customer data on purchase of insurance products

    University essay from KTH/Matematisk statistik

    Author : Michel Alexander Postigo Smura; [2019]
    Keywords : ;

    Abstract : This thesis work aims at performing a cluster analysis on customer data of insurance products. Three different clustering algorithms are investigated. These are K-means (center-based clustering), Two-Level clustering (SOM and Hierarchical clustering) and HDBSCAN (density-based clustering). READ MORE

  3. 3. Can internal and external load measures via Polar Vantage V predict training status in trained individuals? : - A prospective study during a normal and a heavy load training week.

    University essay from Umeå universitet/Avdelningen för idrottsmedicin

    Author : Jens Offerman; [2019]
    Keywords : Acute:chronic load ratio; POMS; Heart-rate recovery; Running Index;

    Abstract : Purpose To evaluate the information provided by Polar Vantage V, a new generation of heart rate monitor/watch (HRM-watch) to the user, regarding the acute:chronic load ratio (ACLR), based onthe external and internal load measures and examine the measures against psychological and physiological measures before and during a threshold test with VO2max testing. Method A five-week prospective study with results and data collected during and after four normal training weeks and during a fifth week with a very high training load. READ MORE

  4. 4. The Role of Remittances for Economic Development in Asia and the Pacific Economies

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Hong Dao; [2019]
    Keywords : remittance; economic development; economic growth; financial development; financial inclusion; financial inclusion index; APAC; Asia and the Pacific; Business and Economics;

    Abstract : There has been little empirical study of the relationship between remittance inflows and economic growth, especially with a focus in Asia and the Pacific (APAC) region. In this paper, this relationship for 23 APAC economies is examined. READ MORE

  5. 5. Server Design to Ensure Quality and Fairness in Mobile Crowdsourcing

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

    Author : Ville Granfors; [2019]
    Keywords : Mobile Crowdsourcing; Quality; Fairness; Server; Sensor; Real Life Data;

    Abstract : Mobile crowdsourcing solves complex problems by utilizing the untapped power of a crowd, connected through the fantastic mobile devices we use in our daily life. These gadgets are equipped with a versatile set of sensor that could be used for gathering data about a specific location in combination with questions to the human carrier. READ MORE