Essays about: "Shayan Nafar"

Found 2 essays containing the words Shayan Nafar.

  1. 1. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Marcus Häggbom; Shayan Nafar; [2019]
    Keywords : Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

    Abstract : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. READ MORE

  2. 2. Effective Sampling and Windowingfor an Artificial Neural Network Model Used in Currency Exchange Rate Forecasting

    University essay from KTH/Skolan för teknikvetenskap (SCI); KTH/Skolan för teknikvetenskap (SCI)

    Author : Sam Johansson; Shayan Nafar; [2017]
    Keywords : ;

    Abstract : Financial forecasting is a field of great interest in academia and economy. The subfield of exchangerate prediction is of considerable value to practically every entity operating within the financialmarket. READ MORE