Essays about: "Skewness and Kurtosis"
Showing result 6 - 10 of 30 essays containing the words Skewness and Kurtosis.
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6. Evaluating machine learning methods for detecting sleep arousal
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Sleep arousal is a phenomenon that affects the sleep of a large amount of people. The process of predicting and classifying arousal events is done manually with the aid of certified technologists, although some research has been done on automation using Artificial Neural Networks (ANN). READ MORE
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7. Merton Jump-Diffusion Modeling of Stock Price Data
University essay from Linnéuniversitetet/Institutionen för matematik (MA)Abstract : In this thesis, we investigate two stock price models, the Black-Scholes (BS) model and the Merton Jump-Diffusion (MJD) model. Comparing the logarithmic return of the BS model and the MJD model with empirical stock price data, we conclude that the Merton Jump-Diffusion Model is substantially more suitable for the stock market. READ MORE
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8. VIX ETPs as Portfolio Diversifiers
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies whether the popularity of VIX ETPs can be explained by their suitability as portfolio diversifiers for retail investors having access to a typical set of ETFs. We first carry out an analysis from the perspective of investors with a quadratic utility function by employing the mean-variance spanning test and the mean-variance criterion. READ MORE
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9. Logo colors in relation to a product - Does it have an impact on consumer attitudes? A quantitative study.
University essay from Linnéuniversitetet/Institutionen för marknadsföring (MF)Abstract : Course/Level: 2FE21E, Undergraduate Bachelor Thesis Authors: Pontus Nylander and Joel Wallgren Date: 2017-05-24 Tutor: Viktor Magnusson Examiner: Åsa Devine Title: Logo colors in relation to a product - Does it have an impact on consumer attitudes? A quantitative study. Keywords: Logo, colors, consumer attitudes, ABC-model, congruence. READ MORE
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10. Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this study we compare different volatility models on their ability to forecast one day ahead volatility and value-at-risk (VaR). We compare five different GARCH specifications: GARCH, IGARCH, GJR-GARCH, EGARCH and APARCH, as well as EWMA, each paired with six different conditional distributions. READ MORE