Essays about: "Standard deviation ratio"

Showing result 1 - 5 of 50 essays containing the words Standard deviation ratio.

  1. 1. Following the trend? : Using a time series momentum strategy on the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Markus Haglund; [2023]
    Keywords : ;

    Abstract : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. READ MORE

  3. 2. Improved Bridge Load Capacity via Dynamic Train-Track-Bridge Interaction : Assessing the dynamic amplification factor caused by measured track irregularities for rail freight transport

    University essay from KTH/Bro- och stålbyggnad

    Author : Muhannad Asaad; [2023]
    Keywords : ;

    Abstract : The carbon impact of transportation is large and requires sustainable solutions. With expected population growth, rail transportation plays a vital role in facilitating a greener Europe. The expansion of the rail infrastructure is therefore of essential importance for future challenges. READ MORE

  4. 3. Feasibility of single time point dosimetry during 177Lu-PSMA-617 treatments of prostate cancer

    University essay from Lunds universitet/Sjukhusfysikerutbildningen

    Author : Elias Nilsson; [2022]
    Keywords : Medicine and Health Sciences;

    Abstract : Introduction: Standard dosimetry methods for radionuclide therapies re- quire imaging at multiple time points post injection. An alternative method has been presented in the literature that uses previously acquired pharma- cokinetic data to create so-called dose factors. READ MORE

  5. 4. Predicting company bankruptcy using artificial neural networks. : Visualization and ranking of key features

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

    Author : Jacob Wirgård WIklund; [2022]
    Keywords : ;

    Abstract : This paper presents a deep learning model that challenges what is known in the financial field of company bankruptcy. Specifically, a Multilayer Perceptron (MLP) model for predicting corporate bankruptcies is constructed and analyzed to visualize which input parameters that are most important for the accuracy of the model. READ MORE

  6. 5. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Reza Salam Dalfi; Noel Mattar; [2022]
    Keywords : Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

    Abstract : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. READ MORE