Essays about: "Trading Book"

Showing result 21 - 25 of 41 essays containing the words Trading Book.

  1. 21. Predicting High Frequency Exchange Rates using Machine Learning

    University essay from KTH/Matematisk statistik

    Author : Aleksandar Palikuca; Timo Seidl; [2016]
    Keywords : ;

    Abstract : This thesis applies a committee of Artificial Neural Networks and Support Vector Machines on high-dimensional, high-frequency EUR/USD exchange rate data in an effort to predict directional market movements on up to a 60 second prediction horizon. The study shows that combining multiple classifiers into a committee produces improved precision relative to the best individual committee members and outperforms previously reported results. READ MORE

  3. 22. DÉSORDRES À PONDICHÉRY. A Paratextual Study of a Novel on a French Trading Post in India in the Late 1930s

    University essay from Göteborgs universitet/Institutionen för litteratur, idéhistoria och religion

    Author : Karin Edgardh; [2015-10-05]
    Keywords : Pondichéry; Colonial Literature; Gérard Genette; George Delamare; Claude Farrère; Comparative Literature;

    Abstract : The novel Désordres à Pondichéry by Georges Delamare (1897-1988) was published in Paris in 1938, dealing with the current situation in the French trading post Pondichéry. A preface by right-wing author Claude Farrère (1876-1957) expressed fear of Communism or anarchy in the city. READ MORE

  4. 23. Internal Market Risk Modelling for Power Trading Companies

    University essay from KTH/Matematisk statistik

    Author : Markus Ahlgren; [2015]
    Keywords : Power Market; Electricity; Forward Curve; Market Risk; VaR; ES; Basel; CRR; FRTB; Risk Management; Elmarknad; Elektricitet; Forwardkurva; Marknadsrisk; VaR; ES;

    Abstract : Since the financial crisis of 2008, the risk awareness has increased in the -financial sector. Companies are regulated with regards to risk exposure. These regulations are driven by the Basel Committee that formulates broad supervisory standards, guidelines and recommends statements of best practice in banking supervision. READ MORE

  5. 24. Firm-Specific Variables and Expected Stock Returns - A study on the German Market -

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Dylan Remmits; Viktoria Knittel; [2015]
    Keywords : Expected Stock Returns; Fama-MacBeth Cross-Sectional Regression; Risk Premia; German Market; Value Investing; Factor Investing; Portfolio Approach; Conditional Beta; Firm-Specific Variables; Business and Economics;

    Abstract : Purpose: The purpose of this thesis is to investigate which firm-specific variables can explain the cross-section of expected stock returns in the German market. The tested explanatory variables are market beta, firm size, the book-to-market ratio, the earnings-to-price ratio, leverage, the dividend yield, the cash flow-to-price ratio and sales growth. READ MORE

  6. 25. Reaping the Size and Value Effects: Controlling for Pure Quality

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : August Hansson; Carl-Henrik Källroos; [2015]
    Keywords : Quality; Size effect; Value effect; Trading strategy; Asset pricing;

    Abstract : We investigate if small and low Market-to-Book firms have higher risk-adjusted returns when controlling for quality. We define quality characteristics as something investors should be willing to pay a higher price for, all else equal. The analysis is based on all common stocks in the Swedish stock market for year 1996- 2014. READ MORE