Essays about: "ability to predict returns"

Showing result 1 - 5 of 21 essays containing the words ability to predict returns.

  1. 1. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Gustav Jacobsson; Oscar Klersell; [2023]
    Keywords : Economic Policy Uncertainty EPU ; Excess stock returns; Out-of-sample forecasting; Random walk; Sweden;

    Abstract : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). READ MORE

  3. 2. Exploring Alarm Data for Improved Return Prediction in Radios : A Study on Imbalanced Data Classification

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Sofia Färenmark; [2023]
    Keywords : Imbalanced data classification; LASSO; Boruta; SVM; RFC; neural network; decision tree; AUC; AUPRC;

    Abstract : The global tech company Ericsson has been tracking the return rate of their products for over 30 years, using it as a key performance indicator (KPI). These KPIs play a critical role in making sound business decisions, identifying areas for improvement, and planning. READ MORE

  4. 3. Using LSTM Neural Networks To Predict Daily Stock Returns

    University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Author : Jon William Cavallie Mester; [2021]
    Keywords : LSTM; RNN; stock prediction; deep learning;

    Abstract : Long short-term memory (LSTM) neural networks have been proven to be effective for time series prediction, even in some instances where the data is non-stationary. This lead us to examine their predictive ability of stock market returns, as the development of stock prices and returns tend to be a non-stationary time series. READ MORE

  5. 4. The Recent Downfall of Value Investing - A Study on the Performances of the Magic Formula and the F-Score in the Nordic Market

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Erik Rystedt; Kasper Oldmark; [2021]
    Keywords : Value Investing; Magic Formula; F-Score; Fundamental Analysis; Efficient Market Hypothesis;

    Abstract : We have examined if value investing has generated above-market returns and possessed the ability to predict future returns using fundamental analysis in the Nordic market. To address our research question, we have conducted univariate analyses testing the performances of Greenblatt's Magic Formula and Piotroski's F-Score against the MSCI Nordic Countries Net Total Return Index and their respective inverse portfolios. READ MORE

  6. 5. Semi-Classical Calculations of Multiple Trajectories in High-Harmonic Generation

    University essay from Lunds universitet/Atomfysik; Lunds universitet/Fysiska institutionen

    Author : Tom Causer; [2021]
    Keywords : hhg; high harmonic generation; trajectories; xuv; semi-classical; multiple; third trajectory; further; matlab; hhg approximation; simulation; far-field; near-field; fourier transform; Physics and Astronomy;

    Abstract : The purpose of this thesis is to investigate the High-Harmonic Generation (HHG) process by simulating electron trajectories, and their resulting Extreme Ultra Violet (XUV) output. The HHG process is one in which a focused beam of infrared (IR) light can rival (in terms of intensity) the potentials of atoms, which makes tunnelling likely -- this sets off a chain of events resulting in an XUV pulse. READ MORE