Essays about: "aktie"

Showing result 21 - 25 of 50 essays containing the word aktie.

  1. 21. Online intra-day portfolio optimization using regime based models

    University essay from Lunds universitet/Matematisk statistik

    Author : Sara Hafström Fremlin; [2019]
    Keywords : Multi-period portfolio selection; Model predictive control; Hidden Markov model; Mathematics and Statistics;

    Abstract : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where the data is sampled every 5 minutes. Previous research has shown how MPC optimization applied to daily sampled financial data can generate a portfolio that exceeds the value of standard portfolio strategies such as Strategic asset allocation. READ MORE

  3. 22. Evaluating ESG Related Events' Significance for Oil Companies in Relation To Stock Price Changes

    University essay from KTH/Matematisk statistik

    Author : Sherwin Baghchesara; [2019]
    Keywords : Mathematics; regression analysis; bachelor thesis; oil; stock; risk management; stakeholders; ESG; Matematik; regressionsanalys; kandidatexamen; olja; aktie; risk; stakeholder; ESG;

    Abstract : ESG risks, which stands for environmental, social, and governance, has in recent years exploded as a conversational topic. Including ESG efforts in company reports, and being transparent about operations is not as foreign as before. READ MORE

  4. 23. The Swap Market Model with Local Stochastic Volatility

    University essay from KTH/Matematisk statistik

    Author : Mohammed Benmakhlouf Andaloussi; [2019]
    Keywords : ;

    Abstract : Modeling volatility is an intricate part of all financial models and the pricing of derivative contracts. And while local volatility has gained popularity in equity and FX models, it remained neglected in interest rates models. READ MORE

  5. 24. Pricing of a balance sheet option limited by a minimum solvency boundary

    University essay from KTH/Matematisk statistik

    Author : Josefine Bofeldt; Sara Joon; [2019]
    Keywords : ;

    Abstract : Pension companies are required by law to remain above a certain solvency level. The main purpose of this thesis is to determine the cost of remaining above a lower solvency level for different pension companies. This will be modelled by an option with a balance sheet as the underlying asset. READ MORE

  6. 25. Public Sentiment on Twitter and Stock Performance : A Study in Natural Language Processing

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

    Author : Jimmy Henriksson; Carl Hultberg; [2019]
    Keywords : Sentiment Analysis; Public Opinion; Stock Market; Stock Performance; Statistics; Computer Linguistics; Natural Language Processing; Twitter.; Sentimentanalys; Folkopinion; Aktiemarknaden; Aktiekursutveckling; Statistik; Språkteknologi; Twitter.;

    Abstract : Since recent years, the use of non-traditional data sources by hedge funds in order to support investment decisions has increased. One of the data sources which has increased most is social media and it has become popular to analyze the public opinion with help of sentiment analysis in order to predict the performance of a company. READ MORE