Essays about: "aktieindex"

Showing result 1 - 5 of 19 essays containing the word aktieindex.

  1. 1. Applying machine learning to automate stock portfolio management

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

    Author : Oscar Azrak; Alperen Kinali; Kristian Makadsi; [2022]
    Keywords : Fundamental Analysis; Machine Learning; Revenue; Net Income; ROIC; Free Cash Flow; FCF; Debt-To-Equity;

    Abstract : There are multiple ways to analyze stock companies. One way is using fundamental analysis, which means one is analyzing the company’s business key figures, such as revenue, net income and more. READ MORE

  3. 2. Time Series forecasting of the SP Global Clean Energy Index using a Multivariate LSTM

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

    Author : Klara Larsson; Freja Ling; [2021]
    Keywords : Machine learning; clean energy; neural networks; stock market; LSTM; time series; multivariate LSTM; correlation.;

    Abstract : Clean energy and machine learning are subjects that play significant roles in shaping our future. The current climate crisis has forced the world to take action towards more sustainable solutions. Arrangements such as the UN’s Sustainable Development Goals and the Paris Agreement are causing an increased interest in renewable energy solutions. READ MORE

  4. 3. Hierarchical Clustering in Risk-Based Portfolio Construction

    University essay from KTH/Matematisk statistik

    Author : Natasha Nanakorn; Elin Palmgren; [2021]
    Keywords : Portfolio construction; asset allocation; risk-based asset allocation; hierarchical clustering; agglomerative clustering; hierarchical risk parity; risk; volatility; Portföljallokering; portföljhantering; portföljmetoder; riskbaserad portföljallokering; hierarkisk klustring; agglomerativ klustring; risk; volatilitet;

    Abstract : Following the global financial crisis, both risk-based and heuristic portfolio construction methods have received much attention from both academics and practitioners since these methods do not rely on the estimation of expected returns and as such are assumed to be more stable than Markowitz's traditional mean-variance portfolio. In 2016, Lopéz de Prado presented the Hierarchical Risk Parity (HRP), a new approach to portfolio construction which combines hierarchical clustering of assets with a heuristic risk-based allocation strategy in order to increase stability and improve out-of-sample performance. READ MORE

  5. 4. Index prediction on the Swedish stock market using natural language processing methods on Swedish news

    University essay from Lunds universitet/Matematisk statistik

    Author : Erik Ris; Axel Sjöberg; [2021]
    Keywords : Stock market prediction; Index prediction; Sentiment analysis; Topic modelling; LDA; Swedish newspaper data; NLP; Machine Learning; RNN; Mathematics and Statistics;

    Abstract : This master thesis explores if topic modelling and sentiment analysis on Swedish financial newspaper data can be used to predict the direction of the Swedish stock market. A pipeline was set up where full length articles as well as article summaries were fed into a topic model and a sentiment analysis model. READ MORE

  6. 5. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    University essay from KTH/Matematisk statistik

    Author : Simon Carlsson; Erik Allgårdh; [2020]
    Keywords : Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Abstract : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. READ MORE