Essays about: "aktiemarknaden"
Showing result 1 - 5 of 92 essays containing the word aktiemarknaden.
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1. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET
University essay from KTH/Matematisk statistikAbstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE
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2. A Markovian Approach to Financial Market Forecasting
University essay from KTH/Matematisk statistikAbstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE
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3. Extraction of Global Features for enhancing Machine Learning Performance
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Data Science plays an essential role in many organizations and industries to become data-driven in their decision-making and workflow, as models can provide relevant input in areas such as social media, the stock market, and manufacturing industries. To train models of quality, data preparation methods such as feature extraction are used to extract relevant features. READ MORE
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4. An empirical study of the impact of data dimensionality on the performance of change point detection algorithms
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : When a system is monitored over time, changes can be discovered in the time series of monitored variables. Change Point Detection (CPD) aims at finding the time point where a change occurs in the monitored system. READ MORE
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5. Forecasting daily stock market trading volume using Machine Learning
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Today, brokers within the stock market brokerage industry are having difficulties with accurately forecasting the trading volume that is conducted by their customers. This is especially a problem during periods of exceptionally high or low trading volumes. READ MORE