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Showing result 1 - 5 of 32 essays matching the above criteria.

  1. 1. Machine Learning Based Stock Price Prediction by Integrating ARIMA model and Sentiment Analysis with Insights from News and Information

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : Teja Sai Vaibhav Boppana; Joseph Sudheer Vinakonda; [2023]
    Keywords : Machine Learning; Market Trends; News; Headlines Stock Price Prediction; VADER.;

    Abstract : Background: Predicting stock prices in today’s complex financial landscape is asignificant challenge. An innovative approach to address this challenge is integrating sentiment analysis techniques with the well-established Autoregressive IntegratedMoving Average (ARIMA) model. READ MORE

  3. 2. Relative or Discounted Cash Flow Valuation on the Fifty Largest US-Based Corporations on Nasdaq : Which of these valuation methods provides the most accurate valuation forecast?

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Marcus Öhrner; Otto Öhman; [2023]
    Keywords : Discounted Cash Flow; Dividend Discount Model; Earnings Before Interest and Taxes; Earnings Before Interest; Taxes; Depreciation and Amortization; Enterprise Value-to-Earnings Before Interest; Depreciation; and Amortization ratio; Free Cash Flow to Firm; Free Cash Flow to Equity; Mean Absolute Error; Price-to-Earnings Ratio; PricewaterhouseCoopers; Riskless Rate; Root Mean Square Error; Return on Capital; United States; Weighted Average Cost of Capital;

    Abstract : The topic of this Bachelor Thesis is “Which of these valuation methods provides the most accurate valuation forecast”. Assuming that the year is 2020, the goal of this thesis is to forecast the future stock prices of the fifty largest US-based companies on the Nasdaq stock exchange for 2021 and 2022. READ MORE

  4. 3. The Relevance of Expected Credit Losses: The effect of IFRS 9 on analyst forecast accuracy

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

    Author : Gustav Jansson; Victor Wolf; [2021]
    Keywords : IFRS 9; Decision Usefulness; Forecast Accuracy; Credit Losses; Difference-in-Differences;

    Abstract : This study examines how the adoption of the expected loss model under IFRS 9 has affected the forecast accuracy of credit losses. Specifically, we investigate the effect on absolute forecast errors and forecast dispersion. READ MORE

  5. 4. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Albin Tyllgren; [2021]
    Keywords : Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

    Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE

  6. 5. Earnings Forecasts and Stock Price Data: How stock prices can be used to forecast less biased and more accurate earnings

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

    Author : Erik Bergmark; Gustav Möller; [2021]
    Keywords : Forecasts; Earnings; Stock price; Bias; Accuracy;

    Abstract : In this study, we investigate the effect of incorporating stock price data in model-based forecasts. Previous research shows that stock price data can be used to forecast less bias and more accurate earnings. READ MORE