Essays about: "finance methods"

Showing result 21 - 25 of 164 essays containing the words finance methods.

  1. 21. Market Surveillance Using Empirical Quantile Model and Machine Learning

    University essay from KTH/Matematik (Avd.)

    Author : Daniel Landberg; [2022]
    Keywords : Market surveillance; Outlier detection; Empirical quantiles; Empirical distribution; Isolation forest; Principal Component Analysis; PCA; Finance; Marknadsövervakning; Extremvärdes upptäckt; Empiriska kvantiler; Empirisk distribution; Isolationsskog; Huvudkomponent analys; Finans;

    Abstract : In recent years, financial trading has become more available. This has led to more market participants and more trades taking place each day. The increased activity also implies an increasing number of abusive trades. To detect the abusive trades, market surveillance systems are developed and used. READ MORE

  3. 22. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    University essay from Lunds universitet/Matematisk statistik

    Author : Sigfrid Forsberg; [2022]
    Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE

  4. 23. Behavioral Patterns of Sweden ́s Millennials in Their Investment Activities for Fintech Product Development : An Empirical Study of Millennial Consumers in Sweden

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

    Author : Asmik Arakelian; Kira Zhukova; [2022]
    Keywords : Fintech; Personal Investing; Personal Savings; Behavioural Research; Product Development; Fintech; Personlig Investering; Personligt Sparande; Beteendeforskning; Produktutveckling;

    Abstract : With the development of technologies, as well as the introduction of new regulations, the banking sector is facing increasing competition from Fintech startups and companies. This weakens the monopoly of banks on financial services, which can now be provided by various kinds of companies. READ MORE

  5. 24. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE

  6. 25. Navigating the financial landscape for a sustainable ocean economy

    University essay from Stockholms universitet/Stockholm Resilience Centre

    Author : Emma Olofsson; [2022]
    Keywords : Ocean economy; sustainable finance; ocean stewardship;

    Abstract : The ocean is increasingly seen as a new economic frontier. While investments are rapidly growing, these are mainly directed to unsustainable practices and a huge funding gap remains to ensure that ocean industries are in line with the aspirations of a truly “blue” economy. READ MORE