Essays about: "finance thesis stocks"

Showing result 1 - 5 of 36 essays containing the words finance thesis stocks.

1. 1. Swedish Stock and Index Price Prediction Using Machine Learning

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Henrik Wik; [2023]
   Keywords : Stock Price Prediction; Machine Learning; Time Series Analysis; Linear Regression; K-Nearest Neighbors; Random Forest; Support Vector Machines; Neural Networks;

   Abstract : Machine learning is an area of computer science that only grows as time goes on, and there are applications in areas such as finance, biology, and computer vision. Some common applications are stock price prediction, data analysis of DNA expressions, and optical character recognition. READ MORE

3. 2. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks

   University essay from KTH/Matematik (Avd.)

   Author : William Nord-Nilsson; [2023]
   Keywords : Extreme Value Theory; Generative Adversarial Networks; Stress Testing; Machine Learning; Convolutional Neural Networks; evtGAN; Extreme Events; Extremvärdesteori; Generativa nätverk; Stresstestning; Maskininlärning; Djupt neuralt nätverk; evtGAN; Extrema händelser;

   Abstract : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. READ MORE

4. 3. Forecasting Stock Prices Using an Auto Regressive Exogenous model

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Måns Hjort; Lukas Andersson; [2023]
   Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

   Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE

5. 4. Momentum in ESG Indexes : A study on the passive capital flows effect on ESG stock prices

   University essay from Umeå universitet/Företagsekonomi

   Author : Levin Heger; Lisa Åkerman; [2021]
   Keywords : ESG; Momentum; Passive Investments; Index investments; ETFs; Sustainable Finance; Price-to-earnings; Overvaluation; Herd Investing;

   Abstract : The aim with this thesis is to investigate whether increased capital flows to ESG screened indexes create higher price-to-earnings (P/E) ratios and momentum in the included stocks during the chosen time period of three years, from 2018 to 2020. The thesis will evaluate the capital flows to ESG indexes and compare both performance and P/E ratios between those and their corresponding Mother indexes. READ MORE

6. 5. How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market

   University essay from Lunds universitet/Matematisk statistik

   Author : Antonio Prgomet; [2021]
   Keywords : Portfolio Diversication; Modern Portfolio Theory; Quantitative Finance; Return Distributions; Shortfall Risk; Stochastic Dominance; Simulation Study.; Mathematics and Statistics;

   Abstract : For every stock investor, the question of how many stocks to buy is fundamental. The recommendations from the literature is wide and ranges from 10 to over 300. As a contrast, 41.79% of Swedish shareholders held only one stock in year 2020. READ MORE