Essays about: "financial forecasting"

Showing result 1 - 5 of 126 essays containing the words financial forecasting.

  1. 1. Predicting Asset Prices with Machine Learning

    University essay from

    Author : Adam Eklund; Valter Trollius; [2020-06-29]
    Keywords : Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

    Abstract : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. READ MORE

  2. 2. Comparison of Forecasting Models Used by The Swedish Social Insurance Agency.

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

    Author : Ryan Rasoul; [2020]
    Keywords : Financial engineering; Forecast; Time series; ARIMA; SES; Analysis and forecasting;

    Abstract : We will compare two different forecasting models with the forecasting model that was used in March 2014 by The Swedish Social Insurance Agency ("Försäkringskassan" in Swedish or "FK") in this degree project. The models are used for forecasting the number of cases. READ MORE

  3. 3. Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Lukas Börjesson; [2020]
    Keywords : ;

    Abstract : In this paper, predictions of future price movements of a major American stock index was made by analysing past movements of the same and other correlated indices. A model that has shown very good results in speech recognition was modified to suit the analysis of financial data and was then compared to a base model, restricted by assumptions made for an efficient market. READ MORE

  4. 4. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; [2020]
    Keywords : Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Abstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE

  5. 5. Modeling the Relation Between Implied and Realized Volatility

    University essay from KTH/Matematisk statistik

    Author : Tobias Brodd; [2020]
    Keywords : Volatility; implied volatility; realized volatility; machine learning; applied mathematics; financial mathematics; neural networks; ann; lstm; ar; har; ornstein uhlenbeck; Volatilitet; implicit volatilitet; realiserad volatilitet; maskininlärning; tillämpad matematik; finansiell matematik; neurala nätverk; ann; lstm; ar; har; ornstein uhlenbeck;

    Abstract : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. READ MORE