Essays about: "financial forecasting"

Showing result 11 - 15 of 189 essays containing the words financial forecasting.

  1. 11. 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. 12. 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. 13. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Fredrik Allgén; [2023]
    Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 14. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

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

    Author : Isabella Mustén Ross; [2023]
    Keywords : Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

    Abstract : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. READ MORE

  6. 15. Predicting corporate financial distress- A deep neural network approach

    University essay from Göteborgs universitet/Graduate School

    Author : Adam Eklund; Petter Lundgren; [2022-06-29]
    Keywords : ;

    Abstract : Background. Predicting bankruptcy is of great importance for creditors, investors and other stakeholders. Early warning signs of financial distress allow stakeholders to take action to minimize the negative consequences of a bankruptcy. READ MORE