Essays about: "forecast in finance"

Showing result 1 - 5 of 20 essays containing the words forecast in finance.

  1. 1. Determinants of House Prices in Sweden

    University essay from Göteborgs universitet/Graduate School

    Author : Radan Papousek; Martin Södling; [2018-07-04]
    Keywords : Spatial Durbin Model; spatial autocorrelation; Sweden; house prices; spillover; municipalities;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Momentum in Stock Returns Following Dispersion and Consensus in Analysts' Forecasts

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Amanda Hedlund; Johanna Ingemarson; [2018]
    Keywords : Momentum; Forecast dispersion; Analysts recommendations; Short-selling restraints; Behavioural finance;

    Abstract : Our study shows that it is possible for an investor to employ profitable zero-cost portfolio strategies on the OMX Stockholm Benchmark Index that exploit momentum following analysts' forecasts. The significant alpha of the monthly rebalanced long-short portfolios suggests that the analysts' forecasts momentum should be exploited within a month. READ MORE

  3. 3. Comparing forecasts of ARMAs and ANNs on OMXS30. Examining from a economic and statistical point of view.

    University essay from Göteborgs universitet/Graduate School

    Author : Lars Pilerot; David Waldenbäck Hellman; [2017-07-26]
    Keywords : forecasting; artificial neural networks; auto regressive moving average; forecast evaluation;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Swedish Equity Sectors Risk Management with Commodities : Revisiting dynamic conditional correlations and hedge ratios

    University essay from Linköpings universitet/Nationalekonomi

    Author : Daniel Engström; Niklas Gustafsson; [2017]
    Keywords : Hedging; hedge; commodities; futures; hedge ratio; conditional correlation; DCC; GO-GARCH; DCC-GARCH; GARCH; Dynamic conditional correlation; oil; GSCI; copper; gold; safe haven; optimal hedge ratio; finance; economics; markets; risk; risk management; hedge effectiveness; Risk; riskhantering; råvaror; terminer; futures; hedging; hedge; GARCH;

    Abstract : The purpose of this study is to investigate changes in dynamic conditional correlations between Swedish equity sector indices and commodities using oil, gold, copper and a general commodity index. Additionally the purpose is to evaluate which of the two methods, DCC- GARCH or GO-GARCH that is more efficient in estimating correlation for hedge ratio calculation. READ MORE

  5. 5. Prediction of securities' behavior using a multi-level artificial neural network with extra inputs between layers

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC); KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Eric Törnqvist; Xing Guan; [2017]
    Keywords : high frequency; neural network; computer science; stock market; finance; fintech; machine learning; yield; prediction; forecast; deep neural network; algo trading; financial instruments; correlation;

    Abstract : This paper discusses the possibilities of predicting changes in stock pricing at a high frequency applying a multi-level neural network without the use of recurrent neurons or any other time series analysis, as suggested in a paper byChen et al. [2017]. The paper tries to adapt the model presented in a paper by Chen et al. READ MORE