Essays about: "forecast in finance"

Showing result 11 - 15 of 23 essays containing the words forecast in finance.

  1. 11. 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)

    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

  3. 12. Algorithmic Trading Based on Hidden Markov Models — Hidden Markov Models as a Forecasting Tool When Trying to Beat the Market

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Josephine Cuellar Andersson; Linus Fransson; [2016-06-29]
    Keywords : Hidden Markov Model; prediction; forecast; finance; algorithmic trading; OMXS30.;

    Abstract : Introduction – All actors in the financial market strive towards earning risk-adjusted excess return. The recent decades new technology development have revolutionised financial markets and today’s actors are using advanced computer technology to develop trading algorithms in the pursue of earning excess returns. READ MORE

  4. 13. Deep learning for multivariate financial time series

    University essay from KTH/Matematisk statistik

    Author : Bilberto Batres-Estrada; [2015]
    Keywords : ;

    Abstract : Deep learning is a framework for training and modelling neural networks which recently have surpassed all conventional methods in many learning tasks, prominently image and voice recognition. This thesis uses deep learning algorithms to forecast financial data. The deep learning framework is used to train a neural network. READ MORE

  5. 14. Who is winning the earnings game? : A study about earnings management and subsequent stock returns in the U.S equities market.

    University essay from Umeå universitet/Företagsekonomi

    Author : Albin Bjurman; Afroza Rahman; [2014]
    Keywords : Real earnings management; accrual-based management; stock returns; accounting variables; stock repurchases; asset pricing; earnings management;

    Abstract : The earnings game and myopic performance focus induce managers to use judgment and influence to alter the reported earnings. Earnings management is the umbrella term for such manipulative actions, by accruals management or real activates management. READ MORE

  6. 15. Economic and Business cycle indicators : Accuracy, reliability and consistency of Swedish indicators

    University essay from Högskolan i Jönköping/IHH, Economics, Finance and Statistics

    Author : Martina Karlsson; Helen Orselius; [2014]
    Keywords : Economic indicators; Business cycle indicators; GDP growth; stability; financial crisis;

    Abstract : Background: Economic and Business cycle indicators are used when predicting a country’s Gross Domestic Products, GDP. During recent time, Purchasing Managers Index and its ability to signal changes in the economy have received attention. It provides inconsistent signals since the financial crisis in 2008. READ MORE