Essays about: "index effect"

Showing result 31 - 35 of 632 essays containing the words index effect.

  1. 31. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2023]
    Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

    Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

  3. 32. Påverkan av ett gemensamt fysiskt träningsprogram på hundägarens hälsorelaterade livskvalité och kroppskomposition hos både hundägare och hund

    University essay from SLU/Dept. of Clinical Sciences

    Author : Nike Erlandsson; Julia Vingberger; [2023]
    Keywords : BCS; BMI; fysisk aktivitet; kroppsammansättning; hälsa; livskvalité; motivation; träningsprogram; övervikt;

    Abstract : Övervikt och fetma är ett ökande problem hos människor och hundar och ofta kan en korrelation ses mellan hundägarens och hundens hull. Gemensamma träningsprogram för hundägare och hund har visats kunna stimulera till fysisk aktivitet och därmed ett hälsosammare liv med minskad risk för en rad olika sjukdomar, en positiv effekt på lyckokänsla och välbefinnande samt minskad depression och ångest hos människan. READ MORE

  4. 33. Investigating the effect of grinding method on ore beneficiation behaviour

    University essay from Luleå tekniska universitet/Mineralteknik och metallurgi

    Author : Mellisa Tanaka Mundida; [2023]
    Keywords : flotation; grinding; liberation; chalcopyrite; beneficiation; grinding method; selectivity index; VRM; Aitik ore; rodmill; particle shape;

    Abstract : Commodity projection studies anticipate an exponential increase in copper demand and decreasein mill grade of deposits currently exploited globally. Most of this demand is driven by theindispensable use of copper in electrification and currently, the growing demand in the contextof the green transition. READ MORE

  5. 34. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems

    University essay from Uppsala universitet/Tillämpad beräkningsvetenskap

    Author : Khalil Daloul; [2023]
    Keywords : Homogenization; Multilevel Monte Carlo; Multi-Index Monte Carlo; Monte Carlo; Multiscale methods;

    Abstract : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. READ MORE

  6. 35. Cultural Distance’s Effect on Short-Term Acquisition Performance - Evidence from Swedish Acquirers

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alia Rezai; Ludwig Lindau; Vilhelm Thorstenson; [2023]
    Keywords : Cultural distance; Masculinity; Uncertainty Avoidance; Short-term acquisition performance; Cumulative average abnormal returns; Cross-border acquisitions; Business and Economics;

    Abstract : This quantitative study aims to investigate whether cultural distance has any significant effect on short-term acquisition performance, measured as abnormal returns for Swedish cross-border acquisitions. This study adds to previous literature through filling the gap where there has been a lack of a sample of Swedish acquirers, using a multi-measurement approach, and having a broad sample of acquisitions conducted in Europe between the years 2000-2022. READ MORE