Essays about: "jämförelseindex"

Found 5 essays containing the word jämförelseindex.

  1. 1. 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

  3. 2. Predicting Stock Price Direction for Asian Small Cap Stocks with Machine Learning Methods

    University essay from KTH/Matematik (Avd.)

    Author : Tina Abazari; Sherwin Baghchesara; [2021]
    Keywords : Machine Learning; Classification; Classification Trees; Random Forest; Support Vector Machine; Logistic Regression; Stocks; Stock Market; Asset Management; Investments; Asia; Small Cap; Micro Cap; Maskininlärning; Klassificering; Klassificeringsträd; Random Forest; Support Vector Machine; Logistisk Regression; Aktier; Aktiemarknad; Fondförvaltning; Investeringar; Asien; Småbolag; Mikrobolag.;

    Abstract : Portfolio managers have a great interest in detecting high-performing stocks early on. Detecting outperforming stocks has for long been of interest from a research as well as financial point of view. Quantitative methods to predict stock movements have been widely studied in diverse contexts, where some present promising results. READ MORE

  4. 3. Strategy Analysis and Portfolio Allocation : A study using scenario simulation and allocation theories to investigate risk and return

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Emil Bylund Åberg; Johannes Fåhraeus; [2020]
    Keywords : Allocation theories; Markowitz; Black-Litterman; scenario modeling; risk measures; return; benchmark; investment strategy; Allokerings teorier; Markowitz; Black-Litterman; scenario moderering; riskmått; avkastning; jämförelseindex; investerings strategier;

    Abstract : Portfolio allocation theories have been studied and used ever since the mid 20th century. Nevertheless, many investors still rely on personal expertise and information gathered from the market when building their investment portfolios. READ MORE

  5. 4. Downside deviation as a measure of identifying underperforming assets

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alfred Askeljung; Andreas Möller; [2020]
    Keywords : ;

    Abstract : Quantitative approaches to achieving excess return are becoming increasingly popular as computational capabilities increase. Today, the main issue at hand is the development of accurate and reliable models for predicting the return of individual instruments. READ MORE

  6. 5. Object Capabilities and Uniqueness for Isolating Actors in Akka

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

    Author : Fredrik Sommar; [2018]
    Keywords : ;

    Abstract : Large-scale concurrent systems need to ensure that the number of bugs is as low as possible, especially since the symptoms may appear far from the cause. Data races, for instance, is caused by the lack of isolation between systems. READ MORE