Essays about: "market anomalies"
Showing result 6 - 10 of 75 essays containing the words market anomalies.
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6. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.
University essay from Jönköping University/IHH, NationalekonomiAbstract : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. READ MORE
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7. Root-cause analysis with data-driven methods and machine learning in lithium-ion battery tests : Master's thesis about detecting deviations with PCA
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : The increased demand of energy storage systems and electric vehicles on the market result in high demand of lithium-ion batteries. As a lithium-ion battery manufacturer, Northvolt runs quality tests on the products to assess their performance, life and safety. READ MORE
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8. Anomaly or not Anomaly, that is the Question of Uncertainty : Investigating the relation between model uncertainty and anomalies using a recurrent autoencoder approach to market time series
University essay from Umeå universitet/Institutionen för datavetenskapAbstract : Knowing when one does not know is crucial in decision making. By estimating uncertainties humans can recognize novelty both by intuition and reason, but most AI systems lack this self-reflective ability. In anomaly detection, a common approach is to train a model to learn the distinction between some notion of normal and some notion of anomalies. READ MORE
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9. Volatility-managed portfolios in the international markets
University essay from Stockholms universitet/FinansieringAbstract : Volatility-managed portfolios offer mixed returns in an international setting based on ex-ante information. The results of this paper further strengthen the theory that the variability of excess returns from volatility-management are more dependent on underlying investor strategy rather than differences of global markets. READ MORE
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10. Return of the SPAC
University essay from Göteborgs universitet/Graduate SchoolAbstract : Past empirical research on Special Purpose Acquisition Companies has demonstrated long-term negative returns following the merger due to the flawed structure, mainly attributed to incomplete information. This paper examines the return of SPACs in the short-term surrounding two events: target deal announcement and merger completion. READ MORE