Essays about: "predictability"

Showing result 1 - 5 of 213 essays containing the word predictability.

  1. 1. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    University essay from Göteborgs universitet/Graduate School

    Author : Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Keywords : momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Return Differences on the Swedish Stock Market When Incorporating Different Value-Factors

    University essay from Göteborgs universitet/Graduate School

    Author : Johan Hellström; Viktor Lindström; [2020-07-07]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    University essay from

    Author : Gustav Kollberg; John Skantze; [2020-06-29]
    Keywords : Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Abstract : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. READ MORE

  4. 4. Predicting Asset Prices with Machine Learning

    University essay from

    Author : Adam Eklund; Valter Trollius; [2020-06-29]
    Keywords : Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

    Abstract : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. READ MORE

  5. 5. TIGHTER INTER-CORE DELAYS IN MULTI-CORE EMBEDDED SYSTEMS UNDER PARTITIONED SCHEDULING

    University essay from Mälardalens högskola/Inbyggda system; Mälardalens högskola/Inbyggda system

    Author : Tin Vidović; Lamija Hasanagić; [2020]
    Keywords : Embedded Systems; data-propagation delays; inter-core data-propagation delays; constraint programming; Rubus-ICE;

    Abstract : There exists an increasing demand for computing power and performance in real-time embedded systems, as new, more complex customer requirements and function-alities are appearing every day. In order to support these requirements and func-tionalities without breaking the power consumption wall, many embedded systems areswitching from traditional single-core hardware architectures to multi-core architec-tures. READ MORE