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Showing result 1 - 5 of 7 essays matching the above criteria.

  1. 1. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Jacob Wahlman; [2022]
    Keywords : Homomorphic Encryption; Privacy; Securities Exchange; Privacy Enhancing Technologies;

    Abstract : Over the recent decades, an increasing amount of new traders has entered the securities markets in order to trade securities such as stocks and bonds on electronic and physical exchanges. This increase in trader activity can largely be attributed to a simpler trading process including the growth of the electronic securities exchanges allowing for more dynamic and global trading platforms. READ MORE

  3. 2. Clustering and Anomaly Detection in Financial Trading Data

    University essay from Lunds universitet/Matematisk statistik

    Author : Erik Norlander; [2019]
    Keywords : Variational Autoencoder; Generative Models; Latent Space; Dimensionality Reduction; Unsupervised Learning; Anomaly Detection; Clustering; Gaussian Mixture Models; Isolation Forest.; Mathematics and Statistics;

    Abstract : In this thesis we propose a new form of Variational Autoencoder called the Conditional Latent Space Variational Autoencoder or CL-VAE. By conditioning on a known label in a dataset we can decide what points are being mapped to what prior distribution. This makes the latent space more understandable and separates the classes further. READ MORE

  4. 3. Telling True from False: Do Markets React Efficiently to Takeover Rumors?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alexander Kronvall; Ossian Hanning; [2013]
    Keywords : Takeover Rumors; Market Efficiency; Event Study; Mergers and Acquisitions; Logit Analysis;

    Abstract : This thesis examines how U.S. markets react to 345 different takeover rumors, and how efficiently the market is capable of distinguishing between true and false rumors. READ MORE

  5. 4. Behind the Scenes : Are Swedish Laws efficient in stopping insider trading?

    University essay from

    Author : Sandra Keitsch; [2011]
    Keywords : Insider trading; Profit warnings; Event study; Market efficiency;

    Abstract : In the aftermath of the verdict of acquittal in “Sweden’s largest insider trading case” once again a debate concerning illegal insider trading has arisen and a lot of criticism is directed towards the laws. The purpose of this master´s thesis is to investigate the occurrence of insider trading and whether or not Swedish legislation has decreased the presence of insider trading on the Stockholm Stock Exchange. READ MORE

  6. 5. Insider Trading: Do Insiders from Large Investment Companies Earn a Higher Abnormal Return than Other Insiders on the Swedish Stock Market?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Bengtsson; Patrik Östersgård; [2010]
    Keywords : Insider Trading; Investment Companies; Abnormal Return;

    Abstract : The purpose of this thesis is to analyze if insiders from large Swedish investment companies earn a higher abnormal return relative to other Swedish insiders when making insider trades. In this thesis are Industrivärden, Investor, Kinnevik, Latour, Lundbergs and Melker Schörling defined as large investment companies. READ MORE