Essays about: "stochastics"
Found 4 essays containing the word stochastics.
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1. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE
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2. Modelling the adoption of SPACs with Bass’ diffusion model
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : The recent observed growth in the diffusion of Special Purpose Acquisition Companies phenomena on the U.S stock market may be analyzed from a mathematical standpoint, where different approaches of the Bass Diffusion Model might be utilized. READ MORE
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3. Predicting the unpredictable - Can Artificial Neural Network replace ARIMA for prediction of the Swedish Stock Market (OMXS30)?
University essay from Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turismAbstract : During several decades the stock market has been an area of interest forresearchers due to its complexity, noise, uncertainty and nonlinearity of thedata. Most of the studies regarding this area use a classical stochastics method,an example of this is ARIMA which is a standard approach for time seriesprediction. READ MORE
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4. Towards the Solution of Large-Scale and Stochastic Traffic Network Design Problems
University essay from Institutionen för informationsteknologiAbstract : This thesis investigates the second-best toll pricing and capacity expansion problems when stated as mathematical programs with equilibrium constraints (MPEC). Three main questions are rised: First, whether conventional descent methods give sufficiently good solutions, or whether global solution methods are to prefer. READ MORE
