Essays about: "target volatility"

Showing result 6 - 10 of 18 essays containing the words target volatility.

  1. 6. Scaling Reinforcement Learning Solutions For Game Playtesting

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

    Author : Mathias Törnqvist; [2020]
    Keywords : ;

    Abstract : Games are commonly used as playground for AI research, specifically in the field of Reinforcement Learning (RL). RL has shown promising results in developing intelligent agents to play a multitude of games. Previous work have explored how RL agents can be used in the process of playtesting in game development. READ MORE

  3. 7. Design of a multi-asset-backed stablecoin and a multilateral order matching system

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

    Author : Henrik Westerberg; [2019]
    Keywords : ;

    Abstract : Cryptocurrencies, specifically designed for price stability, called stablecoins, have emerged to counteract the volatility that has been prevalent in cryptocurrency markets over the past decade. Stablecoins often use one, or in some cases, multiple collateral assets to maintain a stable value. READ MORE

  4. 8. Measuring the impact of strategic and tactic allocation for managed futures portfolios

    University essay from KTH/Matematisk statistik

    Author : Alva Engström; Filippa Frithz; [2019]
    Keywords : ;

    Abstract : The optimal asset allocation is an ever current matter for investment managers. This thesis aims to investigate the impact of risk parity and target volatility on the Sharpe ratio of a portfolio consisting of futures contracts on equity indices and bonds during the period 2000-2018. READ MORE

  5. 9. A Study of a New-Keynesian DSGE Macro Model: Estimates, Shocks, and Optimal Monetary Policy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Hjort; [2019]
    Keywords : New-Keynesian Economics; Rational Expectations; Monetary Policy; Aggregate Shocks; Small-scale DSGE Model; Business and Economics;

    Abstract : This paper estimates and simulates a New-Keynesian small-scale DSGE macro model. The model consists of the hybrid forms of the Phillips curve and the IS curve, and is closed with a Taylor-type feedback rule allowing partial adjustment of the monetary policy instrument. READ MORE

  6. 10. The effect of sponsored equity research on stock prices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Wijk; [2019]
    Keywords : Sponsored equity research; commissioned research; event study; abnormal returns; Business and Economics;

    Abstract : This paper examines the effect from issuer-sponsored equity research on stock prices in Sweden. This kind of reports has risen in popularity and today, over 290 firms in Sweden are covered by a sponsored equity research. To reach a conclusion, a traditional event study was performed on 141 Swedish firms between the years of 2008 and 2019. READ MORE