Essays about: "thesis on portfolio management of stock market"

Showing result 1 - 5 of 12 essays containing the words thesis on portfolio management of stock market.

  1. 1. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jonas Gustafsson; Conrad Jonsson; [2023]
    Keywords : Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

    Abstract : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. READ MORE

  3. 2. Applying machine learning to automate stock portfolio management

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

    Author : Oscar Azrak; Alperen Kinali; Kristian Makadsi; [2022]
    Keywords : Fundamental Analysis; Machine Learning; Revenue; Net Income; ROIC; Free Cash Flow; FCF; Debt-To-Equity;

    Abstract : There are multiple ways to analyze stock companies. One way is using fundamental analysis, which means one is analyzing the company’s business key figures, such as revenue, net income and more. READ MORE

  4. 3. A Study on the Market and Movements of Cryptocurrencies

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : William Isaksson; [2022]
    Keywords : Risk management; Portfolio analysis; Cryptocurrency; Nasdaq; Style analysis; PCA; Blockchain.;

    Abstract : There has been much debate among investors on the benefits cryptocurrencies can have for portfolios and how their prices moves in the market. It is not difficult to see that cryptocurrencies are very volatile, yet that does not prevent investors from pouring tons of money in crypto-investments that either generate huge returns or catastrophic losses. READ MORE

  5. 4. Can you turn the Trade-off into a Win-Win situation? A study on implications of incorporating ESG's informative value into portfolio management

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Cecilia Lindström; Clara Widén; [2022]
    Keywords : ESG; Sustainable Responsible Investing; Portfolio Management; Nasdaq Nordic;

    Abstract : Using data on Nasdaq Nordic stocks between 2016-2020, the thesis empirically analyzes how information about Environmental, Social, and Governance efforts derive implications for portfolio management. Our results reveal that ESG has no predictive value for firm fundamentals, except the social pillar proxied as local community impact assessment. READ MORE

  6. 5. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE