Sökning: "Financial Time Series"
Visar resultat 1 - 5 av 128 uppsatser innehållade orden Financial Time Series.
1. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estateKandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. LÄS MER
2. Machine Learning for Market Prediction : Soft Margin Classifiers for Predicting the Sign of Return on Financial AssetsMaster-uppsats, Linköpings universitet/Produktionsekonomi; Linköpings universitet/Produktionsekonomi
Sammanfattning : Forecasting procedures have found applications in a wide variety of areas within finance and have further shown to be one of the most challenging areas of finance. Having an immense variety of economic data, stakeholders aim to understand the current and future state of the market. LÄS MER
3. Skuldkvotens utveckling i Sverige - En tidsserieanalys av hur BNP, huspriser och realräntan har drivit de svenska hushållens skuldkvotKandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : The debt-to-income ratio in Sweden has the last year reached an alarming high level after years of a continuously upgoing trend. Hence, it is frequently discussed between institutions, governmental authorities and media. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. LÄS MER
- Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen
Sammanfattning : This paper conducts an empirical study on the relationship between the emerging financial market of China and the developed market of the US, both during and after the 2007-2009 financial crisis. Stock indices from the two countries are analysed to examine whether there exist any comovements between the different equity markets. LÄS MER
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