Sökning: "Financial Time Series"

Visar resultat 1 - 5 av 128 uppsatser innehållade orden Financial Time Series.

  1. 1. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Navid Haddad; Jacob Wergeland; [2018-07-09]
    Nyckelord :;

    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. 2. Machine Learning for Market Prediction : Soft Margin Classifiers for Predicting the Sign of Return on Financial Assets

    Master-uppsats, Linköpings universitet/Produktionsekonomi; Linköpings universitet/Produktionsekonomi

    Författare :George Abo Al Ahad; Abbas Salami; [2018]
    Nyckelord :Machine Learning; Finance; Financial Time Series; Support Vector Machines; Relevance Vector Machines; Multiple Kernel Learning; Simulated Annealing; SVM; RVM; MKL; SA; FSVM; TSVM; FTSVM;

    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. 3. Skuldkvotens utveckling i Sverige - En tidsserieanalys av hur BNP, huspriser och realräntan har drivit de svenska hushållens skuldkvot

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Arvid Lodén; Kajsa Amnebjer; [2018]
    Nyckelord :household debt; housing market; real interest rate; GDP; policy actions; Business and Economics;

    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

  4. 4. Forecasting High Yield Corporate Bond Industry Excess Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carlos Junior Lopez Vydrin; [2018]
    Nyckelord :;

    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

  5. 5. Cointegration between the Chinese and US stock markets

    Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Patrick Malm; [2018]
    Nyckelord :China; cointegration; stock market; time series; US; Business and Economics;

    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

BEVAKA DENNA SÖKNING

Få ett mail när det kommer in nya uppsatser på ämnet Financial Time Series.

Din email-adress: