Sökning: "Swedish Beat"

Visar resultat 1 - 5 av 51 uppsatser innehållade orden Swedish Beat.

  1. 1. Quantitative Investment Strategies on the Swedish Stock Market

    Kandidat-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Jonatan Knutsson; Gabija Telešova; [2023]
    Nyckelord :Quantitative investment strategies; Quantitative trading strategies; Dividend yield strategy; EV EBITDA strategy; Momentum strategy; Equal-weighted portfolios; Value-weighted portfolios; Swedish stock market.;

    Sammanfattning : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. LÄS MER

  3. 2. Shoppin’ in the Rain : An Evaluation of the Usefulness of Weather-Based Features for an ML Ranking Model in the Setting of Children’s Clothing Online Retailing

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Isac Lorentz; [2023]
    Nyckelord :Statistical analysis; regression analysis; recommender systems; ensemble learning; electronic commerce; LightGBM; learning to rank; feature selection; weather-based features; fashion; Statistisk analys; regressionsanalys; rekommendationssystem; ensemble-inlärning; näthandel; LightGBM; learning to rank; variabelselektion; väderbaserade variabler; mode;

    Sammanfattning : Online shopping offers numerous benefits, but large product catalogs make it difficult for shoppers to understand the existence and characteristics of every item for sale. To simplify the decision-making process, online retailers use ranking models to recommend products relevant to each individual user. LÄS MER

  4. 3. A Study on Algorithmic Trading

    Kandidat-uppsats, KTH/Hälsoinformatik och logistik

    Författare :Philip Hägg; [2023]
    Nyckelord :Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Sammanfattning : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. LÄS MER

  5. 4. Does Time in the Market Beat Timing the Market? : En studie om svenska fastighetsbolags prestation sedan finanskrisen 2008

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Anna Hult; Linus Svedberg; [2023]
    Nyckelord :Fastighetsbolag; styrränta; portfölj; belåningsgrad; Sverige;

    Sammanfattning : Den här studien undersöker svenska fastighetsbolag efter finanskrisen 2008 i syfte att fastställa sambandet mellan Riksbankens styrränta och aktieportföljers prestation. Vår studie tillför till existerande portföljstudie-litteratur genom att studera effekterna av finanskrisen i en svensk kontext samt genom att applicera differences-in-differences regressioner. LÄS MER

  7. 5. Is there a trade-off between economic return and ESG rating? 

    Kandidat-uppsats,

    Författare :Anton Bornlid; Eriksson Alexander; [2022-07-01]
    Nyckelord :Carhart s Four Factor Model; ESG; Risk-adjusted return; Sweden;

    Sammanfattning : ESG scores have during the last 15 years been used to categorize firms by rating according to environmental, social and governance aspects. Earlier research looking at performance and ESG indicates various results for different markets, publishing dates and time frames. LÄS MER