Sökning: "crash performance"

Visar resultat 1 - 5 av 43 uppsatser innehållade orden crash performance.

  1. 1. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Sigfrid Forsberg; [2022]
    Nyckelord :Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Sammanfattning : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. LÄS MER

  3. 2. Cryptocurrencies and Swedish Stocks Performance During the Covid-19 Shock : Which market suffered more from the Covid-19 pandemic

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Petter Helsén; Lukas Andersson; [2022]
    Nyckelord :;

    Sammanfattning : This paper explores whether cryptocurrencies outperformed the Swedish stock market during the Covid-19 pandemic. In the analysis, we used four cryptocurrencies in the form of Bitcoin, Ethereum, Cardano and Binance Coin, and the OMXS30 stock index. LÄS MER

  4. 3. Effect of climate exposure on mechanical performance of uncured ahdesive joints

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Författare :Rosa Sala Piñol; [2022]
    Nyckelord :Adhesives; uncured; adhesive joints; automotive; epoxy;

    Sammanfattning : Adhesive bonding has become an essential joining method in the automotive industry specially with the recent focus on lightweight reduction. A major limiting factor to the widespread implementation of this joining method is concerns about environmental durability. LÄS MER

  5. 4. Adaptive Cruise Control and Platooning With Tire Slip Awareness

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

    Författare :Filip Henriksson; Gustaf Reimer; [2022]
    Nyckelord :Platooning; tire slip; car following; C-ACC; autonomous driving;

    Sammanfattning : Platooning is a method where a chain of vehiclesdrive with small inter-vehicular distances. The many benefitsof autonomous platooning includes improved fuel economy,less congestion and safer transportation. To create a safe andfunctional platoon the operational software needs to be able tohandle various road surfaces without the risk of a crash. LÄS MER

  7. 5. Corporate Social Responsibility och dess påverkan på aktieprestationen under Covid-19 : En kvantitativ studie på 371 publika bolag inom transport- och logistiksektorn i G20-länder

    Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

    Författare :Maryam Anton; Raana Rad; [2022]
    Nyckelord :CSR; ESG; Stock performance; Covid-19; G20; transportation- and logistics sector; CSR; ESG; aktieprestation; Covid-19; G20; transport- och logistiksektorn;

    Sammanfattning : Syfte: Det har riktats stor uppmärksamhet mot företagens sociala ansvar under senaste decennierna och CSR har därmed blivit en alltmer viktig fråga för företag och dess intressenter. Huruvida högre CSR bidrar till högre aktievärde har varit ett omstritt ämne inom tidigare studier. LÄS MER