Sökning: "number of trades"

Visar resultat 11 - 15 av 37 uppsatser innehållade orden number of trades.

  1. 11. Optimal Time-Varying Cash Allocation

    Master-uppsats, KTH/Matematisk statistik

    Författare :David Olanders; [2020]
    Nyckelord :Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Sammanfattning : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. LÄS MER

  3. 12. Risk factors impact on the P&L

    Master-uppsats, KTH/Matematisk statistik

    Författare :Khawla Gougas; [2020]
    Nyckelord :Profit and Loss P L ; risk factors; Greeks;

    Sammanfattning : Profit and Loss (P&L) explain analysis is an income statement produced by Product Control Team for traders to control the daily fluctuation in the value of a portfolio of trades to the root causes of the changes. This daily income provides users with a coherent breakdown of the drivers of P&L movements between two points in time with reference to a selected number of easily understandable pricing factors. LÄS MER

  4. 13. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Simon Carlsson; Erik Allgårdh; [2020]
    Nyckelord :Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Sammanfattning : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. LÄS MER

  5. 14. High-level Planning for Multi-agent System using a Sampling-based method

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

    Författare :Yan Feng Yu; Ziming Wang; [2020]
    Nyckelord :Motion planning; High-level motion planning; Sampling-based motion planner; RRT; Multi-agent system;

    Sammanfattning : One of the main focus of robotics is to integraterobotic tasks and motion planning, which has an increasedsignificance due to their growing number of application fieldsin transportation, navigation, warehouse management and muchmore. A crucial step towards this direction is to have robotsautomatically plan its trajectory to accomplish the given task. LÄS MER

  7. 15. The Efficiency of Financial Markets Part II : A Stochastic Oscillator Approach

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :André Netzén Örn; [2019]
    Nyckelord :Technical Trading; Technical Analysis; Efficient Market Hypothesis; Stock Market; Financial Markets; Trading; algorithm;

    Sammanfattning : Over a long period of time, researchers have investigated the efficiency of financial markets. The widely accepted theory of the subject is the Efficient Market Hypothesis, which states that prices of financial assets are set efficiently. LÄS MER