Sökning: "Applied finance mathematics"

Visar resultat 11 - 15 av 16 uppsatser innehållade orden Applied finance mathematics.

  1. 11. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Rostislav Sibirtsev; [2019]
    Nyckelord :Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Sammanfattning : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. LÄS MER

  3. 12. Värdering av nordiska industribolag - en studie inom regressionsanalys

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Victor Dahlkvist; Wilhelm Wendt; [2019]
    Nyckelord :Multiple linear regression; applied mathematics; valuation; finance; Multipel linjär regression; tillämpad matematik; företagsvärdering; finansiering; industriell ekonomi;

    Sammanfattning : I en företagstransaktion anlitas vanligen en investmentbank för att bistå med värdering av bolaget samt agera rådgivare. Investmentbanker agerar som en slag företagsmäklare som är antingen på köp- eller säljsidan av transaktionen. LÄS MER

  4. 13. Forecasting the USD/SEK exchange rate using deep neural networks

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Thomas Hamfelt; [2019]
    Nyckelord :Neural networks; Deep Learning; Foreign Exchange; Finance; Mathematics and Statistics;

    Sammanfattning : This thesis is about predicting the average ten minute closing bid price of the USD/SEK exchange rate by applying deep learning methods. First, the time lag method is applied for the vanilla Feedforward Neural Network (FNN) to undertake one-step prediction. LÄS MER

  5. 14. Implementation and Evaluation of Historical Consistent Neural Networks Using Parallel Computing

    Master-uppsats, Linköpings universitet/Medie- och Informationsteknik; Linköpings universitet/Tekniska högskolan

    Författare :Johan Bjarnle; Elias Holmström; [2015]
    Nyckelord :neural networks; finance; mathematics; hcnn; cuda; historical consistent neural networks; johan bjarnle; elias holmström;

    Sammanfattning : Forecasting the stock market is well-known to be a very complex and difficult task, and even by many considered to be impossible. The new model, emph{Historical Consistent Neural Networks} (HCNN), has recently been successfully applied for prediction and risk estimation on the energy markets. HCNN is developed by Dr. LÄS MER

  7. 15. Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Calum Johnson; [2015]
    Nyckelord :Asset Pricing Models; Portfolio Theory; Applied Mathematics; Finance; CAPM; Equities; UK;

    Sammanfattning : The point of this thesis is to compare classic asset pricing models using historic UK data. It looks at three of the most commonly used asset pricing models in Finance and tests the suitability of each for the UK market. LÄS MER