Sökning: "Applied finance mathematics"

Visar resultat 6 - 10 av 16 uppsatser innehållade orden Applied finance mathematics.

1. 6. A Model for Estimating Short Interest

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Knut Dahlström; Carl Forssbeck; [2021]
   Nyckelord :Statistics; applied mathematics; regression; finance; short interest; stock market; Statistik; tillämpad matematik; regression; finans; korta positioner; aktiemarknaden;

   Sammanfattning : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. LÄS MER

3. 7. Evaluation of methods for quantifying returns within the premium pension

   Master-uppsats, KTH/Matematisk statistik

   Författare :Emil Backman; David Petersson; [2020]
   Nyckelord :Pension; internal rate of return; applied mathematics; big matrix; numerical methods; large eigenvalue problem; finance; risk analysis; extreme value modeling; probability; stochastic modeling; Pension; intern ränta; tillämpad matematik; stora matrismetoder; numeriska metoder; stora egenvärdesproblem; finans; riskanalys; modellering av extrema värden; sannolikhet; stokastisk modellering;

   Sammanfattning : Pensionsmyndigheten's (the Swedish Pensions Agency) current calculation of the internal rate of return for 7.7 million premium pension savers is both time and resource consuming. LÄS MER

4. 8. Statistical Modeling of Dynamic Risk in Security Systems

   Master-uppsats, KTH/Matematisk statistik

   Författare :Gurpreet Singh; [2020]
   Nyckelord :Statistics; applied mathematics; machine learning; forecasting; neural networks; logistic regression; resampling; classifier chains; binary relevance; Statistik; tillämpad matematik; maskininlärning; neurala nätverk; logistisk regression;

   Sammanfattning : Big data has been used regularly in finance and business to build forecasting models. It is, however, a relatively new concept in the security industry. This study predicts technology related alarm codes that will sound in the coming 7 days at location $L$ by observing the past 7 days. LÄS MER

5. 9. Valuing firms within the utilities sector using regression analysis: : An empirical study of the US and European market

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Nils Åkesson; Ludvig Harting; [2020]
   Nyckelord :Statistics; applied mathematics; regression analysis; company valuation; utilities; finance; Statistik; tillämpad matematik; regressionsanalys; företagsvärdering; energi; el; gas; vatten; finans;

   Sammanfattning : Valuing a company is an important task in finance, especially before a potential merger or acquisition of a company. It is then of great importance for both parties in a deal to make an accurate estimate of the value of the company. LÄS MER

7. 10. Hierarchical Clustering of Time Series using Gaussian Mixture Models and Variational Autoencoders

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Per Wilhelmsson; [2019]
   Nyckelord :Clustering; Deep Learning; Machine Learning; Time Series; Variational Autoencoders; Gaussian Mixture Models; Mathematics and Statistics;

   Sammanfattning : This thesis proposes a hierarchical clustering algorithm for time series, comprised of a variational autoencoder to compress the series and a Gaussian mixture model to merge them into an appropriate cluster hierarchy. This approach is motivated by the autoencoders good results in dimensionality reduction tasks and by the likelihood framework given by the Gaussian mixture model. LÄS MER