Sökning: "Convergence Trade"
Visar resultat 1 - 5 av 31 uppsatser innehållade orden Convergence Trade.
1. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. LÄS MER
2. Lithium-ion battery modeling and SoC estimation
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : The energy crisis and environmental pollution have become increasingly prominent in recent years. Lithium batteries have attracted extensive attention due to their high energy density, safety, and low pollution. To further study how the battery works, it is necessary to establish an accurate model conforming to the battery characteristics. LÄS MER
3. Svensk industri på en europeisk elmarknad
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The European electricity market is changing together with new EU strategies to address climate change, become climate neutral until 2050 and meet the needs for secure and efficient energy trade. The European market is not yet integrated, and prices tend to differ between regions. LÄS MER
4. Option Pricing using Artificial Neural Networks
Kandidat-uppsats, Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisationSammanfattning : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. LÄS MER
5. Convergence of CO2 emissions in the Americas
Magister-uppsats, Jönköping University/IHH, NationalekonomiSammanfattning : Maintaining global warming to 2 degrees Celsius above pre-industrial levels is vital. Whether the convergence hypothesis holds for carbon dioxide emissions is important for policymakers facing this issue. This paper investigates the convergence behavior of carbon dioxide emissions for 39 countries in the Americas from 1960-2016. LÄS MER