Sökning: "Crash Analysis"

Visar resultat 1 - 5 av 95 uppsatser innehållade orden Crash Analysis.

  1. 1. Dynamik och tillförlighet i finansiell prognostisering : En analys av djupinlärningsmodeller och deras reaktion på marknadsmanipulation

    M1-uppsats, KTH/Hälsoinformatik och logistik

    Författare :Aya Zawahri; Nanci Ibrahim; [2024]
    Nyckelord :LOB; market manipulation; spoofing; layering; DeepLOB; DeepLOB-Attention; TCN; DeepLOB-seq2seq; DTNN; ITCH; parsing.; LOB; marknadsmanipulation; spoofing; layering; DeepLOB; DeepLOB-Attention; TCN; DeepLOB-seq2seq; DTNN; ITCH; parsing.;

    Sammanfattning : Under åren har intensiv forskning pågått för att förbättra maskininlärningsmodellers förmåga att förutse marknadsrörelser. Trots detta har det, under finanshistorien, inträffat flera händelser, såsom "Flash-crash", som har påverkat marknaden och haft dramatiska konsekvenser för prisrörelserna. LÄS MER

  3. 2. Is Bitcoin a Safe Haven?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Stockfors; [2023]
    Nyckelord :Cointegration Bitcoin S P 500 Safe Haven; Business and Economics;

    Sammanfattning : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. LÄS MER

  4. 3. Fight or Flight: How stock market crashes affect private investors’ portfolio diversification in Sweden

    Master-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Ludvig Löfqvist; Erik Åhlstad; [2023]
    Nyckelord :Investment behavior; Diversification; Stock market crash; Demographic factors;

    Sammanfattning : Background: Stock ownership has been increasing in Sweden, with 2,7 million individual owners in 2022, up from 2,1 million in 2018. A trend shows that younger individuals are becoming more involved in stock ownership, while those over 40 are decreasing in numbers. LÄS MER

  5. 4. Pentesting on a WiFi Adapter : Afirmware and driver security analysis of a WiFi Adapter, with a subset of WiFi pentesting

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

    Författare :Johan Henning; [2023]
    Nyckelord :Firmware; Drivers; WiFi; Ethical Hacking; Penetration Testing.; Firmware; Drivrutiner; WiFi; Etisk Hackning; Penetration Testing.;

    Sammanfattning : Simple IoT devices such as WiFi adapters have the possibility of containing vulnerabilities because of the vast complexity of parsing and implementing the IEEE 802.11 standard correctly. LÄS MER

  7. 5. Practical Analysis of the Giskard Consensus Protoco

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

    Författare :Leon Sandner; [2023]
    Nyckelord :Distributed Ledger; Blockchain; Consensus Protocol; Giskard; Hyperledger Sawtooth; Distribuerade Huvudbok; Blockchain; Konsensus; Giskard; Hyperledger Sawtooth;

    Sammanfattning : Consensus protocols are the core of modern blockchain systems, such as the Bitcoin, Ethereum, and Algorand networks. Thanks to these protocols, participants in a blockchain network can reach consensus on which blocks to add to a blockchain, to have a consistent chain of blocks in the whole network. LÄS MER