Sökning: "Financial Timeseries"

Hittade 3 uppsatser innehållade orden Financial Timeseries.

  1. 1. A study of forecasts in Financial Time Series using Machine Learning methods

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Mowniesh Asokan; [2022]
    Nyckelord :Timeseries; Financial Timeseries; Forecasting; LSTM; ARIMA; Hybrid ARIMA-GARCH;

    Sammanfattning : Forecasting financial time series is one of the most challenging problems in economics and business. Markets are highly complex due to non-linear factors in data and uncertainty. It moves up and down without any pattern. LÄS MER

  3. 2. Government yield spread determinants in the eurozone and the effect of the European debt crisis

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Arian Kalantari; [2019]
    Nyckelord :Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

    Sammanfattning : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. LÄS MER

  4. 3. Unwanted Side-Effects: Idiosyncratic Volatility and M&A Activity in the U.S. Biopharmaceuticals Industry

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

    Författare :Ceilidh Meagher; Anton Truvé; [2016]
    Nyckelord :Pharmaceuticals; Biotech; Volatility; M A; Timeseries;

    Sammanfattning : In this paper we use the disaggregated approach as outlined by Campbell et al. (2001) to study the volatility of firms within the U.S. pharmaceutical and biotech industry at the market, industry and firm levels. LÄS MER