Sökning: "Futures forecasting"

Visar resultat 1 - 5 av 19 uppsatser innehållade orden Futures forecasting.

  1. 1. Extracting Growth Expectations from Financial Markets: An Investigation into the Dividend Market Dynamics

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Gösta Lycke; [2023]
    Nyckelord :Dividend futures; GDP growth forecasting; Economic shocks; Market expectations; Financial market derivatives;

    Sammanfattning : Dividend futures, reflecting the economic surplus, can be used as a forecasting tool for dividend and GDP growth. Building on prior research, I broaden the scope of analysis by encompassing a range of countries and evaluate the impact of shocks such as a military conflict on dividend and GDP growth expectations. LÄS MER

  3. 2. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

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

    Författare :Erik Persson; [2022]
    Nyckelord :Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

    Sammanfattning : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. LÄS MER

  4. 3. Forecasting Price Direction Using Different Sampling Methods

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Niklas Mannerskog; [2021]
    Nyckelord :Applied mathematics; sampling methods; scaling laws; foreign exchange rates; futures; price direction; directional change; Tillämpad matematik; samplingsmetoder; skallagar; valutapar; terminer; prisriktning; directional change;

    Sammanfattning : To extract usable information from financial data the prices of financial instruments must be summarized in an efficient manner. Typically price quotes are sampled at discrete and equidistant points in time to create a time series of prices at fixed times. LÄS MER

  5. 4. A comfortable transportation into the unknown future: The role and meaning of accounting numbers in innovative start-ups

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Philip Andersson; Sebastian Thönners; [2021]
    Nyckelord :narrative; accounting; comfort; innovation; uncertainty;

    Sammanfattning : As innovative start-ups are growing in numbers, a new field of research is emerging revolving around how organizations create imaginaries and how they proactively can shape the future. The business case is often the starting point for such ventures, to motivate investors and receive funding through presentations of imagined economic futures. LÄS MER

  7. 5. Prediction of Currency Pairs : Statistical relations between futures and forward contracts

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Anna Aronsson; Elsa Kjellén; [2021]
    Nyckelord :;

    Sammanfattning : Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. LÄS MER