Sökning: "OMXS30"
Visar resultat 6 - 10 av 306 uppsatser innehållade ordet OMXS30.
6. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. LÄS MER
7. Predicering av aktiekursutveckling för svenska aktier utifrån konjunkturdata
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : This study aims to investigate whether Swedish economic indicators can be used to predict stock market performance on the Stockholm Stock Exchange. The study is expected to contribute to new research in the field and also explore the potential utility of these predictions for individual investors. LÄS MER
8. On modelling OMXS30 stocks - comparison between ARMA models and neural networks
Master-uppsats, Uppsala universitet/Matematiska institutionenSammanfattning : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. LÄS MER
9. Near Future Predictive Power of ARIMA and RSI on Large Capital OMXS30
Kandidat-uppsats, Örebro universitet/Handelshögskolan vid Örebro UniversitetSammanfattning : .... LÄS MER
10. Avvikelseavkastning i samband med resultatöverraskningar på OMXS30 - En eventstudie
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : This thesis investigates if abnormal returns exist in connection to the release of quarterly reports depending on if the presented results overperform, underperform or are in line with the analysts expectations. An event study method is applied where the market model is used. LÄS MER