Sökning: "Profit from stock portfolio"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden Profit from stock portfolio.

  1. 1. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Moa Tennberg; [2023]
    Nyckelord :Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

    Sammanfattning : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. LÄS MER

  3. 2. Deep Reinforcement Learning Approach to Portfolio Optimization

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Lorik Sadriu; [2022]
    Nyckelord :Deep Reinforcement Learning; Portfolio Optimization; Portfolio performance; EMH; Business and Economics;

    Sammanfattning : This paper evaluates whether a deep reinforcement learning (DRL) approach can be implemented, on the Swedish stock market, to optimize a portfolio. The objective is to create and train two DRL algorithms that can construct portfolios that will be benchmarked against the market portfolio, tracking OMXS30, and the two conventional methods, the naive portfolio, and minimum variance portfolio. LÄS MER

  4. 3. Relationship between Real Estate Industry and Stock Market in China

    Master-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Zeyu Di; [2020]
    Nyckelord :real estate; stock market; causal relationship; asset allocation; economic area; portfolio; Chinese provinces;

    Sammanfattning : Each individual is both a consumer and an investor in the market. It is the common goal of every investor to achieve a high return on investment through the portfolio of profit maximization. As a result, the ratio of assets in a portfolio has become a hot topic. LÄS MER

  5. 4. Mänsklig påverkan på aktieportföljers avkastning

    Magister-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Författare :Maria Gustafsson; Anna Eklund; [2020]
    Nyckelord :Stocks; Stock investment; Covid-19; Random stock portfolio; Stock portfolio; Profit from stock portfolio; Arbitrage; Aktier; Aktiehandel; Aktieinvestering; Covid-19; Slumpmässig; Aktieportfölj; Avkastning aktieportföljer; Arbitrage;

    Sammanfattning : Ett aktieinnehav är en etablerad form av sparande som syftar till att ett sparkapital växer. Det finns många olika faktorer som är avgörande för hur en individ tänker när denne ska investera i aktier, vissa grundar sig i personlighet och vem individen är, medan andra i individens preferenser och omgivning. LÄS MER

  7. 5. Accelerate your returns? An examination of Earnings Acceleration and a range of other earnings-related stock market anomalies - The Swedish Case

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

    Författare :Hugo Karlsson; Majuran Jeganmohan; [2020]
    Nyckelord :Earnings Acceleration; Stock Market Anomalies; Market Efficiency; Fundamental Analysis; Earnings;

    Sammanfattning : In this study, we aim to explore whether an investor can use earnings acceleration (EA), defined as quarterly change in earnings growth, to construct a viable trading strategy that is able to separate future winners and future losers on the Swedish stock market. Using a sample from 2004 to 2016, we document that a trading strategy that goes long in top decile EA stocks and short in bottom decile EA stocks is unable to generate abnormal returns in both the month- and quarter-long windows. LÄS MER