Sökning: "Shayan Nafar"

Hittade 2 uppsatser innehållade orden Shayan Nafar.

  1. 1. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

    Master-uppsats, KTH/Matematisk statistik

    Författare :Marcus Häggbom; Shayan Nafar; [2019]
    Nyckelord :Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

    Sammanfattning : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. LÄS MER

  3. 2. Effective Sampling and Windowingfor an Artificial Neural Network Model Used in Currency Exchange Rate Forecasting

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Sam Johansson; Shayan Nafar; [2017]
    Nyckelord :;

    Sammanfattning : Financial forecasting is a field of great interest in academia and economy. The subfield of exchangerate prediction is of considerable value to practically every entity operating within the financialmarket. LÄS MER