Sökning: "Stock Prediction"
Visar resultat 1 - 5 av 166 uppsatser innehållade orden Stock Prediction.
1. Network Connectedness in Financial Markets
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. LÄS MER
2. An evaluation study of 3D imaging technology as a tool to estimate body weight and growth in dairy heifers
Master-uppsats, SLU/Dept. of Animal Nutrition and ManagementSammanfattning : The aim of this thesis was to evaluate the use of a 3D camera as a tool to estimate body weight and growth in dairy heifers. Data collection lasted from October 2022 to January 2023 and was performed at the Swedish Livestock Research Centre in Uppsala, Sweden. LÄS MER
3. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. LÄS MER
4. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. LÄS MER
5. 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