Sökning: "Trading Strategy"
Visar resultat 1 - 5 av 221 uppsatser innehållade orden Trading Strategy.
- Kandidat-uppsats, Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen
Sammanfattning : In this paper, it is investigated whether pairs trading is a suitable trading strategy during a financial crisis. It is written in the subject of financial statistics and aims to particularly focus on the statistical aspects of the strategy. LÄS MER
2. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ESMaster-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. LÄS MER
- Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : The mining industry is characterized by a hazardous working environment for its employed blue-collar workers and a general complexity of valuation for investors. By theories of behav-ioral finance, corporate social responsibility, and others outlined in the following, this makes a setting where one could plausibly expect reactions and even overreactions among investors to fatal accidents incurred among employed miners related to the mining operations. LÄS MER
- Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation
Sammanfattning : Asset trading using machine learning has become popular within the financial industry in the recent years. This can for instance be seen in the large number of daily trading volume which are defined by an automatic algorithm. This thesis presents a recurrent reinforcement learning model to trade an asset. LÄS MER