Sökning: "Valter Trollius"

Hittade 2 uppsatser innehållade orden Valter Trollius.

1. 1. Master’s Thesis in Finance Short-term SPAC Performance- Empirical Evidence on Pre-merger SPAC Performance

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Marko Stankovic; Valter Trollius; [2022-06-29]
   Nyckelord :;

   Sammanfattning : The paper aims to shed light on the topic surrounding short-term SPAC performance. The primary focus is on whether two of the most prominent events in a SPACs lifecycle, merger announcement and merger completion, show signs of abnormality regarding short-term returns. The event study documents a 5. LÄS MER

3. 2. Predicting Asset Prices with Machine Learning

   Kandidat-uppsats,

   Författare :Adam Eklund; Valter Trollius; [2020-06-29]
   Nyckelord :Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

   Sammanfattning : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. LÄS MER