Sökning: "extreme market movements"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden extreme market movements.

1. 1. En utvärdering av Markerless Motion Capture för amatörer

   Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Johan Ottosson; Yasmine Schüllerqvist; [2022]
   Nyckelord :Artificiell intelligens; maskininlärning; motion capture; markerless motion capture;

   Sammanfattning : Motion capture(“MoCap”) has been used for a long time in the movie and videogame industries to animate digital characters. This technology commonly requires a studio and expensive stationary equipment. However, in recent years markerless MoCap has emerged. LÄS MER

3. 2. Modelling Dependency Structure with Application in Financial Markets: Copula-GARCH(1,1) Approach

   Master-uppsats, Linnéuniversitetet/Institutionen för matematik (MA)

   Författare :Than Trang; [2021]
   Nyckelord :Copula-GARCH 1; 1 ;

   Sammanfattning : The main objective of this thesis is to examine the dependency structure among different agricultural and energy commodity markets in the United States. For achieving this goal, the paper makes use of the Copula-GARCH(1,1) model to study the financial return volatility and the co-movement between pair of commodities including corn, soybean and gasoline over the pre-COVID 19 pandemic period (from 01-01-2018 to 01-01-2020) and the ongoing COVID 19 pandemic period (from 01-01-2020 to 01-04-2021). LÄS MER

4. 3. Predicting Short-Term ExtremeMovements in FX-markets Using Neural Networks

   Master-uppsats, KTH/Matematisk statistik

   Författare :Oscar Jagermark; [2018]
   Nyckelord :;

   Sammanfattning : This thesis applies deep neural networks with complex feature inputs in an attempt to predict extreme price movements of up to 20 seconds in the EUR/USD exchange rate. The results show that neural networks do have predictive power in this application, and could potentially be used in con-junction with other models to predict the movements of the FX-market in ahigh-frequencytrading environment. LÄS MER

5. 4. The Bond Equity Yield Ratio : An investigation of its forecasting ability in Denmark, Finland, Norway and Sweden

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Anders Karlén; Sebastian Poulsen; [2014]
   Nyckelord :;

   Sammanfattning : Scientists and practitioners have for decades attempted to find methods to forecast movements in the capital markets, thereby trying to find a way to outperform the market. The origins of forecasting literature investigated traditional financial and accounting ratios such as the dividend yield (D/P) and the earnings yield (E/P). LÄS MER

7. 5. A Performance Evaluation of Black Swan Investments.

   Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Fabian Brunåker; Andreas Nordqvist; [2013-07-04]
   Nyckelord :Black Swans; fat tails; standard deviation; mean reversion; investment strategy; downside deviation; extreme market movements;

   Sammanfattning : This thesis evaluates an investment strategy that involves investing in ten out of the 30 most traded stocks listed on the Stockholm Stock Exchange, exploiting the market’s reaction to unpredicted events, so called Black Swans. By investing in ten of the stocks with the largest price change after days with extreme negative returns and ten of the stocks with the least change in price after extreme positive returns, the strategy outperforms the market. LÄS MER