Sökning: "financial prediction model"

Visar resultat 1 - 5 av 166 uppsatser innehållade orden financial prediction model.

  1. 1. Explainable Artificial Intelligence and its Applications in Behavioural Credit Scoring

    Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

    Författare :Robert Iain Salter; [2023]
    Nyckelord :Behavioural Credit Scoring; Deep Learning; Machine Learning; Long Short-Term Memory; Default Prediction;

    Sammanfattning : Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. LÄS MER

  3. 2. 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)

    Författare :Daniel Gröttheim; [2023]
    Nyckelord :Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

    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

  4. 3. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

    Master-uppsats, Uppsala universitet/Matematiska institutionen

    Författare :Irina Zarankina; [2023]
    Nyckelord :ARMA; ARIMA; LSTM; time series; statistics;

    Sammanfattning : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. LÄS MER

  5. 4. Aktiemarknadsprognoser: En jämförande studie av LSTM- och SVR-modeller med olika dataset och epoker

    Kandidat-uppsats, Malmö universitet/Fakulteten för teknik och samhälle (TS)

    Författare :Mads Nørklit Johansen; Jagtej Sidhu; [2023]
    Nyckelord :Stock Market Prediction; Long-Short Term Memory; Support Vector Regression; Prediction Accuracy; Financial Investments;

    Sammanfattning : Predicting stock market trends is a complex task due to the inherent volatility and unpredictability of financial markets. Nevertheless, accurate forecasts are of critical importance to investors, financial analysts, and stakeholders, as they directly inform decision-making processes and risk management strategies associated with financial investments. LÄS MER

  7. 5. A Markovian Approach to Financial Market Forecasting

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Kevin Sun Wang; William Borin; [2023]
    Nyckelord :Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Sammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER