Sökning: "high frequency finance"

Visar resultat 1 - 5 av 15 uppsatser innehållade orden high frequency finance.

  1. 1. Employee preferences in preparing for a change - A case study of strategic project implementations

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Alfons Hallgren; Maja Svensson; [2023]
    Nyckelord :Employee; Managers; Project Lead; Top Management; First-line managers; Employee preferences;

    Sammanfattning : As market conditions constantly change in today's competitive landscape, businesses must invest in organizational changes to stay relevant. Despite the high frequency of change projects worldwide, multiple sources state that 70% of all change projects fail. LÄS MER

  3. 2. Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Filip Östlund; Marcel Attar; [2020]
    Nyckelord :Nowcasting; Macroeconomic Prediction; Dynamic Factor Model; DFM; Pseudo Real-Time Vintage data; U.S. GDP Growth Rate; Financial Market Actor; Mathematics and Statistics;

    Sammanfattning : We develop and examine a dynamic factor nowcasting model (DFM) from the perspective of a financial market participant. The first point of analysis is the examination of its performance. Unlike other papers, we evaluate with daily frequency so that the performance metric reflects a continuous nowcasting signal. LÄS MER

  4. 3. Högfrekvenshandels Inverkan på den Svenska Aktiemarknadens Volatilitet

    Kandidat-uppsats,

    Författare :Ludvig Streng; Eric Öjstrand; [2019-07-08]
    Nyckelord :High-frequency trading; HFT; volatility; liquidity; execution quota;

    Sammanfattning : The focus of this paper is to investigate whether or not high frequency trading affects market volatility. Research on the topic has not been conducted on the Swedish stock market which is the purpose of this thesis. Previous research has been conflicting over whether or not high frequency trading increases or decreases volatility. LÄS MER

  5. 4. An Application of the Continuous Wavelet Transform to Financial Time Series

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Klas Eliasson; [2018]
    Nyckelord :Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

    Sammanfattning : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. LÄS MER

  7. 5. Flash-krascher : Ett allvarligt problem på Stockholmsbörsen?

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Sebastian Roth; Madelene Söderström; [2018]
    Nyckelord :flash crash; high frequency trading; algorithmic trading; liquidity; market maker; flash-krascher; högfrekvenshandel; algoritmisk handel; likviditet; marknadsgarant;

    Sammanfattning : Titel:  Flash-krascher – ett allvarligt problem på Stockholmsbörsen? Författare:  Madelene Söderström & Sebastian Roth Handledare: Bo Sjö Ämne:  Nationalekonomi – Kandidatuppsats inom finans Syfte:  Syftet med arbetet är att fördjupa förståelsen kring flash-krascher och vilken påverkan dessa har på handeln av värdepapper som sker på Stockholmsbörsen. Vi hoppas också att studien ger en klarare bild av hur flash-krascher påverkar olika aktörer med koppling till aktiehandeln i Sverige. LÄS MER