Sökning: "marknadsregimer"
Hittade 2 uppsatser innehållade ordet marknadsregimer.
1. Modelling regime shifts for foreign exchange market data using hidden Markov models
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Financial data is often said to follow different market regimes. These regimes, which not possible to observe directly, are assumed to influence the observable returns. In this thesis such regimes are modeled using hidden Markov models. LÄS MER
2. Deep Scenario Generation of Financial Markets
Master-uppsats, KTH/Matematisk statistikSammanfattning : The goal of this thesis is to explore a new clustering algorithm, VAE-Clustering, and examine if it can be applied to find differences in the distribution of stock returns and augment the distribution of a current portfolio of stocks and see how it performs in different market conditions. The VAE-clustering method is as mentioned a newly introduced method and not widely tested, especially not on time series. LÄS MER