Sökning: "matematik aktier"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden matematik aktier.

1. 1. A Framework to Model Bond Liquidity

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Alan Issa; [2023]
   Nyckelord :Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

   Sammanfattning : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. LÄS MER

3. 2. A Study on Algorithmic Trading

   Kandidat-uppsats, KTH/Hälsoinformatik och logistik

   Författare :Philip Hägg; [2023]
   Nyckelord :Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

   Sammanfattning : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. LÄS MER

4. 3. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Jonas Gustafsson; Conrad Jonsson; [2023]
   Nyckelord :Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

   Sammanfattning : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. LÄS MER

5. 4. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :William Nord-Nilsson; [2023]
   Nyckelord :Extreme Value Theory; Generative Adversarial Networks; Stress Testing; Machine Learning; Convolutional Neural Networks; evtGAN; Extreme Events; Extremvärdesteori; Generativa nätverk; Stresstestning; Maskininlärning; Djupt neuralt nätverk; evtGAN; Extrema händelser;

   Sammanfattning : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. LÄS MER

7. 5. Exploring Net Inflows in Securities Trading - Analysing Which Factors Contribute the Most to Net Inflows for a Swedish Niche Bank

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Carl-Johan Fröling; Vilhelm Wilén; [2022]
   Nyckelord :regression analysis; multiple linear regression; net inflows; niche bank; mutual funds; stocks; bachelor thesis; regressionsanalys; multipel linjär regression; nettoflöden; nischbank; fond; fonder; aktie; aktier; kandidatexamensarbete; kandidatexamensuppsats;

   Sammanfattning : This thesis examines which factors drive overall net inflows to a Swedish niche bank. It further investigates whether these factors are the same or different from the factors that drive net inflows to mutual funds as well as shares. LÄS MER