Sökning: "moving averages"

Visar resultat 6 - 10 av 21 uppsatser innehållade orden moving averages.

  1. 6. Dynamic Covariance Modelling Using Generalised Wishart Processes

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Fredrik Nilsson; [2023]
    Nyckelord :Covariance matrix; generalised Wishart process; Bayesian inference; Markov chain Monte Carlo; Hamiltonian Monte Carlo; Mathematics and Statistics;

    Sammanfattning : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. LÄS MER

  3. 7. Examination of AI-based ESG-scores as a valid source of alpha in the Swedish investing landscape

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Marcus Haevaker; [2022]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Investing based on environmental, social, and governmental (ESG) criteria has grown rapidly in recent years. The trend has been driven by both an increased interest in sustainability, and the fact that ESG related corporate events have been shown to influence stock prices. LÄS MER

  4. 8. Crypto Proxima : An analysis of autonomous Bitcoin trading

    Kandidat-uppsats,

    Författare :Simon Andersson; Jakob Häggström; Urlich Icimpaye; Hjalmar Lindstedt; [2021]
    Nyckelord :;

    Sammanfattning : The purpose of this project is to analyze to what extent it is possible to profit from autonomous bitcoin (BTC) trading. This was tested by using three different models in varying complexity and simulating these using real market data. LÄS MER

  5. 9. Estimating the end-to-end runtime with a dynamically built graph with exponentially moving average on serverless applications

    Master-uppsats, Umeå universitet/Institutionen för datavetenskap

    Författare :Jagiello Jakub; [2021]
    Nyckelord :;

    Sammanfattning : Function-as-a-Service (FaaS) is a technology for developing serverless applications scaled and managed entirely by the Cloud provider. Applications are composed of functions that are connected in a graph-like fashion to solve complex problems. LÄS MER

  7. 10. Boost your spare parts supply - A case study on cooperation terms in the spare parts supply chain focused on the supplier-buyer dyad

    Master-uppsats, Lunds universitet/Teknisk logistik

    Författare :Måns Krantz; Anders Fasth Gillstedt; [2021]
    Nyckelord :Purchasing; After-Sales; Spare Parts; Supply Chain Management; Supplier Collaboration; Consignment Stock Strategy; Technology and Engineering;

    Sammanfattning : Purchasing has become an increasingly important function in manufacturing companies, as it accounts for a large extent of total spending and influences a company's competitive position. It is relevant for Tetra Pak, a global manufacturer of packaging and processing solutions, active since the 1950s. Tetra Pak has over 100. LÄS MER