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Visar resultat 6 - 10 av 163 uppsatser som matchar ovanstående sökkriterier.

  1. 6. The Impact of Quantum Computing on the Financial Sector : Exploring the Current Performance and Prospects of Quantum Computing for Financial Applications through Mean-Variance Optimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ante Fahlkvist; Alfred Kheiltash; [2023]
    Nyckelord :Quantum computing; Finance; Financial applications; Mean-variance optimization; Zero-one quadratic programming; Quantum computing in finance;

    Sammanfattning : Many important tasks in finance often rely on complex and time-consuming computations. The rapid development of quantum technology has raised the question of whether quantum computing can be used to solve these tasks more efficiently than classical computing. LÄS MER

  3. 7. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Oscar Wollmann; Filip Frisk; [2023]
    Nyckelord :ESG rating; Sovereign debt investments; Sovereign bond yields; Sustainability;

    Sammanfattning : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. LÄS MER

  4. 8. Evaluating clustering techniques in financial time series

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Johan Millberg; [2023]
    Nyckelord :clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

    Sammanfattning : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. LÄS MER

  5. 9. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Sebastian Persson; Niklas Hansson; [2023]
    Nyckelord :Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

    Sammanfattning : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. LÄS MER

  7. 10. Merton's Portfolio Problem under Jourdain--Sbai Model

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Sajedeh Saadat; [2023]
    Nyckelord :Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

    Sammanfattning : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. LÄS MER