Sökning: "predictive index"

Visar resultat 11 - 15 av 84 uppsatser innehållade orden predictive index.

  1. 11. Prediction of Air Quality Index Using Supervised Machine Learning

    Kandidat-uppsats, Blekinge Tekniska Högskola

    Författare :Vamsi Sri Naga Manikanta Murukonda; Avan Chowdary Gogineni; [2022]
    Nyckelord :Air Quality Index; Air Quality Monitoring; Machine Learning; Regression;

    Sammanfattning : Background: Air pollution has become a serious environmental issue. It is responsible for hundreds of fatalities each year and it poses a serious threat to human health and environment. It leads to global warming, greenhouse effect and it also causes respiratory problems like asthma, lung cancer etc. LÄS MER

  3. 12. Implied and Historical Volatility : An Empirical Study on Their Predictive Power of the Future Volatility on the OMXS30 Index

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Hampus Egly; Christopher Solbakke; [2022]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  4. 13. 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

  5. 14. Forecasting gold returns using principal component analysis from a large number of predictors

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Allgén; [2022]
    Nyckelord :Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER

  7. 15. Learning From Investor Attention: Examining the Predictive Power of Investor Attention on Market Returns with Machine Learning

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

    Författare :Ludvig Hartler; Lukas Uhrström; [2022]
    Nyckelord :investor attention; machine learning; PLS; LSTM; stock returns;

    Sammanfattning : We study the predictive properties of investor attention on time series market returns. Extending an earlier proposed index of investor attention aggregated from twelve popularly studied attention proxies, we show that it strongly predicts excess returns on the stock market. LÄS MER