Sökning: "predictive index"

Visar resultat 6 - 10 av 84 uppsatser innehållade orden predictive index.

1. 6. Narratives in Central Banking - A Case Study on Federal Reserve Communication

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Love Leijonklo; Felix Wilke; [2023]
   Nyckelord :federal reserve; central bank; communication; sentiment; latent dirichlet allocation;

   Sammanfattning : This paper investigates how Federal Reserve communication affects financial markets. This is done by constructing a sentiment index based on meeting minutes released by the Federal Open Market Committee. LÄS MER

3. 7. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

   Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Isabella Mustén Ross; [2023]
   Nyckelord :Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

   Sammanfattning : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. LÄS MER

4. 8. Empirical investigation on the performance of a feed-forward artificial neural network on the Nordic stock markets

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Niklas Fjordstrand; Nikolaos Voutos; [2022-06-29]
   Nyckelord :;

   Sammanfattning : In this paper, the authors have made an empirical investigation on the performance of a feed-forward artificial neural network (ANN) on the four main Nordic stock markets, Sweden, Norway, Denmark, and Finland. First, a benchmark OLS regression model is compared against an ANN model to see which model performs best in terms of predictive accuracy and has the least amount of error. LÄS MER

5. 9. THE PREDICTIVE ABILITY OF FINANCIAL RATIOS ON STOCK RETURNS. A study of the S&P Global 100 during 2000 – 2020

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Ninni Ekman; [2022-04-07]
   Nyckelord :Financial ratios; stock return; predictability; regression;

   Sammanfattning : This study examines the predictive ability of ten financial ratios on annual stock returns at a one-year horizon. Ratios and stock returns are observed for the S&P Global 100 Index over the time period 2000 to 2020. The index is chosen for its representativeness stemming from the size and multinationality of its constituents. LÄS MER

7. 10. Predicting the outcome of IVF treatments using forward selection regression and linear discriminant analysis

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Agnes Ekman; Linnéa Fahlberg; [2022]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : As more and more In Vitro Fertilizaiton (IVF) treatments are performed each year, there is a need to better predict the outcomes of different stages of the treatment and hence get a better understanding of which hormonal and physical parameters affect the treatment outcome and in what way. In this study, the effect of interaction between baseline AMH (anti-mullerian hormone) and DFI (DNA fragmentation index) on the chance of obtaining at least one good quality embryo was investigated, but no significance was found. LÄS MER