Sökning: "stationaritet"

Visar resultat 1 - 5 av 7 uppsatser innehållade ordet stationaritet.

  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. The Impact of Foreign Direct Investments on the Swedish Housing Market

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :David Andreasson; Fredrik Elm; [2023]
    Nyckelord :Foreign direct investment; Sweden; Real estate; Housing; Globalization; Regulation; Utländska direkta investeringar; Sverige; Fastigheter; Bostäder; Globalisering; Reglering;

    Sammanfattning : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. LÄS MER

  4. 3. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

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

    Författare :Adriano Mundo; [2023]
    Nyckelord :Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

    Sammanfattning : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. LÄS MER

  5. 4. Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Sara Barwary; Tina Abazari; [2019]
    Nyckelord :Bachelor Thesis; financial outcome; transformations; stationarity; tests of hypothesis; EWMA; Kandidatarbete; finansiell avkastning; transformationer; stationäritet; hyoptestest; EWMA;

    Sammanfattning : In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. LÄS MER

  7. 5. Hushållsskuldsättningens inverkan på konsumtionen : En tidsserieanalys över skuldackumulation och dess inverkan på konsumtionen

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Sara Engberg; Samuel Skånberg; [2016]
    Nyckelord :Hushållsskuldsättning; Konsumtion; Tidsserie; Skuld;

    Sammanfattning : Background: As a result of financial liberalization and innovations, households now have access to cheap (mortgage) credit and are able to spend money, to pay it back later in life. With the low interest levels, debt level of households are rising to an alarming rate. LÄS MER