Sökning: "stockmarket"

Visar resultat 1 - 5 av 32 uppsatser innehållade ordet stockmarket.

  1. 1. Modelling trend cycles of a stock in the market through social transmission

    Master-uppsats, Mälardalens universitet/Utbildningsvetenskap och Matematik

    Författare :Sedigheh Nemati; [2023]
    Nyckelord :Social finance; Fashion cycles; Stock market; Cultural evolution; Simulation; Population model.;

    Sammanfattning : This project investigates the relationship between social interactions among marketparticipants and the emergence of cyclical trends in stock markets. Two models aredeveloped to capture the interaction dynamics among individuals within the market:a basic model and a model with a price mechanism. LÄS MER

  3. 2. Stock Price Prediction Using Machine Learning

    Magister-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Yixin Guo; [2022]
    Nyckelord :Machine Learning; Stock Price; Time Series Data; Deep Learning;

    Sammanfattning : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. LÄS MER

  4. 3. Makroekonomiska faktorers påverkan på svenskt och amerikanskt aktieindex : En studie om hur olika makroekonomiska variabler påverkar aktiemarknaden mellan 1970–2021

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Magnus Brolin; David Olsson; [2022]
    Nyckelord :business cycles; macroeconomic factors; stock prices; dynamic models; time series analysis; co-integration; bivariate analysis; growth.; konjunkturcykler; makroekonomiska faktorer; aktiepriser; dynamiska modeller; tidsserieanalys; ko-integration; bivariat analys; tillväxt;

    Sammanfattning : Under  ekonomiska  konjunkturcykler  är  sambandet  mellan  grundläggande makroekonomiska variabler och aktiemarknadens avkastning högst intressant att undersöka. Syftet med denna uppsats är att undersöka hur aktiepriser på den svenska- och amerikanska aktiemarknaden påverkas av relevanta makroekonomiska faktorer under tidsperioden 1970–2021. LÄS MER

  5. 4. Options and analysts : A study on the relationship between option implied volatility and analyst consensus recommendations

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Ludwig Flank Zetterström; Krenare Salihu; [2022]
    Nyckelord :Finance; options; option implied volatility; stock recommendations; revisions; information asymmetries;

    Sammanfattning : The purpose of our thesis is to examine the relationship between option implied volatility and analyst consensus recommendation revisions. We offer a Swedish perspective on the growing popularity of equity options and its relationship with different stock market participants and returns. LÄS MER

  7. 5. Investigating the collective behaviour of the stock market using Agent-Based Modelling

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

    Författare :Christoffer Björklöf; [2022]
    Nyckelord :Stock market; Complex systems; Agent-Based Modelling; Financial Time Series; Kurtosis; Mean; Variance;

    Sammanfattning : The stock market is a place in which numerous entities interact, operate, andchange state based on the decisions they make. Further, the stock market itselfevolves and changes its dynamics over time as a consequence of the individualactions taking place in it. In this sense, the stock market can be viewed andtreated as a complex adaptive system. LÄS MER