Sökning: "Learning in financial markets"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Learning in financial markets.

  1. 1. Essays on Incomplete Information in Financial Markets

    Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

    Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER

  3. 2. Information and control in financial markets

    Författare :Samuel Lee; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Market Liquidity, Active Investment, and Markets for Information. This paper studies a financial market in which investors choose among investment strategies that exploit information about different fundamentals. On the one hand, the presence of other informed investors generates illiquidity. LÄS MER

  4. 3. Evaluating Asset-Pricing Models in International Financial Markets

    Författare :Fadi Zaher; Högskolan i Skövde; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

    Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER

  5. 4. On the Feasibility of Reinforcement Learning in Single- and Multi-Agent Systems : The Cases of Indoor Climate and Prosumer Electricity Trading Communities

    Författare :Ross May; Kenneth Carling; Mengjie Han; Xingxing Zhang; Zoltán Nagy; Högskolan Dalarna; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Reinforcement Learning; Multi-Agent Reinforcement Learning; Buildings; Indoor Climate; Occupant Comfort; Positive Energy Districts; Peer-to-Peer Markets; Complex Adaptive Systems;

    Sammanfattning : Over half of the world’s population live in urban areas, a trend which is expected to only grow as we move further into the future. With this increasing trend in urbanisation, challenges are presented in the form of the management of urban infrastructure systems. LÄS MER

  7. 5. Essays in Applied Microeconomics

    Författare :Erik Grenestam; Centrum för ekonomisk demografi; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Household; Neighborhood; ; Peer effect; Machine learning; Portfolio choice; Wealth; Children; Fertility; Consumption; Evaluation; Nutrient runoff; Water quality; Education; Broadband; Internet; Peer effect; Machine learning; portfolio choice; Wealth; Children; Fertility; Consumption; Evaluation; Nutrient runoff; Water quality; Education; Broadband; Internet;

    Sammanfattning : This thesis consists of four self-contained papers in applied microeconomics. The first paper asks how a neighbors purchase of a specific good affects a households likelihood of purchase. LÄS MER