Statistical arbitrage is widely used in the quantitative based trading strategies. In this paper, we mainly use Ornstein-Uhlenbeck (O-U) process model and the GARCH model to estimate the parameters and verify trading signals for the statistical arbitrage. In addition, a new model is created through the combination of O-U model and GARCH model. To estimate the models, HuangXia Bank and Industrial B

This paper seeks to investigate if factors extracted from macroeconomic and financial variables can improve the forecast accuracy of the bull and bear market in the S&P500 stock index. The study extended the models constructed by Nyberg(2012) and Chen (2009) by augmenting their model with factors. Very little, if any research has been done in modelling the bull and bear using this approach. Af

Dagens matkonsumtion är inte hållbar. Den främsta anledningen till det är den oändliga mängd animaliska produkter som konsumeras. För att dagens samhälle ska utvecklas mot en mer hållbar konsumtion krävs en förändring av människans matvanor, alltså ett dietskrifte från animaliska produkter till växtbaserade dieter. Veganism är en livsstil som inte involverar konsumtion av animaliska produkter. Den

Pokémon Go is a Pokémon theme smartphone game released in July, 2016. The game surprisingly created a global boom of ‘Pokémon Go gaming engagement’ during the second half of 2016. This thesis is interested in the phenomenon, and wants to investigate how the factors including the technology of augmented reality (AR) impact the gaming experience and drive the gaming engagement in this case. The rese

This thesis project has been conducted in collaboration with Cenito AB, a software-developing company based in Malmö. Cenito has currently a responsive website, a SPA (Single Page Application). A responsive website implies that the size and appearance adapts to the unit that is trying to access the site. This site is being used by Cenito as a basis or first building block for other application tha

The most central for the population to grow is the fertility rate. When the birth rate is not the most central for an individual the conditions change the population growth. The fertility rate in Sweden is around 1,88 children per woman, although there has been a drastic increase in the population. This increase, which is a combination of the domestic birth rate and an external increase, has given

Syfte: att ta reda på om anställdas motivation påverkas om företaget har implementerat ett hållbart förhållningssätt som ska påverka miljön positivt. Forskningsfråga: Hur påverkas anställdas arbetsmotivation av att företaget har implementerat hållbarhet i verksamheten? Metod: kvalitativ, abduktiv Teoretiska perspektiv: agentteori, motivationsfaktorer, motivations påverkan på lönsamhet EmpirPurpose: To examine whether the motivation among employees is affected when the company implement sustainability. Research question: To what extent is the work motivation among employees affected by the company’s initiative to implement sustainability in the business. Methodology: Quantitative, abductive Theoretical perspectives: Agent theory, motivational factor, motivation as an influence

Aktivitetsbaserade kontor blir ett allt vanligare val av kontorsutformning bland dagens företag, är det av intresse att utreda vilken påverkan det har på utrymning. Det aktivitetsbaserade kontorskonceptet innebär att de traditionella fasta skrivbordsplatserna försvinner från kontoren. De traditionella öppna kontorsytorna ersätts istället med en diversifierad arbetsmiljö, där de anställda kan väljaThe aim of the report is to investigate factors related to the implementation of activity-based offices, which has an impact on emergency egress. To reveal which factors that have impact on emergency egress, multiple methods were utilized throughout the report. By searching through published literature and relevant theories to the subject, a theoretical foundation was compiled. Information was als

The main purpose of this thesis is to present and analyse the Swedish sixteenth-century Catholic priest Andreas Servius’ prayer book Någre Christilige och Catholische böner printed in the Silesian city of Neisse year 1593. The general questions of the study are: which where the main sources of the prayers found in this prayer book? What characteristics typical for the period’s piety can be found i

Artificiell intelligens (AI) har under de senaste åren används framgångsrikt inom många olika områden. Ett område där dessa AI algoritmer ännu inte slagit igenom är sjukvården, där denna typ av automatisering utgör en potentiell lösning på de långa vårdköerna som finns idag. I denna rapport utvärderas den potential artificiell intelligens har för att lösa problem inom medicinsk bildanalys.With the increase in computational power, deep learning algorithms have become an active field of research over the last 7 years. These data-driven machine learning algorithms have produced good results in many applications, image analysis being one of them. Today, many image analysis tasks in the medical field are done manually, taking valuable time and effort from professionals. Automating some

Interactive web-GIS tools play an important role in determining disaster risk assessment which ultimately result in reduction of unexpected damages, cost and saves millions of lives. Disaster management practitioners largely benefited information at their disposal about location where possible incidents are eminent, anticipate the impact and project possible outcomes to help mitigate and organize

Anxiety disorders and obsessive-compulsive disorder among women in the postpartum period are understudied and their impact upon maternal functioning is poorly understood. There is evidence that individuals with greater levels of psychological flexibility (the ability to persist in valued domains of living despite the presence of negative emotions/thoughts/sensations) and higher levels of social su

Ungdomsspråk har studerats sedan senare 1900-tal. Ulla-Britt Kotsinas (1984) och Lars Gunnar Andersson (1985) finns bland de forskare som beskriver vilka funktioner som ungdomsspråket har bland ungdomar, bland annat skriver de om hur slang och svordomar kan användas som grupptillhörigehetsmarkörer. Slang, svordomar och ungdomsspråket generellt har en tendens att förändras och förnyas vilket gör de

The accuracy and portability of depth cameras have increased by a lot in recent years, which allows for advanced 3D scanning of the environment for robotic applications. In this thesis we have developed a system that uses a depth camera mounted on a robot arm to identify and localize arbitrary objects, and give hints on how to move the camera to get better localization results. The system works by

Recent advances in artificial intelligence have enabled machines to take over many of the tasks that could previously only be carried out by humans. This trend is expected to continue, urging political theory to propose ideas for how the organization of society can be adapted accordingly. Drawing upon John Rawls’s theory of justice, this thesis argues that automation can be instrumental in bringin

This is a M.Sc. thesis investigating the compatibility and performance of a regime switching framework as a complement to the Black-Litterman portfolio allocation model. Conclusively, it is considered to be a compatible match of models in terms of practical implementation and the results indicate that the model is performing well.

In a competitive market like electricity retailing it is crucial for energy providers to estimate risk and cost for ?xed price contracts in order to set competitive but not unpro?table prices. This report calculate three price components that covers the wholesale and retail costs. Pro?le price com- ponent is the expected electricity load to the expected spot prices in every hour in the delivery pe

I svenska domstolar utvecklades under en period av över 30 år en påföljds-praxis i narkotikamål som i hög grad avvek från vad som gäller för andra brottstyper. Straffvärdebedömningen inom området styrdes i princip helt och hållet av tabeller grundade på arten och mängden narkotika. En omfattande praxisomläggning ägde rum åren 2011 till 2013. Omläggningen medförde att samtliga relevanta omständigheIn Swedish courts, over a period of more than 30 years, a practice of punishment was developed in drug cases, which largely differed from those of other types of crime. The penal value assessment in the area was basically governed entirely by tables based on the art and amount of drugs. A comprehensive practice review took place between 2011 and 2013. The conclusion was that all relevant circumsta

Trade and development have been widely presented and researched in the international development community, discussing the relevance for using trade as a tool to foster positive development outcomes. Although several benefits have been put forward, trade and development have also been debated and critiqued, continuing to be shaped and framed by a number of actors. The role of business in developme