Now showing items 1-15 of 15

  • A machine learning approach to stock screening with fundamental analysis 

    Alvarez Vecino, Pol (Universitat Politècnica de Catalunya, 2019-04-15)
    Master thesis
    Open Access
    We present HPC.FASSR, a High-Performance Computation Fundamental Analysis Stock Screener and Ranker to compare many ML models and the criteria of famous Benjamin Graham for stock investing using fundamental data. FASSR is ...
  • Conic portfolio theory 

    Ferrer Fernàndez, Sergi (Universitat Politècnica de Catalunya, 2016-07)
    Master thesis
    Open Access
    Conic financial theory is based on the existence of a two price economy (bid and ask prices) for market valuation and risk measures. We study the portfolio selection problem within the framework of conic finance. With this ...
  • Detecting clusters and their dynamics in the Forex Market 

    Renedo Mirambell, Martí (Universitat Politècnica de Catalunya, 2016-07)
    Bachelor thesis
    Open Access
    This project studies and implements the clustering methods introduced by Fenn et al. to detect correlations in the foreign exchange market. To deal with the potentially non linear nature of currency time series dependance, ...
  • Do Stop-Loss rules stop losses? An analytical framework based on modeling overnight gaps and the Stationary Bootstrap 

    Dorador Chalar, Albert (Universitat Politècnica de Catalunya / Universitat de Barcelona, 2017-06)
    Master thesis
    Open Access
    Aquest treball, que te per titol definitiu "Do Stop-Loss rules stop losses? An analytical framework based on modeling overnight gaps and the Stationary Bootstrap", presenta una analisi amplia i profunda sobre la utilitat ...
  • Exploring linkages between international stock markets using Graphical models for multivariate time series 

    Mohammadi, Gehlavij (Universitat Politècnica de Catalunya, 2014-01)
    Master thesis
    Open Access
    In this thesis we apply graphical statistics models for analyzing causality relations among various international stock markets. We present Graphical models in terms of conditional independence in probability spaces, as ...
  • Forecasting financial time series using multiple Kernel Learning 

    Fábregues de los Santos, Luis (Universitat Politècnica de Catalunya, 2017-07-05)
    Master thesis
    Open Access
    This thesis introduces a forecasting procedure based on Multiple Kernel Learning to predict and measure the influence of several economic variables in the process of predicting the equity premium of the S&P 500 Index. ...
  • Multiple classifier performance 

    Duarte López, Ariel (Universitat Politècnica de Catalunya, 2015-10)
    Master thesis
    Open Access
  • Multivariate dynamic Kernels for financial time series forecasting 

    Peña-Grass, Mauricio (Universitat Politècnica de Catalunya / Universitat de Barcelona, 2015-06)
    Master thesis
    Restricted access - author's decision
    This thesis proposes a novel forecasting method that elaborates on the capability of integrating information measured at different frequencies and at irregular time intervals in financial markets. A data compression process ...
  • On methods to assess the significance of community structure in networks of financial time series 

    Renedo Mirambell, Martí (Universitat Politècnica de Catalunya, 2017-07)
    Master thesis
    Open Access
    Covenantee:  BGSMath
    We consider the problem of determining whether the community structure found by a clustering algorithm applied to financial time series is statistically significant, when no other information than the observed values and ...
  • Portafolio de finanzas implementado en Joomla! 

    Aguiló Tarré, Antoni (Universitat Politècnica de Catalunya, 2010-07-01)
    Master thesis (pre-Bologna period)
    Open Access
    Portafolio de finanzas implementado en PHP,AJAX,Javascript,HTML y CSS para ser usado dentro del CMS Joomla! Al instalarse en un sitio web Joomla!, permite al usuario gestionarse un portafolio con sus compras y ventas de ...
  • Portfolio Credit Risk: Models and numerical methods 

    Navas Palencia, Guillermo (Universitat Politècnica de Catalunya / Universitat de Barcelona, 2016-01)
    Master thesis
    Open Access
    The purpose of this thesis is the study of portfolio credit risk models and the numerical methods applied for their computation. The Vasicek one-factor model will provide a point of departure, allowing us to study its ...
  • Programación genética en mercados financieros 

    Llorente Lopez, Mario Alberto (Universitat Politècnica de Catalunya, 2012-01-16)
    Master thesis (pre-Bologna period)
    Open Access
    Castellà: El proyecto consiste en implementar un algoritmo de programación genética que permita des-cubrir reglas de inversión que indiquen cuándo entrar y salir de un mercado para obtener los máximos beneficios. Estas ...
  • Simulation and estimation of Lévy driven stochastic processes 

    Brull Borràs, Pere Miquel (Universitat Politècnica de Catalunya, 2017-07)
    Bachelor thesis
    Open Access
    We carry on an exploration of Lévy processes, focusing on instrumental definitions that ease our way towards their simulation. Beginning with the basic Brownian motion and Poisson processes, we then explore algorithms to ...
  • Social review-based recommender systems from theory to practice 

    Capdevila Pujol, Joan (Universitat Politècnica de Catalunya, 2014-06-26)
    Master thesis
    Open Access
    Social Recommender Systems were born with the goal to mitigate the current information overload caused by the birth of Social Networks among other causes. They have enabled Internet actors (e.g. users, web browsers, sensors, ...
  • Using twitter as a source of information for time series prediction 

    Xuriguera, Ramon (Universitat Politècnica de Catalunya, 2012-01)
    Master thesis
    Open Access
    This project aims to assess whether tapping into the wealth of information that Twitter has to offer can positively affect the prediction of time series. We intend to accomplish our goal by means of applying multiple machine ...