Evaluation and optimization of an equity screening model

Screening models are tools for predicting which stock are the most likely to perform well on a stock market. They do so by examining the financial ratios of the companies behind the stock. The ratios examined by the model are chosen according to the personal preferences of the particular investor. F...

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Bibliographic Details
Main Authors: Alpsten, Edward, Holm, Henrik, Ståhl, Sebastian
Format: Others
Language:English
Published: KTH, Skolan för elektroteknik och datavetenskap (EECS) 2018
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-244761