5 resultados para climate risk simulation


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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia do Ambiente

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Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores

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Dissertação para obtenção do Grau de Doutor em Engenharia Industrial

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This study aims to replicate Apple’s stock market movement by modeling major investment profiles and investors. The present model recreates a live exchange to forecast any predictability in stock price variation, knowing how investors act when it concerns investment decisions. This methodology is particularly relevant if, just by observing historical prices and knowing the tendencies in other players’ behavior, risk-adjusted profits can be made. Empirical research made in the academia shows that abnormal returns are hardly consistent without a clear idea of who is in the market in a given moment and the correspondent market shares. Therefore, even when knowing investors’ individual investment profiles, it is not clear how they affect aggregate markets.