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

During the last three decades, the number of NGOs within the educational field in India has increased dramatically due to the Indian government struggling with providing free quality education. NGOs in India have been praised for their contribution to development, but also criticized for inefficiency and lack of accountability. This case study provides an empirical example of a NGO called Mother M

The European Unions (EU) policies’ regarding animal welfare is a complex topic to analyze in its influence on the EU Member States. There are countless studies on its implementation and influence on the countries within the EU. These studies highlight the complexity in adopting joint animal welfare legislation in countries that has different economic, political and cultural incentives. This resear

Från barnsben uppmanas vi till att tänka utanför boxen, något som kan komma att visa sig inte bara användbart, utan också nödvändigt när det gäller att lösa de miljöfrågor vårt samhälle ställs inför. Att hitta nya sätt att minska miljöpåverkan på vår omgivning är alltid aktuellt. Pappers- och massaindustrin har länge varit stämplad som miljöbov, något som med tiden blivit mindre och mindre sanniThe fouling of an ultrafiltration plant, separating bleach plant effluent coming from a sulfite pulp mill, was evaluated depending on the pH value of the feed stream for both softwood and hardwood. The objective was to decrease the dosage of the alkaline substance NaOH in the first bleaching stage, without altering the performance of the ultrafiltration. Incoming feed streams, as well as permeate

By using the site-selectivity enabled by synchrotron radiation, we can choose the ionization site on a molecule. Core-ionization can result in that the molecule dissociates into charged (and uncharged) ions. With mass spectroscopy, the dissociated fragments’ mass-over-charge can be identified in a time-of-flight spectrum. Pyridine dissociation was studied for pyridine and for pyridine mixed with p

Bakgrund: På operationsavdelningen är patientsäkerhetsarbetet extra viktigt då patienten där vårdas i en högteknologisk miljö vilket gör att det ställs höga krav på dess utformning och innehåll. Arbetsdräkt, steril operationsrock, sterila handskar och specialutformad mössa som döljer allt hår är grundläggande riktlinjer för klädkoden som krävs i sterilt arbete på en operationsavdelning i Sverige.

Kristianstadsbassängen är ett område i nordöstra Skåne med sedimentära avlagringar från kritaperioden. Avlagringarna har avsatts i marin miljö genom upprepade transgressioner av havsytan, vilket har resulterat i en kalksten som bland annat utgörs av fossil från den fauna som en gång i tiden existerade. Ullstorp är en lokal i Kristianstadsbassängen och fungerar i dagsläget som ett aktivt kalkbrott.

There are 774 million people in the world today who are illiterate, two thirds of those people are women. Worst affected are the countries in the Sub Saharan Africa. The low level of education and the injustice in which children that are entitled to go to school is expected to have consequences on economic growth. The aim of this study is to describe the effect of equality in education on GDP grow

Landskrona has for a long time had problems with high concentrations of Pb and other heavy metals in the air. Measurements investigating the content of airborne particles have been performed in 1977, 1988, 2003 and 2008 and show an influence from heavy industries, traffic in town and transboundary pollution. To investigate the air quality in terms of heavy metals in Landskrona today, the metal con

Åtgärder som utförts i Skåne för att minska överskottsnäring i olika vattendrag visar sig kosta olika mycket och även skilja sig i effektivitet. Jag har i detta arbete gått igenom rapporter från skånska vattenorganisationer och drar slutsatsen att den åtgärd som är mest effektiv i skånska vatten (i förhållande till kostnader) är att anlägga dammar. Dammar tar på ett effektivt sätt hand om kväve ocEutrophication continues to be a problem in the freshwaters in Scania of southern Sweden, much due to urban waste water and the large amount of agricultural land in the region. In order to combat this, many different measures have been made to lower the nutrient loading by the region's different water organisations, including the creation of wetlands, ponds and two-step trenches. This study wa

In an attempt to bridge the gap between active and passive investing, Smart Beta strategies have become a popular alternative for investors given their systematic, rules-based approach to portfolio construction and historical tendency to capture market inefficiencies. In this thesis, we examine the performance of Smart Beta strategies versus the S&P 500 and the Euro Stoxx 600 index for time pe

Crowdfunding has rapidly gained popularity over the last decade and now accounts for tens of billions of dollars annually. Although the general public mainly perceives crowdfunding as an alternative means of getting funding, it has been demonstrated that there is a number of motives that entrepreneurs may have when launching a campaign on a crowdfunding platform. Despite that, little scholarly res

Stress är ett utbrett problem och i takt med detta har även behovet av kroppsburen teknik som mäter stress blivit aktuellt. Detta är dock en relativt ny teknik och således kraven för att det ska bli accepterat är ännu osäkert. Därför undersöktes vilka faktorer som påverkar acceptansen av kroppsburen teknik som mäter stress. Författarna har genom en kvantitativ online enkätundersökning undersökt ac

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

The past decade, advancements in semiconductor technology as well as the construction of large data centers around the world have given rise to the possibility to connect anything to the internet. In today’s electronics industry, “Internet-of-things”-applications are in a huge demand where companies are being subject to massive competition. Given this reality, resources within a small development

Green building certification has had major impact on commercial real estate in recent years. The most common certification systems in Sweden are Miljöbyggnad, LEED, BREEAM and GreenBuilding. The purpose of these is to create buildings that are environmentally sustainable. The systems manage indoor environment to varying degrees. Since people spend most of their time indoors, health and well-being

This work was carried out for the company Verifyter AB in Lund. Their main customers are microchip manufacturers. Verifyter provides a tool called PinDown that does automatic debugging on their customers' test runs. The tool creates a large amount of data with information about these test runs. The company wants to be able to visualize this data for their customers in order for their customers

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