Sökning: "Johan Long"
Visar resultat 6 - 10 av 419 uppsatser innehållade orden Johan Long.
6. Stora hjärtan som hjälper alla, men på bekostnad av vad? En kvalitativ studie om kvinnors medberoende i en parrelation
Kandidat-uppsats, Lunds universitet/SocialhögskolanSammanfattning : This study has examined how women's codependency on their male partner with alcohol or drug problems is expressed and how codependency can be understood in relation to their upbringing. A qualitative content analysis of 7 podcast episodes where women talked about their upbringing and codependency was made. LÄS MER
7. Forecasting With Feature-Based Time Series Clustering
Master-uppsats, Jönköping University/Tekniska HögskolanSammanfattning : Time series prediction plays a pivotal role in various areas, including for example finance, weather forecasting, and traffic analysis. In this study, time series of historical sales data from a packaging manufacturer is used to investigate the effects that clustering such data has on forecasting performance. LÄS MER
8. Wi-Fi fingerprinting as a mean to measure building occupancy : A case study in an office environment
Master-uppsats, KTH/TransportplaneringSammanfattning : The task of collecting visitor data in an indoor environment and therein determining the occupancy of a building is an extensive task. Conventional methods are expensive, time-consuming, and often lack the ability to produce data in longer time series. Further, they often require disruption of the studied area as equipment must be deployed. LÄS MER
9. Fighting fire with fire? : An exploration of the relationship between nonviolence and sustainability
Master-uppsats, Uppsala universitet/Teologiska institutionenSammanfattning : This study aims at exploring the connections between nonviolence and sustainability in two cases. The relationship between nonviolence and sustainability is identified and discussed in light of the theories on nonviolence of Johan Galtung and theories of the ethical framework of ecocentrism. LÄS MER
10. Fractional Cointegration and Price Discovery in FX Markets
D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomiSammanfattning : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. LÄS MER