Sökning: "empirisk tillgångsvärdering"

Hittade 2 uppsatser innehållade orden empirisk tillgångsvärdering.

1. 1. Deep learning, LSTM and Representation Learning in Empirical Asset Pricing

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Benjamin von Essen; [2022]
   Nyckelord :LSTM; empirical asset pricing; deep learning; representation learning; neural networks; LSTM; empirisk tillgångsvärdering; djupinlärning; representationsinlärning; neurala nätverk;

   Sammanfattning : In recent years, machine learning models have gained traction in the field of empirical asset pricing for their risk premium prediction performance. In this thesis, we build upon the work of [1] by first evaluating models similar to their best performing model in a similar fashion, by using the same dataset and measures, and then expanding upon that. LÄS MER

3. 2. Asset pricing and risk evaluation in the housing market : An empirical analysis of the Swedish housing market

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Panagiotis Matiakis; [2019]
   Nyckelord :Risk assessment; Swedish housing market; asset pricing; quantitative analysis; beta modelling; causal relationship; Risk analys; Svensk bostadsmarknad; tillgångsvärdering; kvantitativ analys; beta modellering; orsakssamband;

   Sammanfattning : During the recent years, the Swedish housing market has developed into a topic of major interest, both domestically and internationally. The sky-rocketing prices, the uprising demand together with the housing shortage, and the market bubble ongoing debate, have resulted in the discussion of risk being more relevant than ever before. LÄS MER