Sökning: "Alfred Hedlund"

Hittade 2 uppsatser innehållade orden Alfred Hedlund.

1. 1. Machine Learning - The Future of Equity Premium Prediction

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Alfred Hedlund; Ibrahim Mete Bacak; [2020]
   Nyckelord :Machine learning; Equity premium; Prediction; Penalized linear models; Non-linear models;

   Sammanfattning : Predictions of the equity premium have historically been made by using traditional predictive regressions. Despite the great promise of machine learning applications for prediction tasks, it has largely been overlooked in the financial literature. LÄS MER

3. 2. P2P Lending - An Investor's Perspective on the Measurement of Return and Factors Impacting Default Hazards

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Alfred Hedlund; Amanda Johansson; [2019]
   Nyckelord :P2P lending; Peer-to-Peer; IRR; Survival Analysis; Cox model;

   Sammanfattning : The emergence of peer-to-peer (P2P) lending platforms has caught the attention of researchers. However, limited attention has been directed toward the investors. This paper aims to explore and measure the components of P2P lending returns in Sweden. LÄS MER