Sökning: "Bayesian VAR model"

Visar resultat 1 - 5 av 46 uppsatser innehållade orden Bayesian VAR model.

  1. 1. Fotbollsmålvakters antecipation under straffläggning : Betydelsen av explicit kontextuell information

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för hälsa och välfärd

    Författare :Hampus Abrahamsson; [2024]
    Nyckelord :Antecipation; Fotballgoalkeepers; Bayesian theory; explicit contextual prior information; kinematic information; Antecipation; Fotbollsmålvakter; Bayesiansk teori; explicit kontextuell förhandsinformation; kinematisk information;

    Sammanfattning : Syftet med studien var att studera effekten av explicit kontextuell förhandsinformation på olika reliabilitetsnivåer hos fotbollsmålvakters förmåga att rädda straffar. Hypotesen som sattes utgick från att det skulle finnas en effekt av kontextuell förhandsinformation under förhållandet med stark handlingstendens, samtidigt skulle det inte finnas någon effekt av kontextuell förhandsinformation på målvakters förmåga vid förhållandet av svag handlingstendens. LÄS MER

  3. 2. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Anny Eklund; Markus Sallkvist; [2024]
    Nyckelord :Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

    Sammanfattning : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. LÄS MER

  4. 3. Navigating Uncertain Waters: A Bayesian Threshold VAR Approach to Understanding the Impact of Commodity Price Shocks on Inflation

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Cajsa Klass; Selin Scheuerer; [2023]
    Nyckelord :Uncertainty; Bayesian; Commodity Price Pass-Through; Inflation; Threshold VAR;

    Sammanfattning : The Covid-19 pandemic in early 2020 led to unprecedented uncertainty, reducing the predictability of macroeconomic variables. At the same time, commodity price movements as a contributor to national consumer price inflation continue to surface in debates. LÄS MER

  5. 4. A Predictive Analysis of Customer Churn

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Olivia Eskils; Anna Backman; [2023]
    Nyckelord :Churn prediction; CRM; optimization; applied mathematics; machine learning; gradient boosting; random forest; logistic regression; insurance industry; Kundbortfall; CRM; optimering; tillämpad matematik; maskininlärning; gradient boosting; random forest; logistisk regression; försäkringsbranschen;

    Sammanfattning : Churn refers to the discontinuation of a contract; consequently, customer churn occurs when existing customers stop being customers. Predicting customer churn is a challenging task in customer retention, but with the advancements made in the field of artificial intelligence and machine learning, the feasibility to predict customer churn has increased. LÄS MER

  7. 5. Modelling Long Term Memory in the Bayesian Confidence Neural Network Model

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

    Författare :Charu Karn; Samir Samahunov; [2023]
    Nyckelord :;

    Sammanfattning : Memory is a fascinating and complex part of human life. Understanding memory and simulating itthrough modelling can help society take steps towards understanding health issues such asAlzheimer's, dementia and amnesia. LÄS MER