Sökning: "Consensus model"

Visar resultat 6 - 10 av 296 uppsatser innehållade orden Consensus model.

  1. 6. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning

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

    Författare :Tomoya Narita; Povilas Stankevicius; [2023]
    Nyckelord :Machine Learning; XGBoost; Relative Valuation; Convergence Trade;

    Sammanfattning : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. LÄS MER

  3. 7. Storskogen's portfolio diversification - A strategy for prosperity?

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

    Författare :Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Nyckelord :Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Sammanfattning : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. LÄS MER

  4. 8. What Difference Does It Make? : Comparative Panel Data Analysis of the Relationship Between CSR Initiatives and Board Composition in Sweden and the United States

    Master-uppsats, Umeå universitet/Handelshögskolan vid Umeå universitet (USBE); Umeå universitet/Företagsekonomi

    Författare :Kristina Björling; Viktor Hansson; [2023]
    Nyckelord :CSR; ESG; Corporate Governance; Gender Diversity; Board Independence; CEO Duality; Inclusion; Board Compositions; Agency Theory; Resource Dependence Theory; Critical Mass Theory; Hofstede’s National Cultural Theory.;

    Sammanfattning : More companies have responded to the call for action, increasing their attention to the 17 Sustainable Development Goals. Corporate governance structures have proven to have an effect on how well companies are able to facilitate a sustainable trajectory, all influenced by values and norms. LÄS MER

  5. 9. COMPARATIVE ANALYSIS OF MACHINE LEARNING LOAD FORECASTING TECHNIQUES

    Magister-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

    Författare :Humphry Takang Bate; [2023]
    Nyckelord :;

    Sammanfattning : Load forecasting plays a critical role in energy management, and power systems, enabling efficient resource allocation, improved grid stability, and effective energy planning and distribution. Without accurate very short term load forecasting, utility management companies face uncertain load patterns, unrealistic prices, and poor infrastructure planning. LÄS MER

  7. 10. Avvikelseavkastning i samband med resultatöverraskningar på OMXS30 - En eventstudie

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Oskar Malmström; Johan Nordström; [2023]
    Nyckelord :avvikelseavkastning; eventstudie; kvartalsrapporter; OMXS30; resultatannonsering; resultatöverraskning;

    Sammanfattning : This thesis investigates if abnormal returns exist in connection to the release of quarterly reports depending on if the presented results overperform, underperform or are in line with the analysts expectations. An event study method is applied where the market model is used. LÄS MER