Sökning: "Darko Blazevic"

Hittade 2 uppsatser innehållade orden Darko Blazevic.

1. 1. Volatility Evaluation Using Conditional Heteroscedasticity Models on Bitcoin, Ethereum and Ripple

   Master-uppsats, KTH/Matematisk statistik

   Författare :Darko Blazevic; Fredrik Marcusson; [2019]
   Nyckelord :;

   Sammanfattning : This study examines and compares the volatility in sample fit and out of sample forecast of four different heteroscedasticity models, namely ARCH, GARCH, EGARCH and GJR-GARCH applied to Bitcoin, Ethereum and Ripple. The models are fitted over the period from 2016-01-01 to 2019-01-01 and then used to obtain one day rolling forecasts during the period from 2018-01-01 to 2019-01-01. LÄS MER

3. 2. RESURSOPTIMERING I RESTAURANGBRANSCHEN - En studie ämnad för minskning av matsvinnet

   Kandidat-uppsats, KTH/Industriell produktion

   Författare :Mirza Okanovic; Darko Blazevic; [2017]
   Nyckelord :;

   Sammanfattning : .... LÄS MER