Sökning: "Election forecasting"

Hittade 4 uppsatser innehållade orden Election forecasting.

1. 1. Comparing forecast combinations to traditional time series forcasting models : An application into Swedish public opinion

   Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Hanna Hamberg; [2022]
   Nyckelord :statistics; forecast; election; polls; ARIMA; exponential smoothing; forecast combinations;

   Sammanfattning : The objective of this paper is to retrospectively evaluate forecast models for polling data, to be used prospectively for the Swedish general election in 2022. One of the simplest ways of forecasting an election result is through opinion polls, and using the latest observation as the forecast. LÄS MER

3. 2. Election Forecasting in a Multiparty System

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Stefan Lindborg; [2019-01-31]
   Nyckelord :Election forecasting; Polling; Multiparty systems; Dynamic Linear Models; DLM; Kalman filtering; Swedish elections;

   Sammanfattning : This bachelor thesis in statistics covers the subject of election forecasting in a multiparty system, using polling data, that is data collected to measure party support, and dynamic linear models (DLMs) with Kalman filtering. In terms of decision-making the outcome of an election can be thought of as an uncertainty. LÄS MER

4. 3. Forecasting Election Results: A Bayesian Frequentist Comparison

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Oldehed Erik; [2019]
   Nyckelord :Bayesian forecasting; frequentist forecasting; non-homogeneous hidden Markov models; autoregression; kernel smoothing; Mathematics and Statistics;

   Sammanfattning : We present a Bayesian and frequentist comparison when forecasting elections through polls. Our focus is on studying the differences of these approaches in forecasting elections. An evaluation of the fit is performed using the odds ratio. LÄS MER

5. 4. The forecasting ability of implicit risk-neutral density function: A study of planned economic events in Sweden

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

   Författare :Johan Land; [2007]
   Nyckelord :Implicit volatility; Risk-neutral density; Forecasting;

   Sammanfattning : Financial institutions spend large amounts of money on gaining accurate information. The information they acquire is often kept for themselves and used in order to trade and make profits. When they use the information it is though implicitly put into the prices of the instruments. LÄS MER