Sökning: "F_SCORE"

Visar resultat 11 - 15 av 82 uppsatser innehållade ordet F_SCORE.

  1. 11. Does value investing yield abnormal returns?

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Fabian Boberg; Richard Jungner; [2022]
    Nyckelord :Value investing; Piotroski s F-score; Greenblatt s Magic Formula; Efficient Market Hypothesis; Intangible Assets;

    Sammanfattning : Studies suggest that value investing's performance has deteriorated due to the increasing share of intangibles, which has complicated the process of identifying value stocks. We study the value investing strategies Greenblatt's Magic Formula and Piotroski's F-score in the Nordic region from 2012 to 2022. LÄS MER

  3. 12. Prediction of Short-term Default Probability of Credit Card Invoices Using Behavioural Data

    Master-uppsats, KTH/Matematisk statistik

    Författare :Billy Lu; [2022]
    Nyckelord :Probability of Default; Credit Risk; Short-term Default Prediction; Machine Learning; Gradient Boosting; Thresholding; Sannolikheten för Fallissemang; Kreditrisk; Kortsiktig Fallissemang Prediktion; Maskininlärning; Gradientförstärkning; Tröskling;

    Sammanfattning : Probability of Default (PD) is a standard metric to model and monitor credit risk, a major risk facing financial institutions. Traditional PD models are used to forecast risk levels in the long-term, while short-term PD predictions are rarer, but they can support management decisions on an operational level. LÄS MER

  4. 13. Predictive Maintenance of Construction Equipment using Log Data : A Data- centric Approach

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

    Författare :Bazil Muzaffar Kotriwala; [2021]
    Nyckelord :Predictive Maintenance; Construction Equipment; Event Log; Sensor Log; Machine Learning; Imbalanced Data; Prediktivt underhåll; byggutrustning; händelselogg; sensorlogg; maskininlärning; obalanserade data;

    Sammanfattning : Construction equipment manufacturers want to reduce the downtime of their equipment by moving from the typical reactive maintenance to a predictive maintenance approach. They would like to define a method to predict the failure of the construction equipment ahead of time by leveraging the real- world data that is being logged by their vehicles. LÄS MER

  5. 14. Utvärdering av maskininlärningsmodeller vid konkursprediktion

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

    Författare :Mikaela Jansson; Katarina Ölander Gür; [2021]
    Nyckelord :;

    Sammanfattning : Att identifiera finansiella svårigheter vid bedömning av ett företags ekonomiska situation är väsentligt för att kreditgivare ska undvika kreditförluster. En viktig del av kreditbedömningen är att analysera sannolikheten för att ett företag kommer gå i konkurs eller inte. LÄS MER

  7. 15. Natural Language Processing for Patient Data in Clinical Decision Support Systems

    Master-uppsats, Lunds universitet/Avdelningen för Biomedicinsk teknik

    Författare :Amanda Nilsson; Lina Samnegård; [2021]
    Nyckelord :Natural language processing; Machine learning; Prostate cancer; Named entity recognition; BERT; Technology and Engineering;

    Sammanfattning : In Sweden, prostate cancer is the most common type of cancer among men. The care need within prostate cancer will get higher as the population increases and gets older. With this in mind, there is a need to streamline the care pathway. One way to do this is with a clinical decision support system. LÄS MER