Sökning: "Forecasting Model"

Visar resultat 6 - 10 av 703 uppsatser innehållade orden Forecasting Model.

  1. 6. Demand Forecasting of Automobile Spare Parts after the End-of-Production - A review of demand forecasting models

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Abid Ali; Arosha Ratnayake; [2023-07-03]
    Nyckelord :Demand forecasting; Spare parts; Automobile; End-of-Production EOP ; PRISMA; AHP; MCDM;

    Sammanfattning : Demand forecasting of spare parts plays a crucial role in automobile industry where it generally requires a significant attention in controlling inventory. It is possible to maintain an optimal stock level when there is a continues supply at the Original Equipment Manufacturers (OEMs). LÄS MER

  3. 7. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Nyckelord :Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Sammanfattning : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. LÄS MER

  4. 8. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Gustav Veres; Philip Ahlfridh; [2023-06-29]
    Nyckelord :;

    Sammanfattning : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. LÄS MER

  5. 9. Forecasting With Feature-Based Time Series Clustering

    Master-uppsats, Jönköping University/Tekniska Högskolan

    Författare :Conrad Tingström; Johan Åkerblom Svensson; [2023]
    Nyckelord :demand forecasting; time series prediction; time series clustering;

    Sammanfattning : Time series prediction plays a pivotal role in various areas, including for example finance, weather forecasting, and traffic analysis. In this study, time series of historical sales data from a packaging manufacturer is used to investigate the effects that clustering such data has on forecasting performance. LÄS MER

  7. 10. Svenska Bankers Prognosutveckling för Kreditförluster under Införandet av IFRS 9 : En kvantitativ studie av redovisningsstandardens inverkan på svenska banker

    Kandidat-uppsats, Södertörns högskola

    Författare :Nour Al-Fakhoury; Nour-Eddin Shaker; [2023]
    Nyckelord :IFRS 9; Förväntade kreditförluster; konstaterade kreditförluster; svenska banker; medelstora banker; små banker;

    Sammanfattning : This study examines the impact of the transition from IAS 39 to IFRS 9 on the credit loss forecasting ability of banks, and its implications for value relevance. The implementation of IFRS 9 brought about a shift from the Incurred Credit Loss (ICL) model to the Expected Credit Loss (ECL) model, emphasizing forward-looking information. LÄS MER