Sökning: "Forecasting"

Visar resultat 1 - 5 av 729 uppsatser innehållade ordet Forecasting.

  1. 1. Accuracy of Analysts' Earnings Estimates

    Kandidat-uppsats,

    Författare :Joakim Nilsson; Philip Svensson; [2019-07-05]
    Nyckelord :Financial Forecasting; Analyst Accuracy; Consensus Estimates;

    Sammanfattning : This thesis investigates consensus and individual analyst firm accuracy in forecasts of earnings per share (EPS) for U.S. stocks in 2009–2018. Moreover, we investigate if the analysts’ forecasting predictiveness is affected by the size of the company which is observed. LÄS MER

  2. 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 multipartysystem, using polling data, that is data collected to measure party support, and dynamiclinear models (DLMs) with Kalman filtering. In terms of decision-making the outcomeof an election can be thought of as an uncertainty. LÄS MER

  3. 3. Selling hope in Mozambique: Corporate framing and future forecasting of the natural gas development project Mozambique LNG

    Kandidat-uppsats, Göteborgs universitet/Institutionen för globala studier

    Författare :Sonya Cunningham Oldenvik; [2019-01-31]
    Nyckelord :LNG; framing; Mozambique;

    Sammanfattning : The discovery of large quantities of natural gas just off the Northern Mozambican coasthas stirred much speculation about what the findings will mean for the country’s economy,people and environment. The aim of this research is to identify how the future ofMozambique, as a result of natural gas development, is being framed by the consortiumMozambique Liquified Natural Gas (henceforth referred to as Mozambique LNG). LÄS MER

  4. 4. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

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

    Författare :Peter Johansson; [2019-01-22]
    Nyckelord :Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Sammanfattning : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. LÄS MER

  5. 5. Time series analysis and forecasting : Application to the Swedish Power Grid

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Författare :Christian Fagerholm; [2019]
    Nyckelord :Time Series forecasting; ARIMA; SARIMA; Neural Network; RNN; Power grid; forecasting; smart grid;

    Sammanfattning : n the electrical power grid, the power load is not constant but continuouslychanging. This depends on many different factors, among which the habits of theconsumers, the yearly seasons and the hour of the day. The continuous change inenergy consumption requires the power grid to be flexible. LÄS MER