Sökning: "Grim Sjöberg"

Hittade 2 uppsatser innehållade orden Grim Sjöberg.

1. 1. Predicting Takeover Targets - A Machine Learning Approach

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

   Författare :Grim Sjöberg; Dag Tuvberger; [2020]
   Nyckelord :Takeover; Prediction; Random Forest; Machine Learning;

   Sammanfattning : The possibility of predicting takeover announcements for investment purposes has been widely researched, with varying results and conclusions. This paper builds on previously conducted studies and applies a machine learning approach to the research problem, through the random forest classi er by Breiman (2001). LÄS MER

3. 2. The Impact of Competition on Bank Risk Taking Under Negative Policy Rates

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

   Författare :William Hodik; Grim Sjöberg; [2017]
   Nyckelord :Competition; Negative policy rates; Financial stability; Bank risk taking; Policy rate transmission;

   Sammanfattning : We show that competition has a significant impact on the transmission of negative monetary policy rates via bank risk taking. By comparing stock returns for banks before and after the introduction of negative monetary policy rates, it is evident that high-deposit banks in highly competitive financial markets experienced the sharpest decline in net worth. LÄS MER