Sökning: "LASSO-regression"

Visar resultat 21 - 25 av 41 uppsatser innehållade ordet LASSO-regression.

1. 21. How do SPACquisitions Perform?: Empirical Evidence on Post-Merger Performance in SPAC 3.0

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Rune Nicholas Christoffer Wikman; Jie Yang; [2021]
   Nyckelord :Special Purpose Acquisition Company; SPAC; Post-merger performance; Moral hazard; Initial Public Offering; Double Selection Lasso; Business and Economics;

   Sammanfattning : Special Purpose Acquisition Companies (“SPACs”) provide targets with an alternative route to the public markets and have grown significantly in popularity in recent years. The existing literature on SPAC performance, which predominantly examines the previous generation of SPACs (pre-2010), reveals that the market tends to react positively to acquisition announcement, while post-merger performance tends to be poor on average. LÄS MER

3. 22. Prisförändringar vid förändrad försörjningskedja för livsmedel

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

   Författare :Hugo Javenius; Hugo Nerman; [2021]
   Nyckelord :Prediktion; Maskininlärning; Regressionsanalys; Support Vector Machines; ARIMA; Organisationsförändring; Försörjningskedja; Dynamiska Förmågor;

   Sammanfattning : Global food prices are currently rising at a rapid pace. The current supply chain involves a number of different steps, where each step involves a price surcharge that is ultimately paid by the consumer. Modern technology, such as machine learning and smart logistics, enables alternative supply chains. LÄS MER

4. 23. Prediction with Penalized Logistic Regression : An Application on COVID-19 Patient Gender based on Case Series Data

   Kandidat-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

   Författare :Patrick Schwarz; [2021]
   Nyckelord :Covid-19; Logistic Regression; Penalized Regression; Ridge Regression; Elastic Net; Classification; Predictive Modeling; Statistical Modeling; glmnet;

   Sammanfattning : The aim of the study was to evaluate dierent types of logistic regression to find the optimal model to predict the gender of hospitalized COVID-19 patients. The models were based on COVID-19 case series data from Pakistan using a set of 18 explanatory variables out of which patient age and BMI were numerical and the rest were categorical variables, expressing symptoms and previous health issues. LÄS MER

5. 24. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

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

   Författare :Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
   Nyckelord :Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

   Sammanfattning : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. LÄS MER

7. 25. House Price Prediction

   Kandidat-uppsats, Högskolan Kristianstad/Fakulteten för naturvetenskap

   Författare :Nawar Aghi; Ahmad Abdulal; [2020]
   Nyckelord :Multiple linear regression; Lasso Regression; Ridge Regression; Random Forest Regression; Artificial Neural Network; Machine Learning; House Price Prediction;

   Sammanfattning : This study proposes a performance comparison between machine learning regression algorithms and Artificial Neural Network (ANN). The regression algorithms used in this study are Multiple linear, Least Absolute Selection Operator (Lasso), Ridge, Random Forest. LÄS MER