Sökning: "Logit Regression"

Visar resultat 1 - 5 av 76 uppsatser innehållade orden Logit Regression.

  1. 1. Classifying Previous Covid-19 Infection : Advanced Logistic Regression Approach

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Daniel Westerholm; [2023]
    Nyckelord :Covid-19; logistic regression; clustering;

    Sammanfattning : The study aimed to developed a logistic model based on antibody proteins, vaccinations and demographic factors that predicts previous infection in Covid-19. The data set comprised of 2750 individuals from eldercare homes in Sweden, with four test dates executed between October of 2021 and August of 2022. LÄS MER

  3. 2. Credit scoring using Logistic regression

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Iftho Hara Khanam; [2023]
    Nyckelord :Kurtosis; Skewness; Winsorization; Logistic regression analysis; Maximum likelihood estimation; Newton–Raphson method; T–ratio test; P-value; LR test;

    Sammanfattning : In this thesis, we present the use of logistic regression method to develop a credit scoring modelusing the raw data of 4447 customers of a bank. The data of customers is collected under 14independent explanatory variables and 1 default indicator. The objective of this thesis is toidentify optimal coefficients. LÄS MER

  4. 3. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Hanna Tuoremaa; [2023]
    Nyckelord :Symbolic regression; loss given default; credit risk; logit transformed regression; beta regression; multi-gene genetic programming; regression tree;

    Sammanfattning : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. LÄS MER

  5. 4. Founders And Financials- Machine Learning Algorithms in Venture Capital

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

    Författare :Viktor Lådö Naess; Emrik Stål; [2023]
    Nyckelord :Sweden; Venture Capital; Founder Characteristics; Entrepreneurial Finance; Machine Learning;

    Sammanfattning : The increased usage of machine learning (ML) algorithms in venture capital investment screening poses the question of how different characteristics influence predictions. The purpose of this study is to investigate how founder and financial characteristics influence ML predictions of the raising of more than one round for Swedish startups. LÄS MER

  7. 5. Credit Where Credit's Due: An Empirical Study of Defaults in the Swedish Corporate Bond Market Between 2004 and 2023

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

    Författare :Kristoffer Östlin; Ludvig Sviberg; [2023]
    Nyckelord :Corporate Bonds; Yield Spread; Default; Swedish Bond Market; Logit Regression Model;

    Sammanfattning : This paper studies the relationship between bond defaults and yield spread, and other bond and company variables observable at issuance using a comprehensive dataset of matured and defaulted bonds from non-financial Swedish firms, covering the period 2004-2023. We find that higher yield spreads are correlated with higher default probabilities, particularly in the high-yield (HY) bond segment. LÄS MER