Sökning: "Ludvig Hällman"

Hittade 2 uppsatser innehållade orden Ludvig Hällman.

1. 1. The Rolling Window Method: Precisions of Financial Forecasting

   Master-uppsats, KTH/Matematisk statistik

   Författare :Ludvig Hällman; [2017]
   Nyckelord :;

   Sammanfattning : In this thesis we set out to study the prediction accuracy of statistical quantities related to portfolio analysis and risk management implied by a given set of historical data. The considered forecasting procedure rely on rolling-window estimates over varying horizons where the resulting empirical return distributions can be considered the corresponding stationary distributions. LÄS MER

3. 2. Prediktion av bostadsrättspriser i Stockholms innerstad.

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Ludvig Hällman; Pontus Rufelt; [2014]
   Nyckelord :;

   Sammanfattning : A frequently asked question in real estate marketing is at what time of the year it is optimal to invest or sell. The aim of the project was to answer this question and to generate a prediction model over real estate located in the centre of Stockholm that takes seasons into account. LÄS MER