Sökning: "Market Attribution Model"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Market Attribution Model.

1. 1. Enhancing Privacy in Cookieless Web Advertising : A Comparative Study of Multi-Party Computation and Trusted Execution Environment Solutions for Private Attribution Reporting

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

   Författare :Victor Massy; [2023]
   Nyckelord :Multiparty computation; Trusted execution envrionment; Web advertising; Private attribution reporting; Flerpartsberäkning; Pålitlig exekveringsmiljö; Webannonsering; Privat attributionsrapportering;

   Sammanfattning : The end of third-party cookies has driven the advertising market to seek new solutions. Third-party cookies were widely used to track users’ online activities across websites. However, the growing concern for privacy has led web browsers to put an end to this practice. LÄS MER

3. 2. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Pontus Hovberger; Hugo Brunlid; [2023]
   Nyckelord :Equity Funds; Value; Growth; Momentum; Carhart Four-Factor Model; Multifactor Model; Momentum Crashes; Aktiefonder; Värdeaktier; Tillväxtaktier; Momentum; Carhart Four-Factor Model; Multifaktormodell; Momentumkrascher;

   Sammanfattning : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. LÄS MER

4. 3. Improving term structure measurements by incorporating steps in a multiple yield curve framework

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Gustav Villwock; Clara Rydholm; [2022]
   Nyckelord :Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

   Sammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER

5. 4. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
   Nyckelord :Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

   Sammanfattning : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. LÄS MER

7. 5. Omnichannel path to purchase : Viability of Bayesian Network as Market Attribution Models

   Master-uppsats, Linköpings universitet/Filosofiska fakulteten; Linköpings universitet/Institutionen för datavetenskap

   Författare :Anubhav Dikshit; [2020]
   Nyckelord :Market Attribution Model; Bayesian Network; Logistic Regression; Data driven marketing;

   Sammanfattning : Market attribution is the problem of interpreting the influence of advertisements onthe user’s decision process. Market attribution is a hard problem, and it happens to be asignificant reason for Google’s revenue. There are broadly two types of attribution models- data-driven and heuristics. LÄS MER