Sökning: "Milan Arif"
Hittade 2 uppsatser innehållade orden Milan Arif.
1. Predicting bankruptcies in Swedish manufacturing firms A comparison between traditional statistical and machine learning methods
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : The purposeofthispaperistoexaminewhetherwecanpredictbankruptciesinSwedish industrial andmanufacturingSMEsbeforetheyoccur.Toconductthepredictionsweuse a traditionalstatisticalmodel,multiplediscriminantanalysis(MDA)andamoremodern machinelearningapproachinwhichweutilizesupportvectormachines(SVM). LÄS MER
2. A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?
Kandidat-uppsats,Sammanfattning : This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. LÄS MER