Sökning: "Nils Dominguez Berndtsson"

Hittade 5 uppsatser innehållade orden Nils Dominguez Berndtsson.

  1. 1. Time series prediction of web traffic data

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Nils Dominguez Berndtsson; [2021]
    Nyckelord :Time series predictions; Temporal Convolutional Network; SARIMA; Web traffic; Cybersecurity; Mathematics and Statistics;

    Sammanfattning : In this thesis we predict web traffic intensity levels for 7 customers of a cybersecurity company. The models we predict with are a SARIMA model and a Temporal convolutional network. The quality of the predictions vary a lot between the different customers. The predictions improve when performed on data that is logged, demeaned and differenced. LÄS MER

  3. 2. Crime Prediction in Swedish Municipalities with machine learning algorithms

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Nils Dominguez Berndtsson; [2019]
    Nyckelord :Crime rates; machine learning algorithms; Random forest; K-NN; Mathematics and Statistics;

    Sammanfattning : In this thesis we use a number of common machine learning algorithms to predict crime rates in Swedish municipalities. As predictors we use a mix of municipal socioeconomic variables. For some years we are able to correctly classify up to 85% of the municipalities that have a high crime rate. LÄS MER

  4. 3. The returns of Hedge Funds- A comparative study of performance

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Dominguez Berndtsson; [2018]
    Nyckelord :Hedge Funds; risk-adjusted returns; excess returns; decreasing returns to scale; Berk and Green model; Business and Economics;

    Sammanfattning : In this thesis we test the performance of hedge funds against several fund specific variables, mainly fund size. As a measure of the hedge funds performance we employ both excess and risk-adjusted returns. The first part the thesis employs unbalanced panel regressions where hedge funds excess returns are run on several fund specific variables. LÄS MER

  5. 4. The Search Continues -Problems of finding a consistent performance measure for Hedge Funds

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Dominguez Berndtsson; [2017]
    Nyckelord :Performance Measures; Hedge funds; Spearman rank correlation; Sharpe ratio; Gini measure; Business and Economics;

    Sammanfattning : The question of whether the choice of performance measure (PM) matters when evaluating Hedge funds has for a long time been subject to debate . This study explores the same question with a sample of individual monthly data from 669 Hedge Funds over a 10 year period. LÄS MER

  7. 5. Fundamentalers Påverkan på Svenska Kronkursen-En ARDL-approach

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Dominguez Berndtsson; [2016]
    Nyckelord :Tidsserier; Växelkursmodeller; SEK; Kointegration; ARDL; Business and Economics;

    Sammanfattning : Syftet med uppsatsen är att ta reda på hur olika fundamentala bestämningsfaktorer har påverkat den svenska kronkursen under perioden Q1 1996 till Q4 2015. Modeller som strävar efter att bestämma växelkursens förklaringsfaktorer har genom historien ofta haft missvisande resultat. LÄS MER