Sökning: "Rolling Forecast"

Visar resultat 1 - 5 av 28 uppsatser innehållade orden Rolling Forecast.

  1. 1. Can Machine Learning improve inflation forecasting?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Emil Hansson; [2023]
    Nyckelord :Inflation Forecast; Machine Learning; Rolling Window; Time Series; Business and Economics;

    Sammanfattning : This paper aims to compare and evaluate the performance of inflation forecasting performance for benchmark time series models and machine learning models. The process is performed for both a developed economy, the US, and an emerging economy, Mexico. LÄS MER

  3. 2. Riskhanteringens inflytande på elhandelsbolags budgetering

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Hanna Höij; Sofie Kjellberg; William Söderström; [2023]
    Nyckelord :Budget Management; Risk Management; Hedging; Price Hedging; Beyond Budgeting; Rolling Forecast; Business and Economics;

    Sammanfattning : Examensarbetets titel: Riskhanteringens inflytande på elhandelsbolags budgetering – En explorativ studie om relationen mellan budgeteringsprocessen och riskhanteringsprocessen på en volatil marknad Seminariedatum: 2023-01-10 Ämne/Kurs: FEKH69, Examensarbete i redovisning på kandidatnivå, 15 högskolepoäng Författare: Hanna Höij, Sofie Kjellberg & William Söderström Handledare: Elin Funck Nyckelord: Budget, Budget Management, Risk Management, Hedging, Price Hedging, Beyond Budgeting, Rolling Forecast Syfte: Syftet med studien är att undersöka hur elhandelsbolag inkorporerar riskhanteringsprocessen i budgeteringsprocessen, vilken roll budgeten fyller när risken ökar samt hur risker relaterade till elhandeln hanteras Metod: Studien har en kvalitativ forskningsansats med explorativ karaktär som involverar fem semistrukturerade intervjuer med fyra etablerade elhandelsbolag. Totalt intervjuades nio respondenter. LÄS MER

  4. 3. Road De-icing under a Rolling Horizon

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Petr Binko; [2022]
    Nyckelord :;

    Sammanfattning : Road de-icing is part of the winter road maintenance sector, an area of interest to the Uppsala-based company BM System. In order to solve the road de-icing problem, BM System developed an optimisation engine which makes use of a local-search algorithm. LÄS MER

  5. 4. Inventory control of intermediatestorage in the steel industry:analysis of forecasting accuracyand erroneous products : Case study on SSAB, Oxelösund

    Kandidat-uppsats, Karlstads universitet

    Författare :Damian Mon Ke; [2022]
    Nyckelord :forecasting; forecasting accuracy; inventory control; simulation; discrete event simulation; data analysis;

    Sammanfattning : The case study has been carried out at SSAB Oxelösund, where a major project is on the way to improve the system support for substance planning, to ensure that the right products are actually produced. Purpose: The purpose of this thesis is to analyze inventory control in intermediate storage within steel industry with data-driven methods and simulation. LÄS MER

  7. 5. Value at Risk estimation : A comparison between different models

    Magister-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Mathias Mattsson; [2021]
    Nyckelord :CAViaR; GARCH; Value at Risk; Backtesting;

    Sammanfattning : In this thesis the performance of the quantile based CAV iaR models is evaluated and compared with GARCH models for predicting the Value at Risk. This is done by one step ahead out of sample prediction. The one step ahead out of sample prediction is done for the 500 observations at the end of the sample. LÄS MER