Sökning: "Single Index Model"
Visar resultat 1 - 5 av 73 uppsatser innehållade orden Single Index Model.
1. Assessing water balance and yields in Malawian cropping systems : maize soybean and maize Gliricidia systems resilience against climate change
Master-uppsats, SLU/Dept. of Soil and EnvironmentSammanfattning : In Malawi, maize monocultures are increasingly susceptible to extreme weather patterns, causing considerable yield reduction and heightened food insecurity for smallholder farmers dependent on rainfed subsistence agriculture. Diversifying cropping systems is crucial for ensuring yield resilience. LÄS MER
2. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. LÄS MER
3. Environmental performance and sovereign bond yields: Evidence from emerging markets
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. LÄS MER
4. Segmentation and Valuation in Stockholm Housing Market : Spatial Continuous and Discontinuous Submarkets Evaluating by Hedonic Price Model and XGBoost Model
Master-uppsats, KTH/Fastighetsekonomi och finansSammanfattning : The housing market segmentation could provide a reference for more targeted policymaking and investment strategies. Although there have been many studies, there are no consistent submarkets delineating methods because of a lack of theoretical support and subjective evaluation. In this paper, two market segmentation methods are introduced. LÄS MER
5. Analytiska modeller för beräkning av tjällaster mot spontkonstruktioner
Master-uppsats, KTH/Jord- och bergmekanikSammanfattning : I kalla klimat kan stödkonstruktioner utsättas för lastökningar till följd av tjälande jord. Tjälen bildas när vattnet i jorden fryser, och leder ofta till en volymexpansion i marken. Om tjälexpansionen förhindras bildas ett tjältryck, som kan bli så pass kraftigt att stödkonstruktioner riskerar att gå till brott. LÄS MER