Sökning: "Time Series Regression"

Visar resultat 16 - 20 av 330 uppsatser innehållade orden Time Series Regression.

  1. 16. Applying unprocessed companydata to time series forecasting : An investigative pilot study

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Författare :August Rockström; Emelie Sevborn; [2023]
    Nyckelord :Demand Forecasting; Irregular Time Series; Sales Prediction; Dataset Evaluation; Data Preprocessing;

    Sammanfattning : Demand forecasting for sales is a widely researched topic that is essential for a business to prepare for market changes and increase profits. Existing research primarily focus on data that is more suitable for machine learning applications compared to the data accessible to companies lacking prior machine learning experience. LÄS MER

  3. 17. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alexandra Benckert; My Loft; [2023]
    Nyckelord :Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

    Sammanfattning : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. LÄS MER

  4. 18. Portfolio Risk Modelling in Venture Debt

    Master-uppsats, KTH/Matematisk statistik

    Författare :John Eriksson; Jacob Holmberg; [2023]
    Nyckelord :Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Sammanfattning : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. LÄS MER

  5. 19. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Felix Hult; Mahdi Rahideh; André Rosdahl; [2023]
    Nyckelord :currency exposure; currency risk; hedging; KIX; OMXS30; Business and Economics;

    Sammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER

  7. 20. Populist radical right’s impacton the mainstream right on theimmigration issue : A quantitative statistical study on SD’s impact on Moderaternas’position in the immigration issue

    Kandidat-uppsats, Stockholms universitet/Statsvetenskapliga institutionen

    Författare :Osama Aldyab; [2023]
    Nyckelord :;

    Sammanfattning : This study investigates PRRP’s impact on the mainstream right´s position change on the immigrationissue in their electoral manifestos. Many researchers through comparative studies found that PRRP’simpact on mainstream parties in immigration issue is overestimated and mainstream parties tend toincrease the saliency of immigration issue accordingly. LÄS MER