Sökning: "Time-series"

Visar resultat 31 - 35 av 1458 uppsatser innehållade ordet Time-series.

  1. 31. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Mahsa Badakhsh; [2023]
    Nyckelord :cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Sammanfattning : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. LÄS MER

  3. 32. Wi-Fi fingerprinting as a mean to measure building occupancy : A case study in an office environment

    Master-uppsats, KTH/Transportplanering

    Författare :Johan Bexhorn; Karl Kvarnefalk; [2023]
    Nyckelord :Wi-Fi tracking systems; Wi-Fi fingerprinting; footfall analytics;

    Sammanfattning : The task of collecting visitor data in an indoor environment and therein determining the occupancy of a building is an extensive task. Conventional methods are expensive, time-consuming, and often lack the ability to produce data in longer time series. Further, they often require disruption of the studied area as equipment must be deployed. LÄS MER

  4. 33. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Carl Westerberg; Elvin Rolder; [2023]
    Nyckelord :Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Sammanfattning : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. LÄS MER

  5. 34. Preserving Privacy in Cloud Services by Using an Explainable Deep-Learning Model for Anomaly Detection

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Shiwei Dong; [2023]
    Nyckelord :;

    Sammanfattning : As cloud services become increasingly popular, ensuring their privacy and security has become a significant concern for users. Cloud computing involves Data Service Outsourcing and Computation Outsourcing, which require additional security considerations compared to traditional computing. LÄS MER

  7. 35. The effect of autocorrelation when performing theapproximated permutation test

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Amerik Schouten; Linus Thor; [2023]
    Nyckelord :exchangeability assumption; Monte Carlo; temporal autocorrelation; type I error; simulation; re-sampling methods;

    Sammanfattning : In meteorology, permutation tests are a commonly recommended tool because standard paramet-ric methods of inference often is insufficient when analysing weather. Therefore other methodswith less stringent assumptions like permutation testing is used. LÄS MER