Sökning: "William Fridström"

Hittade 3 uppsatser innehållade orden William Fridström.

  1. 1. Classifying High-Growth Manufacturing Firms on the Swedish Stock Market:A Comparative Study Between the Logistic Regression, Support Vector Machine and Artificial Neural Network

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Fridström; [2023]
    Nyckelord :Machine Learning; Econometrics; Firm Growth; Binary Classification; Prediction; Model comparision.; Business and Economics;

    Sammanfattning : This is a comparative study between two modern machine learning algorithms, the Support Vector Machine and Artificial neural network, and one traditional econometric model, the Logistic regression. The main objective is to compare their performance by classifying high-growth companies. LÄS MER

  3. 2. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Fridström; [2022]
    Nyckelord :Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

    Sammanfattning : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. LÄS MER

  4. 3. The OMXS Dividend Aristocrats A multivariate regression and risk analysis

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Fridström; [2021]
    Nyckelord :Dividend; OMXS; Return; Regression; Risk Reward; Business and Economics;

    Sammanfattning : Dividends effect on stock prices and shareholders return is a disputed subject in finance. The purpose of this thesis is to expand on the existing research both the effect of dividends in general and on stocks on the Swedish market in particular. LÄS MER