Sökning: "gustav furenmo"
Hittade 2 uppsatser innehållade orden gustav furenmo.
1. Predicting Corporate Takeover Outcomes Using Machine Learning
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The aim of this thesis is to investigate if the machine learning based classification procedure, Random Forest, provides superior prediction performance compared to a logistic regression model fitted using the LASSO framework, when predicting outcomes in corporate takeover situations. This is done in the context of merger arbitrage, an event-driven investment strategy. LÄS MER
2. Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis investigates the volatility structures found in forward-looking fundamental valuations of the Swedish stock index OMXS30. The evaluated data constitutes daily observations of P/E ratios based on twelve months earnings estimates during the period 2009-01-02 until 2018-10-18. LÄS MER