Sökning: "lasso regression"

Visar resultat 1 - 5 av 52 uppsatser innehållade orden lasso regression.

  1. 1. COVID-19 and the Freefall of the Stock Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Annika Deichmann; Sophie Seyfried; [2021]
    Nyckelord :COVID-19; Stock Market Returns; OLS Regression; Lasso Regression; Business and Economics;

    Sammanfattning : Background: The novel COVID-19 outbreak has been present for over a year and is a permanent companion impacting daily lives and hurting economics universal. Since the presence of the coronavirus has been directly impacting stock markets and its returns worldwide, an analysis of the impact on the COVID-19 outbreak is inevitable. LÄS MER

  2. 2. Predicting PV self-consumption in villas with machine learning

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :FABIAN GALLI; [2021]
    Nyckelord :Self-Consumption; photovoltaics; machine learning; solar energy; Random Forest; K-nearest neighbor; multi-layer perceptron; lasso regression; ridge regression; linear regression; prediction; Egenanvändning; photovoltaics; maskininlärning; solenergi; Random Forest; K-nearest neighbors; multi-layer perceptron; lasso regression; ridge regression; linjär regression; data-förutsägelse;

    Sammanfattning : In Sweden, there is a strong and growing interest in solar power. In recent years, photovoltaic (PV) system installations have increased dramatically and a large part are distributed grid connected PV systems i.e. rooftop installations. LÄS MER

  3. 3. Is there macroeconomic predictive power in Swedish business news?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Ris; [2021]
    Nyckelord :Topic modelling; Sentiment Analysis; Newspaper Data; NLP; Lasso Regression; Business and Economics;

    Sammanfattning : This thesis explores if, and how, what is written in the newspaper can be used to forecast macroeconomic variables such as inflation, unemployment and consumption. A large data set consisting of articles from the largest Swedish business newspaper is transformed using different methods from the Natural Language Processing field. LÄS MER

  4. 4. Intäktsestimering med hjälp av Maskininlärning

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Arvid Holmäng; Axel von Grothusen; [2021]
    Nyckelord :;

    Sammanfattning : Detta arbete undersöker möjligheten att estimera intäkter för företag med hjälp av maskininlärning. Datan som modellerna utgår ifrån består av punkter från bolagens balansräkningar och annan offentlig data. LÄS MER

  5. 5. Stock Market Reactions to Firms’ First Publication of Sustainability Reports: Evidence from multiple industries in Nordic countries, the United States, and China

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jiabao Yan; Biyun Meng; [2021]
    Nyckelord :sustainability reports; ESG; sentiment analysis; LASSO; event study; machine learning; Business and Economics;

    Sammanfattning : This study investigates the market reactions to firms’ first publication of sustainability reports. The data of listed companies in the Nordic, the United States, and Chinese stock markets are utilized to examine whether the event leads to abnormal returns in the short term and whether the results are identical across regions. LÄS MER