Sökning: "predictive models"

Visar resultat 1 - 5 av 268 uppsatser innehållade orden predictive models.

  1. 1. Accuracy of Analysts' Earnings Estimates

    Kandidat-uppsats,

    Författare :Joakim Nilsson; Philip Svensson; [2019-07-05]
    Nyckelord :Financial Forecasting; Analyst Accuracy; Consensus Estimates;

    Sammanfattning : This thesis investigates consensus and individual analyst firm accuracy in forecasts of earnings per share (EPS) for U.S. stocks in 2009–2018. Moreover, we investigate if the analysts’ forecasting predictiveness is affected by the size of the company which is observed. LÄS MER

  2. 2. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Andreas Carlsson; Erik Hulth; [2019-02-20]
    Nyckelord :Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    Sammanfattning : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. LÄS MER

  3. 3. THE MAGIC FORMULA - EN UTVÄRDERING AV EN FUNDAMENTAL INVESTERINGSSTRATEGI PÅ DEN SVENSKA AKTIEMARKNADEN

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Gustav Hauri; Johannes Sköld; [2019-02-18]
    Nyckelord :Effecient Market Hypothesis; Fundamental analysis; Investments strategies; Magic Formula; Value investing;

    Sammanfattning : This thesis examines the predictive powers of the basic stock picking model, The Magic Formula (MF), as well as the modified version of the model, The Free-Cash-Flow augmented Magic Formula (MF-CF) as suggested by Davydov, Tikkanen and Äijö (2016). By using a sample of the firms listed in the Stockholm Stock Exchange during 2008-2018, our results indicate that both models predict high risk, but only the MF provide higher returns. LÄS MER

  4. 4. Evaluation of Model-Based Design Using Rapid Control Prototyping on Forklifts

    Master-uppsats, Linköpings universitet/Reglerteknik; Linköpings universitet/Reglerteknik

    Författare :Lovisa Jansson; Amanda Nilsson; [2019]
    Nyckelord :Rapid Control Prototyping; Model-Based Design; Forklift; Automatic control; Speedgoat; Model Predictive Control; MPC; P Controller; Models; Simulink; Matlab; Minimum Jerk Trajectory;

    Sammanfattning : The purpose of this thesis is to evaluate Rapid Control Prototyping which is apart of the Model-Based Design concept that makes it possible to convenientlytest prototype control algorithms directly on the real system. The evaluation ishere done by designing two different controllers, a gain-scheduled P controllerand a linear Model Predictive Controller (mpc), for the lowering of the forks of aforklift. LÄS MER

  5. 5. Geographically Weighted Regression as a Predictive Tool for Station-Level Ridership : The Case of Stockholm

    Master-uppsats, KTH/Transportplanering

    Författare :Karim Ounsi; [2019]
    Nyckelord :;

    Sammanfattning : This thesis studies a new regression method, Geographically Weighted Regression (GWR)to predict ridership at the station level for future stations. The case study of Stockholm’s blue lineis used as new stations will be built by 2030. This paper is written in English. LÄS MER