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Visar resultat 1 - 5 av 13 uppsatser som matchar ovanstående sökkriterier.

1. 1. Probability of Default Machine Learning Modeling : A Stress Testing Evaluation

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Tobias Andersson; Mattias Mentes; [2023]
   Nyckelord :Probability of Default; Machine Learning; Stress Testing; Logistic Regression; Decision Tree; Random Forest; Artificial Neural Network;

   Sammanfattning : This thesis aims to assist in the development of machine learning models tailored for stress testing. The main objective is to create models that can predict loan defaults while considering the impact of macroeconomic stress. LÄS MER

3. 2. Influential Factors in determining Electric Vehicle Charging Sales in kWh

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Isabelle Bergentoft; Eloïse Friberg; [2023]
   Nyckelord :Electric vehicle charging; Consumer behavior; Electric vehicle market; Multiple regression analysis; Macroeconomics; Volume of sales in kWh; Laddning av elfordon; Konsumentbeteende; Marknad för elfordon; Multipel regressionsanalys; Makroekonomi; Försäljningsvolym i kWh;

   Sammanfattning : This study investigates the underlying factors driving OKQ8’s electric vehicle charging sales in kWh and aims to understand their customers better by identifying the factors that impact sales in the electric vehicle charging market. The study focuses on transactions from 17 OKQ8 stations in Sweden and Denmark, from July 1st, 2022, to February 28th, 2023, categorized into five distinct subgroups based on similar attributes. LÄS MER

4. 3. Assessing Macroeconomic factors' influence on the Swedish real estate company stock market - A multiple linear regression analysis

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Axel Löfman; Kay Jia; [2022]
   Nyckelord :multiple linear regression; regression analysis; applied mathematics; real estate; real estate stocks; economics; macroeconomics; multicollinearity; Durbin Watson; Cochrane Orcutt; multipel linjär regression; regressionsanalys; tillämpad matematik; fastighet; fastighetsaktier; fastighetsbolag; ekonomi; makroekonomi; multikollinearitet; Durbin Watson; Cochrane Orcutt;

   Sammanfattning : Investing in public real estate stocks can diversify a stock portfolio due to the nature of these companies. The industry is generally less sensitive to economic downturns and spikes in inflation are offset by increased real estate property and rent prices. LÄS MER

5. 4. FACTORS DRIVING RESIDENTIAL PRICES IN BOSTON IN THE 1980’S.

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Sebastian Sebastian Malmgren; Martin Hammaréus; [2022]
   Nyckelord :;

   Sammanfattning : This thesis report analyzes how different variables affected housing pricing in Boston in the 1980s. The goal was to form a deeper understanding of what could affect pricing for properties, both now and then. The method for analyzing this is a multiple linear regression analysis. LÄS MER

7. 5. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Henrik Saxton; [2022]
   Nyckelord :Real estate economics; macroeconomy; capitalization rate determinants; foreign investments; unconventional monetary policy; econometrics; dynamic ordinary least squares DOLS regression analysis; Fastighetsekonomi; makroekonomi; bestämningsfaktorer för direktavkastningskrav; utländska investeringar; okonventionell penningpolitik; dynamisk vanliga minstakvadratmetoden DOLS regressionsanalys;

   Sammanfattning : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. LÄS MER