Sökning: "tidsserieanalys"

Visar resultat 1 - 5 av 66 uppsatser innehållade ordet tidsserieanalys.

  1. 1. Modeling of non-maturing deposits

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Fredrik Stavrén; Nikita Domin; [2019]
    Nyckelord :Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Sammanfattning : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. LÄS MER

  2. 2. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sina Mozayyan Esfahani; [2019]
    Nyckelord :Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Sammanfattning : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. LÄS MER

  3. 3. Tidsserieanalys av aktiv norovirus-infektion med RT-qPCR

    Kandidat-uppsats, Högskolan Kristianstad/Fakulteten för naturvetenskap

    Författare :Henrik Dahlin; [2019]
    Nyckelord :RT-qPCR; SYBR Green; Norovirus; MNV; One-Step Growth Analysis; Winter vomiting disease; RT-qPCR; SYBR Green; Norovirus; MNV; One-Step Growth Analysis; Vinterkräksjukan;

    Sammanfattning : Norovirus som orsakar vinterkräksjukan är en av de vanligaste vintersjukdomarna i Sverige. Sjukdomstiden varar generellt i en till tre dagar med symptomen kräkning och/eller diarré. Till den totala sjukdomsbilden världen över gällande akut gastroenterit, bidrar norovirus med 18 %. LÄS MER

  4. 4. The Relationship Between House Prices and Stock Prices : An Empirical Analysis of the Swedish Market

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

    Författare :Helin Aydogan; Sofia Gatjetjiladze; [2019]
    Nyckelord :;

    Sammanfattning : It is of continual topicality to understand the interaction between the stock market and the house market as they are central parts of the economy and important resources and investment alternatives for both households and firms. Hence, these two markets can be crucial for consumers and investors and consequently economic growth. LÄS MER

  5. 5. Informationskampanjen Aktiv mot brand – har den fungerat?

    Kandidat-uppsats, Lunds universitet/Avdelningen för Brandteknik

    Författare :Lotta Alm; [2019]
    Nyckelord :Aktiv mot brand; bostadsbränder; brandvarnare; brandskyddsutrustning; utvärdering; programteori; tidsserieanalys; Difference-in-difference; orsakssamband; Technology and Engineering;

    Sammanfattning : Fire kills approximately 100 people each year in Sweden, mainly in residential fires, and groups with increased risk of dying or get severely injured in residential fires are elderly, physically challenged and people with alcohol abuse. The aim of this thesis is to investigate whether and how the broadly spread information campaign Active against Fire has had an impact on the number of rescue operations towards residential fires and fatal residential fires in Sweden. LÄS MER