Essays about: "David Holmer"

Found 2 essays containing the words David Holmer.

1. 1. Credit risk modelling and prediction: Logistic regression versus machine learning boosting algorithms

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Linnéa Machado; David Holmer; [2022]
   Keywords : Machine learning; Credit risk; Logistic regression; Decision trees;

   Abstract : The use of machine learning methods in credit risk modelling has been proven to yield good results in terms of increasing the accuracy of the risk score as- signed to customers. In this thesis, the aim is to examine the performance of the machine learning boosting algorithms XGBoost and CatBoost, with logis- tic regression as a benchmark model, in terms of assessing credit risk. READ MORE

3. 2. Macroeconomic variables and their impact on the Swedish stock market

   University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

   Author : Timur Cengiz; David Holmer; [2021]
   Keywords : Macroeconomics; Stocks; Macroeconomic variables; Stock market;

   Abstract : The objective of this study is to investigate the impact of a few selected macroeconomic variables on the Swedish stock market index OMXS30. The study uses time series monthly data during the period 2000-2019. To investigate these relationships, the time series are transformed into stationary processes. READ MORE