Essays about: "Filip Franzén"

Found 4 essays containing the words Filip Franzén.

  1. 1. Risk Evaluation in a ML-Approximated Portfolio Environment

    University essay from KTH/Matematik (Avd.)

    Author : Filip Franzén; Karl Axel Nord; [2022]
    Keywords : Financial risk management; forecasting; machine learning; FMCG; Finansiell riskhantering; prognostisering; maskininlärning; konsumtionsvaror;

    Abstract : This thesis explores and evaluates the forecasting application of the machine learning method Gradient Boosting Decision Trees. This method is used to forecast the demand of the online grocery market with a 7-day time horizon. The thesis was conducted in collaboration with the online grocery company Mathem. READ MORE

  3. 2. What makes a successful Unicorn IPO?

    University essay from KTH/Matematisk statistik

    Author : Karl Axel Nord; Filip Franzén; [2020]
    Keywords : Regression analysis; unicorn company; IPO; Regressionsanalys; unicorn företag; IPO;

    Abstract : Amongst the great numbers of companies being listed on the stock exchange, one type of company stands out from the rest. Known as Unicorns, these companies are valued at $1 billion or more before they are even acquired or listed on the stock market. READ MORE

  4. 3. ESG Portfolios and Stock Returns: An analysis of ESGs effect on financial performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Franzén; [2019]
    Keywords : ESG; Fama-French Five-Factor model; HML Portfolio; S P 500; Financial Crisis; Business and Economics;

    Abstract : In recent years sustainable investment has increased enormously, and firms that are considered to have high social responsibility has gained interest from investors. However, if these firms have higher financial performance or not is still unclear, and researchers still have split opinions on the relationship. READ MORE

  5. 4. Chinese Import Share and reallocation effect on employment and productivity within the Swedish manufacturing industry

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Franzén; [2018]
    Keywords : Chinese Import Share; Productivity; Reallocation; Employment; Autoregressive Distributed Lag.; Business and Economics;

    Abstract : As China has become the top exporter in the world, new trade models move forward in explaining the interactions in world trade. Researchers advocate an increase in productivity and decreased survivability for low productive firms as China enters the market for domestic firms. READ MORE