Essays about: "equilibrium models"

Showing result 1 - 5 of 117 essays containing the words equilibrium models.

1. 1. Variational AutoEncoders and Differential Privacy : balancing data synthesis and privacy constraints

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Baptiste Bremond; [2024]
   Keywords : TVAE; Differential privacy; Tabular data; Synthetic data; DP-SGD; TVAE; differentiell integritet; tabelldata; syntetiska data; DP-SGD;

   Abstract : This thesis investigates the effectiveness of Tabular Variational Auto Encoders (TVAEs) in generating high-quality synthetic tabular data and assesses their compliance with differential privacy principles. The study shows that while TVAEs are better than VAEs at generating synthetic data that faithfully reproduces the distribution of real data as measured by the Synthetic Data Vault (SDV) metrics, the latter does not guarantee that the synthetic data is up to the task in practical industrial applications. READ MORE

3. 2. Demographic equilibrium modelling of single tree selection stands in Siljansfors : judging the sustainability of single tree selection systems in Sweden

   University essay from SLU/Dept. of Forest Ecology and Management

   Author : Ludwig Olofsson; [2023]
   Keywords : CCF; continuous cover forestry; single tree selection; equilibrium models; forestry;

   Abstract : Lately debates have occurred questioning the rotation system, which is the most used silvicultural system in Sweden. Continuous cover forestry (CCF) has therefore been suggested as an alternative management method, due to its environmental benefits such as increased biodiversity and higher resilience against extreme weather which is important with the current climate change. READ MORE

4. 3. Flight to climate: liquidity commonality in brown equities

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Haiping Yu; [2023]
   Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

   Abstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE

5. 4. Nobody Takes It All: Analysis of dynamic propagation of knowledge in a social network

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Filippo Allegri; Urja Jain; [2023]
   Keywords : Knoweldge; Network; Game Theory; Machine Learning;

   Abstract : In this paper, we analyse how knowledge is shared in a social network, with the purpose of defining recurring patterns and equilibria. We develop a formal model, the Know-It-All game, based on the PageRank algorithm and other related game theoretical models, such as the Buck-holding game. READ MORE

6. 5. Fractional Cointegration and Price Discovery in FX Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Johan Faxner; [2023]
   Keywords : exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

   Abstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE