Essays about: "linear regression modeling"

Showing result 1 - 5 of 63 essays containing the words linear regression modeling.

1. 1. Exploring the impact of economic and social factors on stock market performance

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Vincent Hallberg; [2023]
   Keywords : regression analysis; societal development; domestic stock market; bachelor thesis; applied mathematics; macroeconomic factors;

   Abstract : This study seeks to investigate the relationship between human development factors and domestic stock markets using a multiple linear regression model. Despite efforts to improve the model's explanatory power, the findings indicate that the model fails to confirm the research question. READ MORE

3. 2. Implementing SAE Techniques to Predict Global Spectacles Needs

   University essay from Högskolan Dalarna/Institutionen för information och teknik

   Author : Yuxue Zhang; [2023]
   Keywords : small area estimation; area-level model; empirical best linear unbiased prediction EBLUP ; generalized linear mixed models; Conditional Autoregressive; spatial correlation; spectacle needs; assistive products; auxiliary data; hglm; relative standard error; simulation;

   Abstract : This study delves into the application of Small Area Estimation (SAE) techniques to enhance the accuracy of predicting global needs for assistive spectacles. By leveraging the power of SAE, the research undertakes a comprehensive exploration, employing arange of predictive models including Linear Regression (LR), Empirical Best Linear Unbiased Prediction (EBLUP), hglm (from R package) with Conditional Autoregressive (CAR), and Generalized Linear Mixed Models (GLMM). READ MORE

4. 3. Portfolio Risk Modelling in Venture Debt

   University essay from KTH/Matematisk statistik

   Author : John Eriksson; Jacob Holmberg; [2023]
   Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

   Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

5. 4. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Vincent Ball; Thomas Pegoraro; [2023]
   Keywords : Energy Market; Energy Prices; Renewable Energy; Machine Learning; Business and Economics;

   Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE

6. 5. Modeling a Relationship between ESG Metrics and Financial Performance for Nordic Publicly-listed Companies

   University essay from KTH/Matematisk statistik

   Author : Cornelia Sparring; Topias Karlsson; [2023]
   Keywords : Sustainable finance; ESG variables; ESG score; Accounting-based financial performance; Market-based financial performance; Nordic Compass; Materiality; Hållbar finansiering; ESG variabler; ESG värde; Redovisningsbaserad finansiell prestation; Marknadsbaserad finansiell prestation; Nordic Compass; Materialitet;

   Abstract : This study aims to identify whether a relationship between ESG performance and financial performance exists for Nordic publicly-listed companies, by conducting a multiple linear regression analysis. Also, it will be observed which (if any) ESG variables are of relevance. READ MORE