Essays about: "short-term performance"

Showing result 16 - 20 of 450 essays containing the words short-term performance.

  1. 16. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Irina Zarankina; [2023]
    Keywords : ARMA; ARIMA; LSTM; time series; statistics;

    Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE

  3. 17. The Impact of Spin-offs on Shareholder Value : Evidence from the Swedish Market 1991-2022

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Moa Landing; Gustav Swedenborg; [2023]
    Keywords : Spin-offs; Corporate restructurings; Abnormal returns; Determinants of abnormal returns;

    Abstract : This thesis uses an event study methodology to investigate the short- and long-term effect on shareholder value from Lex ASEA-approved spin-offs' on the Swedish market between 1991-2022. The impact of spin-offs has been examined by estimating the effects on the parent firm, the spun-off entity, and a value-weighted pro-forma entity. READ MORE

  4. 18. Integrating web data miningand machine learningalgorithms to predict progression free survival and overall survival in multiple myeloma patients

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Yijie Zhou; [2023]
    Keywords : ;

    Abstract : Multiple myeloma patients have highly variable progression free survival and overall survivalranging from a few weeks to more than 5 years. Stratification of these patients can help toidentify high risk patients i-e patients with short-term progression free survival and overallsurvival. READ MORE

  5. 19. Improvement of Wind Power Forecasting and Prediction of Production Losses Caused by Ice Formation on Wind Turbine Blades : - A Machine Learning Approach

    University essay from Umeå universitet/Institutionen för fysik

    Author : Emelie Sjökvist; [2023]
    Keywords : ;

    Abstract : In the ongoing climate crisis, transitioning to renewable energy sources is essential to manage the increasing energy demand. One such renewable energy source is the weather-dependent energy source, wind power. Many wind farms are located in Cold Climate (CC) regions, known for their vast potential for wind power production. READ MORE

  6. 20. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE