Essays about: "ARIMA Modeling"

Showing result 1 - 5 of 16 essays containing the words ARIMA Modeling.

  1. 1. 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

  3. 2. Demand Forecasting using Machine Learning Methods: An Empirical Study on Walmart Retail Sales Forecast

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Yongjai Lee; [2023]
    Keywords : Demand forecasting; machine learning; time series; LSTM; ARIMA;

    Abstract : Economists put considerable effort and research into demand estimation, modeling consumer be- havior uncovering causal relationships between product attributes, consumer preferences, prices, and demand. However, demand forecasting is less explored in the economics literature. READ MORE

  4. 3. Forecasting Inventory Quantities : Time Series Models for Visualizing Fluctuations within Outbound Logistics

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Johan Lagerström; Lisa Sundström; [2022]
    Keywords : Outbound Logistics; Forecasting; Fluctuations; Time Series Analysis; Inventory space; 3PL;

    Abstract : Forecasting demand is one of the processes which greatly influences the decision making within a company, and it is also one of the greatest sources of uncertainty. Inaccurate forecasts force companies to find ways to compensate for the uncertainty, often by building inventories. READ MORE

  5. 4. Stock Price Prediction Using Machine Learning

    University essay from Södertörns högskola/Nationalekonomi

    Author : Yixin Guo; [2022]
    Keywords : Machine Learning; Stock Price; Time Series Data; Deep Learning;

    Abstract : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. READ MORE

  6. 5. Phase-Out Demand Forecasting : Predictive modeling on forecasting product life cycle

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

    Author : Shadman Ahmed; [2020]
    Keywords : ;

    Abstract : The phase-out stage in a product life cycle can face unpredictable demand. Accurate forecast of the phase-out demand can help supply chain managers to control the number of obsolete inventories. Consequently, having a positive effect in terms of resources and lower scrap costs. READ MORE