Essays about: "Accuracy of Valuation Models"

Showing result 6 - 10 of 27 essays containing the words Accuracy of Valuation Models.

  1. 6. Adoption of Artificial Intelligence in Commercial Real Estate : Data Challenges, Transparency and Implications for Property Valuations

    University essay from KTH/Fastigheter och byggande

    Author : Didier Ineza Kayihura; [2021]
    Keywords : Artificial intelligence; commercial property; transparency and data for valuation; Artificiell intelligens; kommersiella fastigheter; transparens och värderingsdata;

    Abstract : Investment decision in the property market is closely connected to property valuation. Thus, accuracy of valuation results and deep analysis of the market is essential. Artificial Intelligence (AI) models have been successfully adopted in different fields and markets. READ MORE

  3. 7. Deep learning exotic derivatives

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Gunnlaugur Geirsson; [2021]
    Keywords : deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

    Abstract : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. READ MORE

  4. 8. Market valuation : Observed differences in valuation between small and large cap stocks, when Dividend Discount Model and Free Cash Flow to Equity is applied in the Swedish stock market.

    University essay from Jönköping University/IHH, Center for Finance and Governance (CFG)

    Author : Albin Blomberg; [2020]
    Keywords : Market valuation free cash flow to equity FCFE DDM dividend discount model accuracy;

    Abstract : Purpose:This thesis is examining two of the most common valuation methods put into practice on firms of different sizes in order to see if the market capitalization has any impact on said valuations. Relevance: Despite the widespread use of the intrinsic valuation methods both in academia and the professional world the amount of coverage concerning real life usage and analysis seems to be somewhat lacking. READ MORE

  5. 9. Private Equity Portfolio Management and Positive Alphas

    University essay from KTH/Matematisk statistik

    Author : Rikard Franksson; [2020]
    Keywords : Nordic private equity performance; private equity valuation; CAPM; portfolio optimization; multivariate linear regression; quadratic optimization; Nordiskt privatkapitals prestation; värdering av privatkapital; CAPM; portföljoptimering; multipel linjär regression; kvadratisk optimering;

    Abstract : This project aims to analyze Nordic companies active in the sector of Information and Communications Technology (ICT), and does this in two parts. Part I entails analyzing public companies to construct a valuation model aimed at predicting the enterprise value of private companies. READ MORE

  6. 10. Predicting House Prices on the Countryside using Boosted Decision Trees

    University essay from KTH/Matematisk statistik

    Author : War Revend; [2020]
    Keywords : Machine Learning; Predicting House Prices; Shrinkage Methods; Random Forest; Decision Tree; AdaBoost; Gradient Boosting; LightGBM; CatBoost; XGBoost; Maskininlärning; Förutseende av Huspriser; Krympningsmetoder; Random Forest; Beslutsträd; AdaBoost; Gradient Boosting; LightGBM; CatBoost; XGBoost;

    Abstract : This thesis intends to evaluate the feasibility of supervised learning models for predicting house prices on the countryside of South Sweden. It is essential for mortgage lenders to have accurate housing valuation algorithms and the current model offered by Booli is not accurate enough when evaluating residence prices on the countryside. READ MORE