Essays about: "David Holmer"
Found 2 essays containing the words David Holmer.
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1. Credit risk modelling and prediction: Logistic regression versus machine learning boosting algorithms
University essay from Uppsala universitet/Statistiska institutionenAbstract : The use of machine learning methods in credit risk modelling has been proven to yield good results in terms of increasing the accuracy of the risk score as- signed to customers. In this thesis, the aim is to examine the performance of the machine learning boosting algorithms XGBoost and CatBoost, with logis- tic regression as a benchmark model, in terms of assessing credit risk. READ MORE
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2. Macroeconomic variables and their impact on the Swedish stock market
University essay from Södertörns högskola/Institutionen för samhällsvetenskaperAbstract : The objective of this study is to investigate the impact of a few selected macroeconomic variables on the Swedish stock market index OMXS30. The study uses time series monthly data during the period 2000-2019. To investigate these relationships, the time series are transformed into stationary processes. READ MORE