Essays about: "Erik Hallberg"
Found 3 essays containing the words Erik Hallberg.
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1. Agency of others : The intentional binding paradigm in observed actions
University essay from Högskolan i Skövde/Institutionen för biovetenskapAbstract : Sense of agency (SoA) is defined as the subjective experience of being in control of our own actions. This attribution of control underpins all human action and is a vital aspect of the experience of being human. READ MORE
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2. PC Regression, Vector Autoregression, and Recurrent Neural Networks: How do they compare when predicting stock index returns for building efficient portfolios?
University essay from KTH/Optimeringslära och systemteoriAbstract : This thesis examines the statistical and economic performance of modeling and predicting equity index returns by application of various statistical models on a set of macroeconomic and financial variables. By combining linear principal component regression, vector autoregressive models, and LSTM neural networks, the authors find that while a majority of the models display high statistical significance, virtually none of them successfully outperform classic portfolio theory on efficient markets in terms of risk-adjusted returns. READ MORE
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3. Modelling management fees of mutual funds using multiple linearregression
University essay from KTH/Matematisk statistikAbstract : This paper seeks to investigate whether management fees, set by mutual funds, rely on a set of explanatory variables. The study includes equity, bond, and money market funds, all investing in securities registered in Sweden. READ MORE