Essays about: "IRLS"

Found 2 essays containing the word IRLS.

  1. 1. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

    University essay from Göteborgs universitet/Graduate School

    Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
    Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

    Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

  3. 2. Subsampling Strategies for Bayesian Variable Selection and Model Averaging in GLM and BGNLM

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Jon Lachmann; [2021]
    Keywords : Bayesian model averaging; subsampling; GLM; BGNLM; IRLS; Optimisation;

    Abstract : Bayesian Generalized Nonlinear Models (BGNLM) offer a flexible alternative to GLM while still providing better interpretability than machine learning techniques such as neural networks. In BGNLM, the methods of Bayesian Variable Selection and Model Averaging are applied in an extended GLM setting. READ MORE