Essays about: "Jesper Welander"
Found 4 essays containing the words Jesper Welander.
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1. Doing a Gucci
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : .... READ MORE
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2. Forecasting foreign exchange rates with large regularised factor models
University essay from KTH/Matematisk statistikAbstract : Vector autoregressive (VAR) models for time series analysis of high-dimensional data tend to suffer from overparametrisation as the number of parameters in a VAR model grows quadratically with the number of included predictors. In these cases, lower-dimensional structural assumptions are commonly imposed through factor models or regularisation. READ MORE
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3. Tick sizes and stock market volatility: A regression discontinuity approach
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Increasing the tick size has been suggested as a countermeasure to high volatility on stock markets caused by growing high-frequency trading. To identify the potential effects of such an increase, we isolate the effect of the tick size change on volatility through a regression discontinuity design (RDD), utilizing the sharp increase in the tick size at 100 SEK where the tick size changes from 0. READ MORE
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4. Analyses of Metabolic Dynamics in Saccharomyces cerevisiae
University essay from KTH/Optimeringslära och systemteoriAbstract : This thesis conducts a study on the stability of steady states in the glycolysis of in silico models of Saccharomyces cerevisiae. Such un- controlled models could reach unstable steady states that are unlikely to occur in vivo. Little work has previously been done to examine stability of such models. READ MORE
