Essays about: "Måns Hjort"

Found 1 essay containing the words Måns Hjort.

  1. 1. Forecasting Stock Prices Using an Auto Regressive Exogenous model

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Måns Hjort; Lukas Andersson; [2023]
    Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

    Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE