Essays about: "Macroeconomics"

Showing result 26 - 30 of 67 essays containing the word Macroeconomics.

  1. 26. Can We Predict Business Cycles With Natural Language Processing?

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Albert Flak; [2020]
    Keywords : Business Cycles; Economic Narratives; Natural Language Processing NLP ; Latent Dirichlet Allocation LDA ; Word Embeddings;

    Abstract : For centuries, many economists have attempted to solve the puzzle of business cycles; what explains them, and is it possible to predict them? The great amount of electronically available textual data, together with the recent advancements in unsupervised natural language processing are bound to offer new ways of analysing these perennial questions. Inspired with the emergence of narrative economics as a new field of economic analysis, I propose a novel research design to computationally extract business cycle sentiment from textual data on economic expectations. READ MORE

  3. 27. Generative Adversarial Networks and Natural Language Processing for Macroeconomic Forecasting

    University essay from KTH/Matematisk statistik

    Author : David Evholt; Oscar Larsson; [2020]
    Keywords : Machine learning; natural language processing; generative adversarial nets; GAN; LSTM; CNN; macroeconomics; S P500; unemployment; forecasting; Machine learning; natural language processing; generative adversarial nets; GAN; LSTM; CNN; macroeconomics; S P500; unemployment; forecasting;

    Abstract : Macroeconomic forecasting is a classic problem, today most often modeled using time series analysis. Few attempts have been made using machine learning methods, and even fewer incorporating unconventional data, such as that from social media. In this thesis, a Generative Adversarial Network (GAN) is used to predict U.S. READ MORE

  4. 28. Inference and Prediction of Cryptocurrency Market Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emilia Felicidad Alarcon Valdez; [2020]
    Keywords : Cryptocurrency Market; Machine Learning; Prediction; Inference; Determinants; Business and Economics;

    Abstract : The potential for making profits investing in cryptocurrencies, the hedging benefits and the role in global economy, make it relevant to study the determinants of cryptocurrencies and to analyze different returns prediction models. Previous studies have focused one or some cryptocurrencies, this study analyzes the cryptocurrency market as a whole and finds the determinants of the cryptocurrency market and a returns prediction model using a machine learning approach. READ MORE

  5. 29. Analysis of Macroeconomic Variables Affecting International Tourism Consumption in Sweden

    University essay from KTH/Matematisk statistik

    Author : Jun Ho Lee; Noel Mattar; [2019]
    Keywords : Multiple Linear Regression; Tourism; Macroeconomics; Sweden; Multipel Linjär Regression; Turism. Makroekonomi; Sverige;

    Abstract : There is an evident trend of growing tourism in the world. Tourism in Sweden is gaining more economic and social attention. The main purpose of this thesis is to discover what macroeconomic variables contribute to the annual international tourism income in Sweden. READ MORE

  6. 30. A Return Maximizing Strategy in Market Rebounds for Swedish Equity Funds

    University essay from KTH/Matematisk statistik

    Author : Carl Sävendahl; Erik Flodmark; [2019]
    Keywords : Applied Mathematics; Multiple Linear Regression; Swedish Equity Funds; Macroeconomics; Market Rebound; Fund Performance; Stocks; Tillämpad Matematik; Multipel Linjär Regression; Svenska Aktiefonder; Makroekonomi; Market Rebound; Fondavkastning; Aktier;

    Abstract : The growing interest in savings on the financial markets implicates that the competition is expanding and managers of Swedish equity funds need to create shareholder value, independent of the macroeconomic situation. The Swedish financial market experienced a rapid rebound during the first quarter of 2019, following the plunge in the preceding quarter. READ MORE