Essays about: "Magnus Nordlinder"

Found 2 essays containing the words Magnus Nordlinder.

1. 1. Clustering of Financial Account Time Series Using Self Organizing Maps

   University essay from KTH/Matematisk statistik

   Author : Magnus Nordlinder; [2021]
   Keywords : Kohonen; financial accounts; self organizing maps; clustring; time series; Kohonen; finansiella konton; klustring; tidsserier;

   Abstract : This thesis aims to cluster financial account time series by extracting global features from the time series and by using two different dimensionality reduction methods, Kohonen Self Organizing Maps and principal component analysis, to cluster the set of the time series by using K-means. The results are then used to further cluster a set of financial services provided by a financial institution, to determine if it is possible to find a set of services which coincide with the time series clusters. READ MORE

3. 2. Factor Analysis of a Low Market Beta Portfolio in the Nordics

   University essay from KTH/Matematisk statistik

   Author : Arvid Orback; Magnus Nordlinder; [2019]
   Keywords : ;

   Abstract : The return of publicly traded assets has been studied by both academia and commercial institutions, using models with different sets of factors. Building on the work of previous results in this field, such as the CAPM-model, the three-factor model by Fama and French, and the four-factor model by Carhart, this thesis studies the return of a low market beta portfolio in the Nordic stock market. READ MORE