Essays about: "Nationalekonomi"

Showing result 1 - 5 of 2187 essays containing the word Nationalekonomi.

  1. 1. Modelling rare events using non-parametric machine learning classiers - Under what circumstances are support vector machines preferable to conventional parametric classiers?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Lukas Ma; [2021-04-06]
    Keywords : ;

    Abstract : Rare event modelling is an important topic in quantitative social science research. However, despite the fact that traditional classiers based upon general linear models (GLM) might lead to biased results, little attention in the social science community is devoted to methodological studies aimed at alleviating such bias, even fewer of them have considered the use of machine learning methods to tackle analytical problems imposed by rare events. READ MORE

  2. 2. ESG rating, a booster of stock performance during the Covid-19 pandemic in Sweden?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Lovis Björkil; Malvina Martinsson; [2021-02-26]
    Keywords : ESG; Sustainability; Stock Return; Panel Data; OMXSPI;

    Abstract : The purpose of this study is to analyze if ESG rating of sustainability have an influence on the stock return of Swedish firms during the Covid-19 pandemic. The aim is to contribute to the research field by conducting a study on the Swedish market, where sustainability aspects are known to be of great influence. READ MORE

  3. 3. Performance Evaluation of Swedish and German Actively Managed Mutual Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Robin Cederdahl; Simon Olofsson; [2021-02-18]
    Keywords : ;

    Abstract : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. READ MORE

  4. 4. The effect of rising interest rates on Swedish condominium prices.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Emil Bengtsson; Simon Påhlman; [2021-02-10]
    Keywords : Condominium prices; mortgage rate; interest rate; inflation; unemployment; GDP; equity wipe out; confidence; Animal spirit; VECM; Sweden; rising interest rate;

    Abstract : This study examines the effects of rising interest rates on condominium prices in Sweden using the Vector Error Correction Model (VECM). There have been several studies across the globe that have examined the relationship between house prices and interest rates, while the condominium segment has not been greatly covered. READ MORE

  5. 5. Option Modelling by Deep Learning

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Niclas Klausson; Victor Tisell; [2021-02-10]
    Keywords : Deep learning; deep hedging; generative adversial networks; arbitrage pricing;

    Abstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE