Essays about: "Nils Dominguez Berndtsson"
Found 4 essays containing the words Nils Dominguez Berndtsson.
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1. Time series prediction of web traffic data
University essay from Lunds universitet/Statistiska institutionenAbstract : In this thesis we predict web traffic intensity levels for 7 customers of a cybersecurity company. The models we predict with are a SARIMA model and a Temporal convolutional network. The quality of the predictions vary a lot between the different customers. The predictions improve when performed on data that is logged, demeaned and differenced. READ MORE
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2. Crime Prediction in Swedish Municipalities with machine learning algorithms
University essay from Lunds universitet/Statistiska institutionenAbstract : In this thesis we use a number of common machine learning algorithms to predict crime rates in Swedish municipalities. As predictors we use a mix of municipal socioeconomic variables. For some years we are able to correctly classify up to 85% of the municipalities that have a high crime rate. READ MORE
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3. The returns of Hedge Funds- A comparative study of performance
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this thesis we test the performance of hedge funds against several fund specific variables, mainly fund size. As a measure of the hedge funds performance we employ both excess and risk-adjusted returns. The first part the thesis employs unbalanced panel regressions where hedge funds excess returns are run on several fund specific variables. READ MORE
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4. The Search Continues -Problems of finding a consistent performance measure for Hedge Funds
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The question of whether the choice of performance measure (PM) matters when evaluating Hedge funds has for a long time been subject to debate . This study explores the same question with a sample of individual monthly data from 669 Hedge Funds over a 10 year period. READ MORE
