Essays about: "Olle Ribberheim"

Found 2 essays containing the words Olle Ribberheim.

1. 1. Should You Trust Reddit with Your Money? A Machine Learning Approach to Estimating Stock Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Loise Hedberg; Olle Ribberheim; [2021]
   Keywords : Empirical asset pricing; Machine learning; Social Media; Market efficiency; Stock returns;

   Abstract : We replicate the results of Empirical Asset Pricing via Machine Learning by Gu, Kelly, and Xiu (2020), and make an extension by using a daily interval instead of a monthly. Furthermore, we make an extension of the topic by generating data from wallstreetbets, in order to investigate whether there is explanatory value of the subreddit to predict stock returns. READ MORE

3. 2. Carbon Intensity Estimation of Publicly Traded Companies

   University essay from KTH/Matematik (Avd.)

   Author : Olle Ribberheim; [2021]
   Keywords : Master thesis; financial mathematics; ESG; carbon intensity; carbon emissions; statistical analysis; regression; machine learning; neural networks; boosted decision tree; Masteruppsats; finansiell matematik; ESG; koldioxidintensitet; koldioxidutsläpp; statistik analys; regression; maskininlärning; neurala nätverk; boosted decision tree;

   Abstract : The purpose of this master thesis is to develop a model to estimate the carbon intensity, i.e the carbon emission relative to economic activity, of publicly traded companies which do not report their carbon emissions. READ MORE