Essays about: "Quantitative Forecast"

Showing result 21 - 25 of 64 essays containing the words Quantitative Forecast.

  1. 21. Forecasting Call Option prices : A Quantitative Study in Financial Economics

    University essay from Umeå universitet/Nationalekonomi

    Author : Roger Lundmark; [2020]
    Keywords : ;

    Abstract : It is not uncommon that the theoretical price of a model is different from the market price due to various disturbances. The purpose of this study was to analyze how well the original Black-Scholes-Merton model performs accurate forecasts of the option price, where the underlying asset was the NIFTY50 stock index. READ MORE

  3. 22. Intelligent hydropower : Making hydropower more efficient by utilizing machine learning for inflow forecasting

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Jakob Claesson; Sam Molavi; [2020]
    Keywords : machine learning; inflow forecasting; hydropower; HBV model; maskininlärning; tillrinningsprognostisering; vattenkraft; HBV-modell;

    Abstract : Inflow forecasting is important when planning the use of water in a hydropower plant. The process of making forecasts is characterized by using knowledge from previous events and occurrences to make predictions about the future. Traditionally, inflow is predicted using hydrological models. READ MORE

  4. 23. Forecasting food waste: The case of a Swedish grocery company - A quantitative & exploratory study of how to forecast food waste for a Swedish retailer

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Author : Joel Ridderstråle; William Lundström; [2020]
    Keywords : Foodwaste; Forecast; Retail; Retail Forecasting; Regression;

    Abstract : In the retail stage of a food supply chain, the occurrence of food waste is often caused by inaccurate forecasting of sales, which leads to incorrect ordering of products. Previous literature has suggested using more accurate demand forecasts on the sales data in order to combat the problem. READ MORE

  5. 24. Agricultural vulnerability to changing rainfall patterns: Assessing the role of smallholder farmers’ perceptions and access to weather forecast information in adaptation-decision making : case study of the North-Western provinces, Rwanda

    University essay from SLU/Dept. of Urban and Rural Development

    Author : Didier Muyiramye; [2020]
    Keywords : vulnerability; perception; weather forecast information; changing rainfall patterns; heavy rainfalls; floods; smallholder farmers; adaptation;

    Abstract : Adverse weather is currently among the crucial challenges facing agricultural development in sub-Saharan Africa. With climate change and variability increasing, rainy seasons are becoming more and more unpredictable. Heavy rainfalls and severe flooding have increased, affecting smallholder farming and rural livelihoods considerably. READ MORE

  6. 25. Backtesting of simulated method for Counterparty Credit Risk

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Love Lundström; Oscar Öhman; [2020]
    Keywords : Counterparty Credit Risk; Risk Factor; Monte Carlo Simulation; Quantitative Backtesting; Statistical Backtesting; OTC Derivative;

    Abstract : After the financial crisis of 2008 regulators found that the derivative market, where financial institutions traded OTC derivatives with each other, played a significantrole in triggering the crisis. This led to the emergence of Counterparty Credit Risk(CCR) which is used to measure the exposure banks have to their counterparties. READ MORE