Essays about: "Sebastian Gierlowski Carling"

Found 2 essays containing the words Sebastian Gierlowski Carling.

1. 1. Using Machine Learning to Predict Aggregate Excess Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Jonsson; Sebastian Gierlowski Carling; [2021]
   Keywords : Equity premium; Machine learning; Non-linear models; Penalized linear models; Prediction;

   Abstract : In this paper we examine whether standard linear regression and machine learning tools can be used to predict the time series of total returns in excess of the risk-free rate on the S&P500 and FTSE100 indices. We have virtually no success in predicting monthly returns. However, we do have some success in predicting annual returns. READ MORE

3. 2. Contributing factors to apartment pricing in Stockholm Vasastan: : An analysis using multilinear regression

   University essay from KTH/Matematisk statistik

   Author : Sebastian Gierlowski Carling; Reza Dalfi; [2020]
   Keywords : Multilinear; regression; analysis; statistics; probability theory; condominiums; apartments; vasastan; stockholm; pricing; Multilinjär; regression; analys; statistik; sannolikhetsteori; lägenheter; bostadsrätter; vasastan; stockholm; värdering; prissättning;

   Abstract : This thesis uses multilinear regression analysis to identify the variables and the magnitude of the variables affecting the housing market in Vasastan, a district of Stockholm, Sweden. We then make an attempt to generalize the results to the entire Stockholm area, and reason around why certain factors may be important drivers of price. READ MORE