Essays about: "Time Variance"

Showing result 1 - 5 of 407 essays containing the words Time Variance.

  1. 1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods

    University essay from Lunds universitet/Statistiska institutionen

    Author : Markus Gerholm; Johan Sörstadius; [2024]
    Keywords : Linear regression; high dimensional data; regularization; Bayesian methods; Mathematics and Statistics;

    Abstract : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. READ MORE

  3. 2. What are the odds of civil war? Investigating the relationship between quality of government, voter turnout, civil war, and the Democratic peace theory

    University essay from Göteborgs universitet/Institutionen för globala studier

    Author : Salome Nordberg; [2023-10-05]
    Keywords : Quality of government; civil war; voter turnout; democratic peace theory; logistic regression;

    Abstract : The aim of this thesis is to quantitatively investigate the relationship between the quality of government, voter turnout, and civil war. By doing a hypothesistesting analysis through logistic regression. READ MORE

  4. 3. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Kristoffer Holmgren; Måns Hurtigh; [2023-07-03]
    Keywords : Fama-French; ESG; Morningstar; Morningstar Globe Rating; funds; global equity funds; sustainability; excess return;

    Abstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE

  5. 4. The Valeriana officinalis aggregate in Sweden. A preliminary study.

    University essay from Göteborgs universitet / Institutionen för biologi och miljövetenskap

    Author : Daniel Bäck; [2023-06-30]
    Keywords : ;

    Abstract : Common valerian (Valeriana officinalis L.) is a species of flowering plants native to Europe, the roots of which have been used in folk medicine for centuries. But due to high diversity in morphology and chromosome numbers, different populations in V. READ MORE

  6. 5. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    University essay from

    Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE