Essays about: "Time series forecasting"

Showing result 1 - 5 of 232 essays containing the words Time series forecasting.

  1. 1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

    University essay from KTH/Matematik (Avd.)

    Author : Alexandra Benckert; My Loft; [2023]
    Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

    Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

  3. 2. Processing, Modeling, and Forecasting: A Time Series Analysis of Sick Leave Absences in Sweden and Evaluating the Impact of Macro Factors

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Lindell; Casper Schwerin; [2023]
    Keywords : AI; Machine Learning; Time series analysis; Modeling; Sick absence; Forecasting; Macro factors; Stochastic processes; Technology and Engineering; Mathematics and Statistics;

    Abstract : Sick absence affects companies both operationally and economically and the matter has become increasingly prominent following the COVID-19 pandemic. MedHelp Care is an e-health company working towards increasing workplace wellness by offering insights into absence and rehabilitation matters. READ MORE

  4. 3. Development of a Forecasting Model for Original Equipment Manufacturer (OEM) Components - A Design Science Study at Tetra Pak

    University essay from Lunds universitet/Teknisk logistik

    Author : Faruk Kodzaga; Giacomo Daniele; [2022]
    Keywords : Forecasting Model; OEM; Opportunity Pipeline; Forecasting Accuracy; Technology and Engineering;

    Abstract : Title: Development of a Forecasting Model for Original Equipment Manufacturer (OEM) Components. A Design Science Study at Tetra Pak. READ MORE

  5. 4. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Kasra Shariati; [2022]
    Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

    Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

  6. 5. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Karl Tingstedt; [2022]
    Keywords : SV; ARCH; GARCH; TARCH; EGARCH; HARRV; IV; RV; Integrated Volatility; TINA;

    Abstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE