Essays about: "Two-Step Model"

Showing result 1 - 5 of 93 essays containing the words Two-Step Model.

  1. 1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anny Eklund; Markus Sallkvist; [2024]
    Keywords : Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

    Abstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE

  3. 2. The illiquidity exposure factor: An overlooked driver of mutual fund performance

    University essay from Göteborgs universitet/Graduate School

    Author : Jakob Häger; Tim Hansson; [2023-06-29]
    Keywords : Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

    Abstract : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. READ MORE

  4. 3. Evaluating Marketing Initiatives using Explainable Machine Learning : An Alternative to Attribution Models

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : João Ferreira; [2023]
    Keywords : Explainable Machine Learning; Attribution models; Marketing Automation; Search Engine Optimization; A B testing; Definierad maskininlärning; Attributionsmodeller; Automatisering av marknadsföring; Optimering av sökmotor; A B-tester;

    Abstract : Since its inception, Marketing has always needed more clearly defined incrementality, i.e., a measurement of advertisement effectiveness. Nowadays, Marketing is an evergrowing business; within it, Digital Marketing is taking the spotlight. READ MORE

  5. 4. Development of an Improved Demand Planning Process - A Case Study at KåKå

    University essay from Lunds universitet/Teknisk logistik

    Author : Emma Hall; Clara Kronberg; [2023]
    Keywords : Sales Operations Planning; Demand Planning; Forecasting; Product Categorization; Non-manufacturing; Bakery Industry; Technology and Engineering;

    Abstract : Background: Operations planning and control has undergone an extensive shift from an individual company focus to a complete supply chain focus which has required a new common approach for supply chain planning and control to evolve. Increasing competition and globalization has created complexity in supply chain planning and integration since it requires a new cross-functional approach. READ MORE

  6. 5. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Adriano Mundo; [2023]
    Keywords : Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

    Abstract : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. READ MORE