Essays about: "consensus Forecasts"

Showing result 1 - 5 of 12 essays containing the words consensus Forecasts.

1. 1. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tomoya Narita; Povilas Stankevicius; [2023]
   Keywords : Machine Learning; XGBoost; Relative Valuation; Convergence Trade;

   Abstract : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. READ MORE

3. 2. How Differences in Forecasted and Actual Values of Macroeconomic Indicators Influences the Stock Market.

   University essay from

   Author : Jacob Hasselmark; Filip Sköld; [2022-07-01]
   Keywords : Macroeconomic variables; Macroeconomic news; S P 500; Survey forecasts;

   Abstract : The objective of this thesis is to analyse if macroeconomic announcements have a significant influence on the stock prices on the S&P 500 index. It is investigated by various correlation tests, descriptive statistics tables and multiple OLS-regressions containing variables about economic activity, inflation and unemployment rates. READ MORE

4. 3. Exploring Demand Forecasting Strategy in Young Fast-Growing Companies : A Case Study of Nudient

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

   Author : Marcus Andersson; [2022]
   Keywords : Demand forecasting; methods; strategy; quantitative forecasts; qualitative forecasts; Efterfrågeprognoser; metoder; strategier; kvantitativa prognoser; kvalitativa prognoser;

   Abstract : The purpose of this study is to provide the case company Nudient with a recommendation of what demand forecasting methods and strategies they should use. To be able to make a tailored recommendation, a literature study is conducted to explore what demand forecasting methods are commonly used on applications similar to the case being studied. READ MORE

5. 4. DOES IT PAY TO BE ESG? : An empirical analysis of sustainability in the Nordic countries from a risk and valuation perspective

   University essay from Umeå universitet/Företagsekonomi

   Author : Corentin Arnou; Marcus Hammarstedt; [2021]
   Keywords : ESG; Cost of equity; Sustainable finance; Price-to-earnings ratio; Price-to-book ratio; Enterprise value to earnings before interest and taxes ratio; Covid-19; Shareholder’s theory; Stakeholder’s theory; Information asymmetry;

   Abstract : In the field of sustainable finance, Environmental-, Social- and Governance-ratings (ESG) have become an acknowledged measurement of a firm's sustainability performance. The increased awareness of sustainability issues in today's society is undeniable. READ MORE

6. 5. Natural gas storage level forecasting using temperature data

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Daniel Sundin; [2020]
   Keywords : Natural gas storage forecasting; Natural gas storage; Natural gas; Storage forecasting; Forecasting; Futures; Futures forecasting; Natural gas futures forecasting; Least squares regression; Regression; Machine learning; Exponential Weighted Moving Average; Moving Average; EWMA; MA; Seasonality; Commodity futures; Optimisation; Inverse problems; Consumption forecasting; Production Forecasting; Residential; Commercial; Industrial; Electric power; NOAA; EIA; Pipelines; Polynomial; Weather stations;

   Abstract : Even though the theory of storage is historically a popular view to explain commodity futures prices, many authors focus on the oil price link. Past studies have shown an increased futures price volatility on Mondays and days when natural gas storage levels are released, which could both implicate that storage levels and temperature data are incorporated in the prices. READ MORE