Essays about: "ekonometri"

Showing result 1 - 5 of 380 essays containing the word ekonometri.

  1. 1. Mining booms impact on local labor markets in Norrbotten county, Sweden

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle; Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Author : Axel Andrup; Kristoffer Sundström; [2018]
    Keywords : Boom; Labor markets; Mining; Iron ore; Norrbotten; Mineral demand; Mineral supply; Labor demand shock; Econometrics; Mining market; LKAB; Boom; Arbetsmarknader; Gruvdrift; Järnmalm; Norrbotten; Mineralefterfrågan; Mineralutbud; Arbetsefterfrågechock; Ekonometri; Gruvmarknaden; LKAB;

    Abstract : The objective of this thesis has been to analyze whether booms in the iron ore market has any significant effects on local labor markets in certain municipalities in Norrbotten County during the time period 2000-2016. Previous research has established that certain types of booms and busts influenced local labor markets. READ MORE

  2. 2. Simulating market maker behaviour using Deep Reinforcement Learning to understand market microstructure

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

    Author : Elwin Marcus; [2018]
    Keywords : Deep Reinforcement Learning; Machine Learning; Market Microstructure; Market Maker; Financial Agent; Agent Based Modelling; Financial Artificial Markets; Complex Systems; Algorithmic Trading; Tensorforce; keras-RL; PPO; DQN; Dealer Market; Limit Order book;

    Abstract : Market microstructure studies the process of exchanging assets underexplicit trading rules. With algorithmic trading and high-frequencytrading, modern financial markets have seen profound changes in marketmicrostructure in the last 5 to 10 years. READ MORE

  3. 3. Sequence-to-sequence learning of financial time series in algorithmic trading

    University essay from Högskolan i Borås/Akademin för bibliotek, information, pedagogik och IT; Högskolan i Borås/Akademin för bibliotek, information, pedagogik och IT

    Author : Philip Arvidsson; Tobias Ånhed; [2017]
    Keywords : deep learning; machine learning; quantitative finance; algorithmic trading; blackbox trading; lstm; rnn; time series forecasting; prediction; tensorflow; keras; forex; neural network; econometrics; finans; algoritmisk handel; tidsserier; prediktion; maskininlärning; forex; neurala nätverk; tensorflow; keras; kvantitativ finans; lstm; rnn; ekonometri;

    Abstract : Predicting the behavior of financial markets is largely an unsolved problem. The problem hasbeen approached with many different methods ranging from binary logic, statisticalcalculations and genetic algorithms. READ MORE

  4. 4. Environmental regulation in the Swedish pulp and paper industry : An econometric analysis of the effectiveness of performance standards

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Author : Timmy Sundin; [2017]
    Keywords : Environmental regulation; performance standards; Swedish pulp and paper industry; fixed-effect regression; compliance period; econometric; Miljöreglering; gränsvärden; svenska massa- och pappersindustrin; ekonometri; anpassningsperiod;

    Abstract : The purpose of this study is to analyze the effectiveness of environmental regulations for water-borne emissions in the Swedish pulp and paper industry. Furthermore, the study intends to analyze if there are differences in the effectiveness before and after the restructuring of the Swedish regulatory procedures in 1999. READ MORE

  5. 5. Modeling credit risk for an SME loan portfolio: An Error Correction Model approach

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jonathan Lindgren; [2017]
    Keywords : Error Correction Model; Credit risk; Risk management; Regression; Econometrics; Mathematical analysis; Probability of Default; Loss Given Default; Finance; Mathematical modeling; Kreditrisk; Risk hantering; Finans; Ekonometri; Matematisk modellering; Sannolikhet för Fallissemang; Förlust givet Fallissemang;

    Abstract : Sedan den globala finanskrisen 2008 har flera stora regelverk införts för att säkerställa att banker hanterar risker på sunt sätt. Bland dessa regelverk är Basel II som infört kapitalkrav för kreditrisk som baseras på Sannolikhet för Fallissemang och Förlust Givet Fallissemang. READ MORE