Essays about: "ekonometriska modeller"
Showing result 1 - 5 of 6 essays containing the words ekonometriska modeller.
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1. Estimating CO2 reductions from renewable energy sources : The impact of power system nonlinearities
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Replacing conventional generation with renewable generation in power systems is essential for reducing CO2 emissions. It is important to know how effective renewables are in reducing CO2 emissions. Since CO2 reduction cannot be measured directly, different methods have been used to estimate reduction of CO2 emissions. READ MORE
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2. Forecasting prices of Bitcoin and Google stock with ARIMA vs Facebook Prophet
University essay from Högskolan Väst/Avd för juridik, ekonomi, statistik och politikAbstract : In this thesis we have presented econometrics and forecasts of Bitcoin and Google (GOOG) prices. We have implemented two models, one traditional, “ARIMA” and a relatively new one, “Prophet model” by using Facebook Prophet (ML). Machine learning is still new in the economic field, it has been rewarding to learn its capability. READ MORE
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3. A Comparison of Recurrent Neural Networks Models and Econometric Models for Stock Market Predictions
University essay from Umeå universitet/Institutionen för fysikAbstract : It is well known that the stock market is highly volatile, so stock price prediction is a very challenging task. However, in order to make a profit or to understand the equity market, many investors and researchers use various statistical, econometric, and neural network models to make the best stock price predictions possible. READ MORE
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4. Anomaly Detection for Portfolio Risk Management : An evaluation of econometric and machine learning based approaches to detecting anomalous behaviour in portfolio risk measures
University essay from KTH/NationalekonomiAbstract : Financial institutions manage numerous portfolios whose risk must be managed continuously, and the large amounts of data that has to be processed renders this a considerable effort. As such, a system that autonomously detects anomalies in the risk measures of financial portfolios, would be of great value. READ MORE
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5. The Russian Federation - the European economy’s future powerhouse? : An Econometric Analysis of the Energy Import Relationship Between Seven European Key Countries and the Russian Federation
University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälleAbstract : The purpose of this thesis is to analyze how the world market price of crude oil, coal and natural gas affects the demand of and dependency on energy imports from the Russian Federation of key European countries[1]. We achieve our objective through econometric estimations of import demand equations concerning imports from the Russian Federation of crude oil, coal and natural gas for seven EU key countries during 1990-2014. READ MORE
