Essays about: "financial forecasting"

Showing result 21 - 25 of 189 essays containing the words financial forecasting.

  1. 21. After-Market Spare Parts Forecasting at Sandvik Stationary Crushing & Screening

    University essay from Lunds universitet/Produktionsekonomi

    Author : Artur Jusopov; Arian Marofkhani; [2022]
    Keywords : Forecasting; Intermittent Demand; Spare Parts; After-Market; Crostons; Exponential Smoothing; Hierarchical Forecasting; Technology and Engineering;

    Abstract : Title: After-Market Spare Parts Forecasting at Sandvik Stationary Crushing & Screening. Authors: Arian Marofkhani and Artur Jusopov Supervisors: Professor Gudrun Kiesmüller, Lund University, Faculty of Engineering, Division of Production Management. Macarena Ribalta, Planning & Logistics Manager, Sandvik Stationary Crushing & Screening. READ MORE

  3. 22. Statistical modelling of Bitcoin volatility : Has the sanctions on Russia had any effect on Bitcoin?

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Mathilda Schönbeck; Fatima Salman; [2022]
    Keywords : Bitcoin; forecasting; volatility; logarithmic return; ARCH; GARCH; ARIMA model; dynamic regression;

    Abstract : This thesis aims to fit and compare different time series models namely the ARIMA-model, conditional heteroscedastic models and lastly a dynamic regression model with ARIMA error to Bitcoin closing price data that spans over 5 consecutive years. The purpose is to evaluate if the sanction on Russia had any effect on the cryptocurrency Bitcoin. READ MORE

  4. 23. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

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

    Author : Erik Persson; [2022]
    Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

    Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE

  5. 24. Forecasting the Nasdaq-100 index using GRU and ARIMA

    University essay from Uppsala universitet/Statistiska institutionen

    Author : David Cederberg; Daniel Tanta; [2022]
    Keywords : Neural network; GRU; ARIMA; stock market; forecasting; machine learning;

    Abstract : Today, there is an overwhelming amount of data that is being collected when it comes to financial markets. For forecasting stock indexes, many models rely only on historical values of the index itself. One such model is the ARIMA model. Over the last decades, machine learning models have challenged the classical time series models, such as ARIMA. READ MORE

  6. 25. The prediction of Future Earnings using Fundamental Signals

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Diana Yanesová; Yuxi Lu; [2022]
    Keywords : Earnings prediction; Fundamental signals; Asymmetric impact;

    Abstract : According to fundamental analysis theory, various sources of accounting and economic information may be used to determine the fundamental value of a firm. One such source is information included in the financial statements. READ MORE