Essays about: "financial modeling analysis"

Showing result 11 - 15 of 54 essays containing the words financial modeling analysis.

  1. 11. Stock Price Prediction Using Machine Learning

    University essay from Södertörns högskola/Nationalekonomi

    Author : Yixin Guo; [2022]
    Keywords : Machine Learning; Stock Price; Time Series Data; Deep Learning;

    Abstract : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. READ MORE

  3. 12. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE

  4. 13. Credit Modeling with Behavioral Data

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

    Author : Jingning Zhou; [2022]
    Keywords : Credit modeling; Behavioral data; Feature engineering; Kreditmodellering; Beteendedata; Funktionsteknik;

    Abstract : In recent years, the Buy Now Pay Later service has spread across the e-commerce industry, and credit modeling is inevitable of interest for related companies to predict the default rate of the customers. The traditional data used in such models are financial bureaus which include credit records bought from external financial institutions. READ MORE

  5. 14. The impact of open business model, innovation types and firm’s capital structure on product’s time-to-market and firm performance

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Christoffer Nilsson; Belinda Hsu; [2022]
    Keywords : Business model framework; innovation; capital structure; time-to-market; firm performance; structural equation modeling; exploratory factor analysis;

    Abstract : For decades, globalization has introduced both opportunities and pressures for companies around the world by introducing freer trade, increasing foreign direct investment and the international use of intellectual property that boosted the diffusion of knowledge and technology. As a result, the international competition has become more intense for many firms. READ MORE

  6. 15. Wind Farm Modeling in DIgSILENT PowerFactory® and Load Flow Analysis of Internal Collector Network

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Lakshitha Daham Makewita; [2022]
    Keywords : Wind Farm Internal Collector Network; Active Power Loss; Cable Loading;

    Abstract : The purpose of this study is to model an operational wind farm in DIgSILENT PowerFactory® using manufactures specifications and investigate the active power energy losses. The model is tested with the operational recorded data from the wind farm and is validated. READ MORE