Essays about: "kvartal"

Showing result 1 - 5 of 14 essays containing the word kvartal.

  1. 1. A Neural Network Approach for Generating Investors’ Views in the Black-Litterman Model

    University essay from KTH/Matematik (Avd.)

    Author : Rafael Lavatt; [2022]
    Keywords : Black-Litterman; Neural Networks; Portfolio Optimization; Black-Litterman; Neurala nätverk; portföljoptimering;

    Abstract : This thesis investigates how neural networks can be used to produce investors' views for the Black-Litterman market model. The study uses two data sets, one with global stock market indexes and one with stock market data from the S&P 500. READ MORE

  3. 2. An analysis of construction logistics setups for Berga Äng

    University essay from Linköpings universitet/Kommunikations- och transportsystem; Linköpings universitet/Tekniska fakulteten

    Author : Lucas Andersson; Alexander Sjöblom; [2021]
    Keywords : Bygglogistik; Transportflöde; Check-point; Terminal; Byggtransport;

    Abstract : Byggindustrin är en komplex bransch där varje byggprojekt är unikt, vilket medför svårigheter i att finna logistiklösningar som är anpassade till byggarbetsplatsen. Beroende på omgivning och plats där bygget skall utföras, storlek på bygget, vilka material som ska användas under byggets olika skeden för konstruktion och hur flödet påverkas av transporter till byggarbetsplatsen. READ MORE

  4. 3. Optimal selection of raw grain for ethanol production at Lantmännen Agroetanol

    University essay from Linköpings universitet/Kommunikations- och transportsystem; Linköpings universitet/Tekniska fakulteten

    Author : Basel Hijazi; Gustav Åkesson; [2021]
    Keywords : Optimization; Statistical analysis; Mathematical model; AMPL; Ethanol production; Optimering; Statistisk analys; Matematisk modell; AMPL; Etanoltillverkning;

    Abstract : Lantmännen is a Swedish agricultural cooperative in agriculture, machinery, bioenergy and food. With over 10,000 employees and 5 divisions, Lantmännen is the Nordic region’s largest ethanol manufacturer. In the Energy division business area are Agroetanol, which produces sustainable ethanol that is used for, among other things, biofuels. READ MORE

  5. 4. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks

    University essay from KTH/Fastigheter och byggande

    Author : Quinglin Ouyang; [2020]
    Keywords : House price index; Sharpe ratio; macroeconomic shocks; vector auto-regression; bostadsprisindex; Sharpe ratio; makroekonomiska chocker; vektor autoregressiva-modeller;

    Abstract : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. READ MORE

  6. 5. Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices

    University essay from KTH/Matematisk statistik

    Author : Christofer Borén; Felix Ewert; [2018]
    Keywords : Monetary Policy; Policy Rate; Inflation; Employment; Housing Prices; Vector Autoregression; Impulse Response Function; Penningpolitik; Styrränta; Inflation; Sysselsättning; Bostadspriser; Vektorautoregression; Impuls-Responsfunktion;

    Abstract : There is no single commonly adapted model that explains the influence that various monetary policy instruments carry for the economy. During 2011-2017, the Swedish inflation rate has remained below the 2 percent target which has led the Riksbank to take measures aimed at stimulating the inflation. READ MORE