Essays about: "macroeconomic features"

Showing result 1 - 5 of 8 essays containing the words macroeconomic features.

  1. 1. Stock Price Predictions for FAANG Companies Using Machine Learning Models

    University essay from Lunds universitet/Statistiska institutionen

    Author : Hugo Dahlquist; Fredrik Fourong; [2024]
    Keywords : Random Forest; Artificial Neural Networks; Stock prices; Predictions.; Mathematics and Statistics;

    Abstract : The financial industry is one of the highest grossing sectors in the world as it is estimated to represent 24\% of the global economy. As most companies want their asset value to increase, it is of high interest to make good investments which will increase in either the short or long run. READ MORE

  3. 2. Exploring the Dynamics of Damage Costs Inflation on Insurance Matters : An In-depth Regression Analysis on Macroeconomic Variables

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

    Author : Jacob Liljestrand; Fredrik Nyberg; [2023]
    Keywords : Inflation; Time lag; Regression; Macroeconomic variables; Insurance;

    Abstract : The aim of this thesis consist of three parts. Firstly, the aim was to developan accurate historical inflation index suitable for the insurance business, usinginformation about insurance matters. The calculated inflation index was compared to an in-house benchmark at the insurance company Gjensidige, it wasfound to be a good match. READ MORE

  4. 3. Improving House Price Prediction Models: Exploring the Impact of Macroeconomic Features

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Martin Holmqvist; Max Hansson; [2023]
    Keywords : Machine learning; random forest; xgboost; macroeconomic features; house prices;

    Abstract : This thesis investigates if house price prediction models perform better when adding macroe- conomic features to a data set with only house-specific features. Previous research has shown that tree-based models perform well when predicting house prices, especially the algorithms random forest and XGBoost. READ MORE

  5. 4. Impact of Climate Change on Equity Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ensari Eroglu; Anuj Agrawal; [2021]
    Keywords : climate change; climate vulnerability; climate readiness; fixed effects; ND-GAIN;

    Abstract : Climate change and its effects on our daily life are one of the most visited research topics in the last few years. A growing number of this literature focuses on the impact of climate change on the economy and financial markets, and the threat it may pose on long-term investments. READ MORE

  6. 5. Modeling stock market liquidity using macroeconomic variables: Evidence from Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Robin Mannoun; David Sjöblom; [2021]
    Keywords : Stock Market Liquidity; Macroeconomy; Nasdaq Stockholm; Empirical Finance; Econometrics; Business and Economics; Mathematics and Statistics;

    Abstract : This paper contributes both to investigating the relationship between the macroeconomic environment and stock market liquidity and to reviewing existing empirical evidence related to this relationship. We develop and examine panel data regression models for stock market liquidity based on macroeconomic factors. READ MORE