Essays about: "matematisk statistik"

Showing result 11 - 15 of 1299 essays containing the words matematisk statistik.

  1. 11. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    University essay from KTH/Matematisk statistik

    Author : Max Aronsson; Anna Folkesson; [2023]
    Keywords : Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Abstract : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. READ MORE

  3. 12. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    University essay from KTH/Matematisk statistik

    Author : Mahsa Badakhsh; [2023]
    Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

  4. 13. Capacity Analysis of Åre Ski Resort: A Jackson Network Approach

    University essay from KTH/Matematisk statistik

    Author : Martin Siberg; Viktor Rasmussen; [2023]
    Keywords : Capacity Analysis; Jackson Network; Queuing Theory; Ski resort modeling; Åre Ski Resort; Resource Allocation; Nudging; Kapacitetsanalys; Jacksonnätverk; Köteori; Modellering av skidsystem; Åre; Resursallokering; Nudging;

    Abstract : Åre ski resort is the largest and most renowned ski resort in Sweden, offering excellent skiing opportunities, restaurants, and nightlife in a prime location. Meanwhile, it is often subject to heavy traffic during the peak season and has earned a bad reputation for struggling with long lift queues. READ MORE

  5. 14. The deductibles impact on the risk premium

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

    Author : Ludvig Bergman; [2023]
    Keywords : deductible; insurance mathematics; non-life insurance pricing; Försäkringsmatematik; självrisk; självrisker;

    Abstract : The aim of this master thesis is to derive methods that assesses the impact the deductiblehas on the risk premium of an insurance contract. The additive structure of a deductiblenecessitates approaches beyond treating it as a regular covariate in a generalized linearmodel for predicting the risk premium. READ MORE

  6. 15. A Multi-Variate Regression Analysis on Telecommunication Sites in a Sub-Saharan Country

    University essay from KTH/Matematisk statistik

    Author : Elza Berisha; Hampus Holma; [2023]
    Keywords : telecommunication; linear regression; segmentation; cluster analysis; telekommunikation; linjär regression; segmentering; klusteranalys;

    Abstract : The purpose of this bachelor thesis is to investigate how different variables impact voice and data traffic for a telecom operator that operates in an undisclosed Sub-Saharan African country. The data has been provided by said company. READ MORE