Essays about: "monetary evaluation"

Showing result 6 - 10 of 52 essays containing the words monetary evaluation.

  1. 6. Risk Evaluation in a ML-Approximated Portfolio Environment

    University essay from KTH/Matematik (Avd.)

    Author : Filip Franzén; Karl Axel Nord; [2022]
    Keywords : Financial risk management; forecasting; machine learning; FMCG; Finansiell riskhantering; prognostisering; maskininlärning; konsumtionsvaror;

    Abstract : This thesis explores and evaluates the forecasting application of the machine learning method Gradient Boosting Decision Trees. This method is used to forecast the demand of the online grocery market with a 7-day time horizon. The thesis was conducted in collaboration with the online grocery company Mathem. READ MORE

  3. 7. Confounder Parsing for Text Matching

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Jannes Reichl; Johan Rönkkö; [2021-07-06]
    Keywords : Text matching; confounder parsing; causal inference; covariate balance; International Monetary Fund; policy evaluation;

    Abstract : In observational studies for policy evaluation, matching is used in service of causal inference to simulate randomization and thus reduce selection bias that might occur when treatment assignment differs systematically. This is done by balancing the distribution of confounding covariates measured before treatments. READ MORE

  4. 8. Volatility forecasting on global stock market indices : Evaluation and comparison of GARCH-family models forecasting performance

    University essay from Umeå universitet/Nationalekonomi

    Author : Simon Molin; [2021]
    Keywords : ;

    Abstract : Volatility is arguably one of the most important measures in financial economics since it is often used as a rough measure of the total risk of financial assets. Many volatility models have been developed to model the process, where the GARCH-family models capture several characteristics that are observed in financial data. READ MORE

  5. 9. Investment Model to Evaluate Changeable Manufacturing Systems : An real options approach to measure the value of flexibility for investments in an industrial context

    University essay from Jönköping University/JTH, Industriell produktutveckling, produktion och design

    Author : Fredrik Olsson; Alexander Werthén; [2021]
    Keywords : Reconfigurable Manufacturing System; Changeable Manufacturing System; Investment Model; Flexibility; Changeability; Real Options;

    Abstract : Purpose: The purpose of the study is to develop an investment model which can be applied during the design of a manufacturing system, that considers DMS, FMS, and RMS. With the aim of the developed model is to give decision makers monetary basis for the added from changeability. READ MORE

  6. 10. Nominal GDP Targeting in Sweden - A New Keynesian DSGE Model Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Henric Nicklasson; [2021]
    Keywords : NGDP; NGDP Targeting; DSGE; Monetary Policy; Sweden; Business and Economics;

    Abstract : Since the end of the Great Moderation, there has been a great surge in studies proposing alternatives to the current dominant monetary policy regime of inflation targeting. One popular such alternative has become NGDP targeting. READ MORE