Essays about: "ordered probit model"

Showing result 6 - 10 of 13 essays containing the words ordered probit model.

  1. 6. The Effect Of An Unexpected Wealth Shock On Willingness To Takes Risks

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Haglund Johansson; Tim Strassburger; [2017-07-28]
    Keywords : ;

    Abstract : In this thesis we investigate how an exogenous wealth shock in the form of an unexpected inheritance or gift affects individuals' self-reported willingness to take risks. We apply a quasi fixed effects ordered probit model using the large panel data set from the German Socio-economic Panel (SOEP), which enables us to control for observed and unobserved individual characteristics. READ MORE

  3. 7. Predicting Corporate Credit Ratings: A Comparative Study Between Ordered Probit, Neural Network and Random Forest

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Larsson; Filip Wikander; [2017]
    Keywords : Credit ratings; Machine learning; Ordered probit; Random Forest; Neural network;

    Abstract : This thesis compares the prediction accuracy for corporate credit ratings between three different models. The two first models, a traditional statistical model called ordered probit and a machine learning model called artificial neural network has been used with success before. READ MORE

  4. 8. Assesing counterparty risk classification using transition matrices : Comparing models' predictive ability

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

    Author : Sebastian Pörn; Arvid Rönnblom; [2017]
    Keywords : Transition Matrices; Probability of default; Credit risk; one- parameter model; ordered probit model.;

    Abstract : An important part when managing credit risk is to assess the probability of default of different counterparties. Increases and decreases in such probabil- ities are central components in the assessment, and this is where transition matrices become useful. READ MORE

  5. 9. The determinants of a dairy farmer to stay in business : the case of Jämtland County

    University essay from SLU/Dept. of Economics

    Author : Linnea Högberg; [2016]
    Keywords : dairy production; decision-making; economics of scale size; future; Jämtland County; ordered probit model; strategic management;

    Abstract : Agricultural production essential for human livelihood generating: food, fiber, and ecosystem services is conducted worldwide. All since the introduction of modern technology within the agricultural sector the productivity rate on farm level has increased significantly (Zvelebil & Dolukhanov, 1991) and farm units have become larger in size (MacDonald et al. READ MORE

  6. 10. Risk perception and WTP in connection to radioactive substances in food products

    University essay from SLU/Dept. of Economics

    Author : Malin Lokrantz; [2016]
    Keywords : risk perception; WTP; radioactive substances; food hazards; ordered probit model;

    Abstract : Nuclear power accidents can have severe impact on land, animals and people. The perception of risk connected to nuclear power has been a topic for research for decades. Sweden was heavily effected by the nuclear accident at Chernobyl nuclear power plant. Approximately five percent of the radionuclides that spread ended up on Swedish ground. READ MORE