Essays about: "outliers"

Showing result 1 - 5 of 70 essays containing the word outliers.

  1. 1. Evaluating the Viability of Merger Arbitrage in Nordic Equities

    University essay from Uppsala universitet/Nationalekonomiska institutionen; Uppsala universitet/Nationalekonomiska institutionen

    Author : Victor Hansen; Erik Lindholm-Röjestål; [2019]
    Keywords : Merger arbitrage; Nordic equity market; Mergers Acquisitions; Risk arbitrage; Cash mergers;

    Abstract : This thesis aims to examine whether a merger arbitrage strategy is able to generate market neutral alpha in the Nordic region. Similar studies of merger arbitrage strategies in both the US and Australian market find market neutral alpha. READ MORE

  2. 2. The Two-Sample t-test and the Influence of Outliers : - A simulation study on how the type I error rate is impacted by outliers of different magnitude.

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Carl Widerberg; [2019]
    Keywords : Outlier; extreme value; outlying observation; ANOVA; Two-sample t-test; Student’s t-test; Welch’s t-test; type I error rate; robustness.;

    Abstract : This study investigates how outliers of different magnitude impact the robustness of the twosample t-test. A simulation study approach is used to analyze the behavior of type I error rates when outliers are added to generated data. Outliers may distort parameter estimates such as the mean and variance and cause misleading test results. READ MORE

  3. 3. Location Planning Considering Delivery Time and Service Level Constraints A Heuristic Solution Approach to a Linear Optimization Problem from an Automotive Spare Parts Network

    University essay from Göteborgs universitet/Graduate School

    Author : Alexander Zienau; [2018-07-02]
    Keywords : network design; location problem; delivery time; outliers; linear optimization; heuristic; Lagrangian relaxation; knapsack problem; spare parts network; automotive industry;

    Abstract : MSc in Logistics and Transport Management.... READ MORE

  4. 4. How Markets Value The Blockchain Technology: An Empirical Analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Samuel Schleiss; [2018]
    Keywords : Blockchain; Event Study; Bitcoin; Valuation; Name Change; Markets; Business and Economics;

    Abstract : In this work company announcements of blockchain name changes are empirically analysed to obtain a sense of how markets value the blockchain technology. This “blockchain effect” is analysed using an event study in order to calculate cumulative abnormal returns for multiple event windows. READ MORE

  5. 5. Assessing edge pixel classification and growing stock volume estimation in forest stands using a machine learning algorithm and Sentinel-2 data

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Enzo Zerega; [2018]
    Keywords : Physical Geography; Ecosystem Analysis; Random Forest; remote sensing; accuracy assessment; land cover classification; training stage; multi-temporal; edge areas; Earth and Environmental Sciences; Science General;

    Abstract : Sustainable forest management requires accurate and up-to-date baseline data regarding forest structural parameters and the definition of forest stand units. A crucial component in stand characterization is the identification of tree species and to correctly define the stand boundaries. READ MORE