Essays about: "regressionsmodell"

Showing result 1 - 5 of 96 essays containing the word regressionsmodell.

1. 1. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Daniel Gröttheim; [2023]
   Keywords : Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

   Abstract : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. READ MORE

3. 2. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

   University essay from KTH/Matematisk statistik

   Author : Lucas Fageräng; Hugo Thoursie; [2023]
   Keywords : Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

   Abstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE

4. 3. Evaluation of Geopositioning Using Frequency Responses From Radio Propagation Measurements

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Jessica Ye; Johan Lesko; [2023]
   Keywords : ;

   Abstract : Satellite reliant navigation systems may struggle in urban environments as tall buildings mayobstruct necessary direct lines of sight with satellites. There have been multiple studiesexamining how WIFI fingerprinting may be used for indoor positioning. READ MORE

5. 4. A Gradient Boosting Tree Approach for Behavioural Credit Scoring

   University essay from KTH/Matematisk statistik

   Author : Axel Dernsjö; Ebba Blom; [2023]
   Keywords : Machine learning; Random forest; Uncertainty measure; Material development; Empirical Bayes; Maskininlärning; Random forest; Osäkerhetsmått; Materialutveckling; Empirical Bayes;

   Abstract : This report evaluates the possibility of using sequential learning in a material development setting to help predict material properties and speed up the development of new materials. To do this a Random forest model was built incorporating carefully calibrated prediction uncertainty estimates. READ MORE

6. 5. Clustering and classification of prepaid mortgages

   University essay from KTH/Matematik (Avd.)

   Author : Jakob Atli Thorsteinsson; [2023]
   Keywords : Clustering; Classification; Klustring; Klassificering;

   Abstract : This thesis aims to cluster and classify mortgages issued by a financial institution. The aim is to apply machine learning techniques on historical data in order to discover a possible structure and predictability in prepaid mortgages. READ MORE