Essays about: "seb"

Showing result 1 - 5 of 88 essays containing the word seb.

  1. 1. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Khaled Jrideh; [2023-05-26]
    Keywords : ;

    Abstract : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. READ MORE

  3. 2. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  4. 3. THE EVOLUTION OF ESG REPORTING : A CASE STUDY OF SWEDEN’S LEADING BANKS

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Palmén David; Lucas Lidbeck; Robin Wahlgren; [2023]
    Keywords : Reporting; ESG; Shareholder theory; Stakeholder theory; Nordea; Swedbank; Handelsbanken; SEB; Banking;

    Abstract : Background: The demand for ESG reporting has increased significantly in recent years. Simultaneously, in 2016, ESG reporting was implemented in the annual accounts act as a mandatory part. Consequently, ESG reporting has increased and gained focus from larger organizations. READ MORE

  5. 4. Federated Learning for Natural Language Processing using Transformers

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

    Author : Gustav Kjellberg; [2022]
    Keywords : Machine Learning; Federated Learning; Distributed Machine Learning; Natural Language Processing; BERT; ALBERT; Transformers; Data Privacy.; Maskininlärning; Federerad inlärning; Distribuerad Maskininlärning; Språkteknologi; BERT; ALBERT; Transformers; Dataintegritet.;

    Abstract : The use of Machine Learning (ML) in business has increased significantly over the past years. Creating high quality and robust models requires a lot of data, which is at times infeasible to obtain. As more people are becoming concerned about their data being misused, data privacy is increasingly strengthened. READ MORE

  6. 5. Using Semi-Supervised Learning for Email Classification

    University essay from KTH/Matematik (Avd.)

    Author : Anders Inde; [2022]
    Keywords : applied mathematics; semi-supervised learning; self-training; doc2vec; classification; tillämpad matematik; semi-vägledd inlärning; self-training; doc2vec; klassificering;

    Abstract : In this thesis, we investigate the use of self-training, a semi-supervised learning method, to improve binary classification of text documents. This means making use of unlabeled samples, since labeled samples can be expensive to generate. More specifically, we want to classify emails that are retrieved by Skandinaviska Enskilda Banken (SEB). READ MORE