Essays about: "tidsserieanalys"

Showing result 6 - 10 of 50 essays containing the word tidsserieanalys.

  1. 6. Time Series Analysis and Binary Classification in a Car-Sharing Service : Application of data-driven methods for analysing trends, seasonality, residuals and prediction of user demand

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

    Author : Aksel Uhr; [2023]
    Keywords : Smart mobility; Car-sharing; Time series analysis; Demand prediction; Machine learning; Supervised learning; Binary classification; Random forest; Smart mobilitet; Bildelning; Tidsseriaanalys; Efterfrågansprediktering; Maskininlärning; Väglett lärande; Binär klassificering; Slumpmässiga skogar;

    Abstract : Researchers have estimated a 20-percentage point increase in the world’s population residing in urban areas between 2011 and 2050. The increase in denser cities results in opportunities and challenges. Two of the challenges concern sustainability and mobility. READ MORE

  3. 7. Swedish Household Debt and the Effect of the European Union -An Econometric Time Series Analysis on Debt Ratio in Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Magnus Kjell; Albin Myrbäck; [2022-07-07]
    Keywords : Household debt; European Union; Sweden; Co-Intergration; Time series analysis;

    Abstract : This paper examines the development of the debt ratio of Swedish households from 1987-2020 as well as its driving forces. By using econometric time series analysis variables that are suspected to impact the debt ratio are tested, including a dummy variable for the time since Sweden became a member of the European Union. READ MORE

  4. 8. Exploring Net Inflows in Securities Trading - Analysing Which Factors Contribute the Most to Net Inflows for a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Carl-Johan Fröling; Vilhelm Wilén; [2022]
    Keywords : regression analysis; multiple linear regression; net inflows; niche bank; mutual funds; stocks; bachelor thesis; regressionsanalys; multipel linjär regression; nettoflöden; nischbank; fond; fonder; aktie; aktier; kandidatexamensarbete; kandidatexamensuppsats;

    Abstract : This thesis examines which factors drive overall net inflows to a Swedish niche bank. It further investigates whether these factors are the same or different from the factors that drive net inflows to mutual funds as well as shares. READ MORE

  5. 9. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    University essay from KTH/Matematik (Avd.)

    Author : Simon Wahlberg; [2022]
    Keywords : RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Abstract : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. READ MORE

  6. 10. On Modelling Ancillary Services Markets: A Time Series Approach

    University essay from KTH/Matematik (Avd.)

    Author : Erik Murray; [2022]
    Keywords : ARIMA; SARIMA; GARCH; load balancing; ancillary services; electrical grids; FCR-D; ARIMA; SARIMA; GARCH; lastbalans; stödtjänster; kraftnät; FCR-D 2;

    Abstract : So-called ancillary services (AS) have always been critically important for the functioning of an electrical grid, and are becoming even more so with the advent of renewable energy sources. Ancillary services are traded on open markets, and trading on these markets is arguably even more difficult to model than on traditional markets. READ MORE