Blar i SAM - Master i Økonomi og administrasjon – siviløkonom på emneord "Forecasting"
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Artificial Intelligence in EPS forecasting
(Master thesis, 2020)In this paper, I present a study where the main focus is on how Artificial Intelligence is used in EPS forecasting. Unique to this study is that I compare the performances of one Neural Network model and one Time Series ... -
Forecasting Economic Downturns in the Scandinavian Countries using The Yield Curve : Exploring statistical relationships and out-of-sample performance using traditional binary response models, and support vector machine models from the field of machine learning
(Master thesis, 2020)Economic downturns (in this thesis defined as recessions and negative output gaps) are costly and it is in the interest of both the Government and private agents to precisely predict them, either for the government to ... -
The Hedging Effectiveness of Brent Crude Oil Futures Contracts
(Master thesis, 2019)Many different papers document the hedging effectiveness with the use of futures contracts, and this paper presents the analysis of the hedging effectiveness of Brent crude oil futures contracts of different estimation ...