Browsing NHH Brage by Author "Andersson, Jonas"
Now showing items 21-40 of 54
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Magic formula combined with long/short portfolio optimization
Føleide, Lars (Master thesis, 2016)The Magic Formula is a two factor value investing model, specialized in finding underpriced low risk investment opportunities. This study extends available data until 2015 on the ability for the Magic Formula to rank ... -
Measuring The Heat of Oslo’s Housing Market : A Composite Indicator to Improve the Informational Efficiency in the Residential Real Estate Market
Vinsand, Eivind; Sjong, Håvard Hauger (Master thesis, 2021)This paper develops a composite indicator that estimates the relative bargaining power between buyers and sellers in Oslo’s residential real estate market. It constitutes a geometric mean of three min-max scaled indicators ... -
Method for Fusing Predictor Levels with Application to Insurance Data
Jensen, Henriette Nøkleberg; Rafn, Mathias William (Master thesis, 2018)The aim of this thesis is to determine whether the prediction accuracy of a model can be improved by using a data-driven method to bin continuous variables and group the levels of categorical variables. We use data on ... -
Missing in Action? Speed optimization and slow steaming in maritime shipping
Assmann, Lisa; Andersson, Jonas; Eskeland, Gunnar S. (Discussion paper;13/15, Working paper, 2015-03-12)This paper analyzes the claim, made by both academics and by industry insiders, that vessels speed up under conditions of high freight rates and low bunker prices. The rationale for the claim is that a ship should move ... -
Modeling freight markets for coal
Andersson, Jonas; Jörnsten, Kurt; Strandenes, Siri Pettersen; Ubøe, Jan (Discussion paper, Working paper, 2008-12)In this paper we study bulk shipping of coal between the central regions in the world. We compare the performance of cost-minimizing models with a gravity model approach. The main nding in the paper is that cost minimizing ... -
Modeling Freight Markets for Coal
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Strandenes, Siri Pettersen (Journal article; Peer reviewed, 2009)In this paper we study bulk shipping of coal between the central regions in the world. We compare the performance of cost-minimizing models with a gravity model approach. The main finding in the paper is that cost minimizing ... -
Modelling probability of default with machine learning : how well does machine learning perform and can it replace the standard methods?
Jæger-Pedersen, Ruben (Master thesis, 2020)In this master thesis we apply a variation of different machine learning techniques on a dataset for credit card clients in Taiwan to model the probability of default. In this master thesis, we apply machine learning ... -
The NordLink Effect on Norwegian and German Electricity Price Convergence : A difference-in-difference approach
Alvern, Lars Sture; Slette, Marius Kristian Bratt (Master thesis, 2022)This thesis studies NordLink, a subsea interconnector, and its effect on electricity price convergence between Norway and Germany. To measure market convergence, we use the spread, defined as the difference between ... -
On the Distributional Assumptions in the StoNED model
Cheng, Xiaomei; Andersson, Jonas; Bjørndal, Endre (Discussion paper;24/15, Working paper, 2015-09-17)In a recent paper Johnson and Kuosmanen (2011) propose a new, semi-parametric, general cost-frontier model, the stochastic nonparametric envelopment of data (StoNED). The model is semi-parametric in the sense that the ... -
On the estimation of correlations for irregularly spaced time series
Andersson, Jonas (Discussion paper, Working paper, 2007-06)In this paper, the problem of calculating covariances and correlations between time series which are observed irregularly and at different points in time, is treated. The problem of dependence between the time stamp process ... -
Prisdiskriminering i den amerikanske nybilbransjen : en studie av den amerikanske nybilbransjen, om det eksisterer prisdiskriminering og mulige årsaker til dette
Brattås, Ketil Christopher; Jensen, Stian Korsøen (Master thesis, 2017)Forhandlinger er en stor del av prosessen rundt det å kjøpe seg ny bil. Det har imidlertid vært diskutert i flere tidligere studier hva som påvirker rabatten man oppnår. Spørsmålene som er stilt er blant annet om det er ... -
Probabilistic cost efficiency and bounded rationality in the newsvendor model
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Sandal, Leif Kristoffer (Doctoral dissertation;41/14, Working paper, 2014-12)In this paper we establish a link between probabilistic cost efficiency and bounded rationality in the newsvendor model. This establishes a framework where bounded rationality can be examined rigorously by statistical ... -
Probabilistic forecasting of electricity prices using an augmented LMARX-model
Andersson, Jonas; Sheybanivaziri, Samaneh (Discussion paper;11/23, Working paper, 2023-07-11)In this paper, we study the performance of prediction intervals in situations applicable to electricity markets. In order to do so we first introduce an extension of the logistic mixture autoregressive with exogenous ... -
A regression surprise resolved
Lillestøl, Jostein; Andersson, Jonas (Discussion paper, Working paper, 2008-09)In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ... -
Sailing into the Storm? Utilizing machine learning to predict defaults in the Norwegian shipping sector
Viseth, Anders; Rysjedal, Espen (Master thesis, 2023)In this thesis, we develop multi-year models to predict defaults in the Norwegian shipping industry. Our primary objective is to create a model suited for Norwegian shipping companies with high predictive accuracy of ... -
Salmon price forecasting : a comparison of univariate and multivariate forecasting methods
Tharmarajah, Thanesh; Gjesdal, Benjamin (Master thesis, 2020)The salmon industry is becoming an intrinsic part of the Norwegian economy. It is a commercial activity revolving mostly around a single homogenous product. Consequently, salmon farmers and other participants along the ... -
Searching for the DGP when forecasting : is it always meaningful for small samples?
Andersson, Jonas (Journal article; Peer reviewed, 2006)In this paper the problem of choosing a univariate forecasting model for small samples is investigated. It is shown that, a model with few parameters, frequently, is better than a model which coincides with the data ... -
A simple improvement of the IV estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle (Discussion paper, Working paper, 2009-09)Two measures of an error-ridden explanatory variable make it possible to solve the classical errors-in-variable problem by using one measure as an instrument for the other. It is well known that a second IV estimate can ... -
Snyte skatt hvis mulig? Hva fortalte Verdiundersøkelsen 2007?
Lillestøl, Jostein; Andersson, Jonas (Arbeidsnotat;03/14, Working paper, 2014-02)Denne rapporten er basert på data fra Verdiundersøkelsen 2007, som er foreløpig Norges siste bidrag til World Values Survey (WVS). Undersøkelsen omfatter følgende spørsmål om holdningen til skattesnyteri: «Hvor på denne ... -
Some aspects of random utility, extreme value theory and multinomial logit models
Andersson, Jonas; Ubøe, Jan (Journal article; Peer reviewed, 2012)In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ...