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Browsing NHH Brage by Author "Andersson, Jonas"

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Now showing items 1-20 of 40

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    • A likelihood ratio and Markov Chain based method to evaluate density forecasting 

      Li, Yushu; Andersson, Jonas (Discussion paper;12/14, Working paper, 2014-03)
      In this paper, we propose a likelihood ratio and Markov chain based method to evaluate density forecasting. This method can jointly evaluate the unconditional forecasted distribution and dependence of the outcomes. This ...
    • A maximum entropy approach to the newsvendor problem with partial information 

      Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan (Journal article; Peer reviewed, 2013)
      In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance ...
    • A maximum entropy approach to the newsvendor problem with partial information 

      Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan (Discussion paper;2011:14, Working paper, 2011-08)
      In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance ...
    • Analyse av faktorer som påvirker Oslo Børs : en analyse av hvordan utviklingen på Oslo Børs kan forklares av endringer i verdensøkonomi og oljepris 

      Fosby, Jesper; Dahl, Ole Marius (Master thesis, 2016-09-02)
      Formålet med oppgaven er å undersøke hvordan endringer i verdensmarkedene og oljeprisen har påvirket Oslo Børs med underliggende sektorer i perioden 1996-2015. Regresjonsresultatene viser at oljeprisen leder Oslo Børs ...
    • Analyzing learning effects in the newsvendor model by probabilistic methods 

      Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Ubøe, Jan (Discussion paper;13/19, Working paper, 2019-10-11)
      In this paper, we use probabilistic methods to analyze learning effects in a behavioral experiment on the newsvendor model. We argue why we should believe that suggested orders follow a multinomial logit distribution, and ...
    • Demand forecasting of antarctic krill meal : an automatic model for comparison of time series methods 

      Takseth, Miriam Slagnes; Newermann, Tove Fotland (Master thesis, 2019)
      The world’s population is growing faster than ever. As a consequence, it is challenging to maintain a sustainable food production to satisfy all needs. In recent years, krill has emerged as a viable and effective supplement, ...
    • Electricity Prices, Large-Scale Renewable Integration, and Policy Implications 

      Kyritsis, Evangelos; Andersson, Jonas; Serletis, Apostolos (Discussion paper;18/16, Working paper, 2016-11-22)
      This paper investigates the effects of intermittent solar and wind power generation on electricity price formation in Germany. We use daily data from 2010 to 2015, a period with profound modifications in the German electricity ...
    • Empirical comparison of time series forecasting strategies : forecasting the Baltic p1a spot price using gradient boosting and different strategies for multi-step time series 

      Aae, Joachim; Dovran, Anders (Master thesis, 2019)
      This NHH master thesis researches methodologies for forecasting a financial time series, the Baltic Dry P1A spot price, one week and one month ahead. The methods researched are four different strategies for time series ...
    • Forecasting GDP growth : a comprehensive comparison of employing machine learning algorithms and time series regression models 

      Premraj, Pirasant (Master thesis, 2019)
      In this paper, we do a comprehensive comparison of forecasting Gross Domestic Product (GDP) growth using Machine Learning algorithms and traditional time series regression models on the following economies: Australia, ...
    • Fraud detection by a multinomial model: Separating honesty from unobserved fraud 

      Andersson, Jonas; Olden, Andreas; Rusina, Aija (Discussion paper;15/20, Working paper, 2020-12-31)
      In this paper we investigate the EM-estimator of the model by Caudill et al. (2005). The purpose of the model is to identify items, e.g. individuals or companies, that are wrongly classified as honest; an example of this ...
    • The historical relation between banking, insurance and economic 

      Adams, Mike; Andersson, Jonas; Andersson, Lars-Fredrik; Lindmark, Magnus (Discussion paper, Working paper, 2005)
      We examine empirically the dynamic historical relation between banking, insurance economic (income) growth in Sweden using time-series data from 1830 to 1998. We examine long-run historical trends in the data using ...
    • Hva vet vi om dem som skjuler inntekt og formue i skatteparadis? 

      Andersson, Jonas; Lillestøl, Jostein; Støve, Bård; Schjelderup, Guttorm (Journal article; Peer reviewed, 2013)
      I denne artikkelen presenteres resultater fra et prosjekt utført for SNF (Samfunns- og Næringslivsforskning) på oppdrag av Skattedirektoratet (SKD). Hensikten med prosjektet var å finne kjennetegn ved personlige skattytere ...
    • Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet 

      Andersson, Jonas; Lillestøl, Jostein; Støve, Bård (Rapport;2012:10, Research report, 2012-09)
      I denne rapporten presenteres resultatet av et prosjekt utført for Skattedirektoratet (SKD). Hensikten har vært å finne kjennetegn ved personlige skattytere som har unndratt skatt gjennom å skjule formuer og/eller inntekt ...
    • Konkursprediksjon med termindata : en empirisk studie av prediksjonsevnen til termindata fra skatteetaten 

      Sævig, Mats; Vonen, Guri Husom (Master thesis, 2017)
      I denne oppgaven undersøker vi i hvilken grad termindata fra Skatteetaten kan brukes for å forbedre eksisterende regnskapsbaserte konkursprediksjonsmodeller. Konkursprediksjonsmodeller benyttes blant annet av banker, ...
    • Machine learning in default Prediction : the incremental power of machine learning techniques in mortgage default prediction 

      Marte, Arvin (Master thesis, 2019)
      In this thesis, alternative machine learning techniques have been used to test if these perform better than a Logistic Regression in predicting default on retail mortgages. It is found that the ROC AUC statistic is ...
    • 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 ...
    • 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 

      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 ...
    • 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 ...

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