Search for dissertations about: "importance of business mathematics"

Found 5 swedish dissertations containing the words importance of business mathematics.

  2. 1. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

    Author : Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE

  4. 2. On estimation in econometric systems in the presence of time-varying parameters

    Author : Kurt Brännäs; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometric systems; time-varying parameters; Kalman filtering; stochastic regressors; unknown transition matrix; robustness; simulation;

    Abstract : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. READ MORE

  5. 3. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time

    Author : Nima Shariati; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cross-border spillover; Inter- and intralocation effects; Multivariate spatial regression models; Panel data; Spatial econometric models; Gamma distributed variances; Generalized Laplace distribution; Modulated volatility; Non-Gaussian time series; Road profile; Spatial vector autoregressive model; Outlier; Robust control chart; Robust estimation;

    Abstract : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. READ MORE

  6. 4. Empirical studies of public policies within the primary school and the sickness insurance

    Author : Erica Lindahl; Per Johansson; Mårten Palme; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; empirical studies; primary school; sickness insurance; Economics; Nationalekonomi;

    Abstract : Essay 1 (with Elly-Ann Johansson) estimates the effect of attending an MA-class during grades 4-6 on students’ cognitive skills. Using a unique survey with information on students, parents and teachers, we are able to control for many factors that could otherwise bias the results. READ MORE

  7. 5. Laws, Attitudes and Public Policy

    Author : Niklas Jakobsson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Attitudes; Child care; Economics;

    Abstract : Paper 1: Do laws affect attitudes? An assessment of the Norwegian prostitution law using longitudinal data The question of whether laws affect attitudes has inspired scholars across many disciplines, but empirical knowledge is sparse. Using longitudinal survey data from Norway and Sweden, collected before and after the implementation of a Norwegian law criminalizing the purchase of sexual services, we assess the short-run effects on attitudes using a difference-indifferences approach. READ MORE