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Η εργασία μου αναφέρεται στην ανάλυση της γραμμικής παλινδρόμησης και στην περαιτέρω ανάλυση των υποθέσεων του γραμμικού μοντέλου παλινδρόμησης σε συνδυασμό με παραδείγματα από την οικονομική θεωρία. Περιέχει ακόμη μια εφαρμογή για την ελαχιστοποίηση του κόστους παραγωγής ηλεκτρικής ενέργειας κάποιων επιχειρήσεων. / My paper concerns in Linear Regression analysis and the further analysis of the hypothesis of the Linear Regression model accompanied with many examples of econometric theory. Also, it concludes an application of minimization of the production cost of electric power of a specific number of companies.

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Pirmasis darbo skyrius skirtas apgyvendinimo įmonių sampratos ir rūšių, rinkos paklausos terminų analizei. Taip pat analizuojami apgyvendinimo įmonių paklausos vertinimui ir prognozavimui taikomi metodai. Nustatyta, kad pagrindiniai apgyvendinimo įmonių paslaugų paklausos rodikliai – numerių bei vietų užimtumas, svečių nakvynių skaičius. Kaina už paslaugas įvertinama vidutinėmis parduotų numerių pajamomis (ARR) ir pajamomis tenkančioms visiems numeriams (RevPAR). Teorinėje dalyje nustatyta, kad pagrindiniai veiksniai, įtakojantys paklausos pokyčius, yra: nedarbo lygis, vartojimo kainų indekso pokytis, gyventojų skaičius, kuro kaina, valiutų kursas, paslaugų kaina bei pakaitalų kaina. Antrame skyriuje analizuojama Lietuvos apgyvendinimo įmonių pasiūlos ir paklausos struktūra. Vartotojų segmentavimas pagal atvykimo tikslą ir kilmę atskleidė, kad tarp užsienio svečių daugiausia yra apsistojusių poilsio tikslais, o tarp vietinių svečių – verslo tikslais. Šiame tyrime nustatyta, kad viešbučių vietų paklausa per analizuojamą laikotarpį išaugo 2,66 karto, o pasiūla (metinis siūlomų vietų skaičius) padidėjo apie 2 kartus. Pastebima tendencija, kad apgyvendinimo įmonių paslaugų paklausa auga didesniu tempu, nei pasiūla. Atlikus ekonominių rodiklių įtakos analizę, reikšmingiausias ryšys nustatytas tarp nakvynių skaičiaus apgyvendinimo įmonėse ir bendrojo vidaus produkto (BVP) 1 gyventojui. Trečiame skyriuje parengus apgyvendinimo įmonių numerių užimtumo prognozę, patvirtinta hipotezė... [toliau žr. visą tekstą] / The first chapter of this study is devoted to definition of accommodation enterprises, their types and market demand. The ways of estimating the accommodation market demand and forecasting methods are analyzed too. Accommodation demand is generally measured by room and place occupancy rate and visitor bed-nights spent in accommodation enterprises. The measure of the price is average room revenue (ARR) and revenue per available room (RevPAR). In theoretical part of this paper was defined, that accomodation demand is mostly influenced by unemployment rate, consumer price index, exchange rate, residents quantity, price of goods and it’s substitute price. The structure of accommodation enterprises supply and demand in Lithuania is analyzed in the second chapter. Segmentation of consumers, based on purpose of travel, represents arrivals of the foreigners for leisure purpose and the greatest part of domestic guest – for business purpose. It’s estimated that demand of accomodation places grew 2,66 times, meanwile supply - only 2 times. The tendency is that demand grows faster than supply. Analysis revealed that there are significant correlation between nights spent in accomodation enterprises and GDP per capita. The prognosis of rooms occupancy rate was calculated in the third chapter of this study and approved research hypothesis that accommodation demand will exceed supply.

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This thesis presents three models of asset pricing involving non-competitive behavior and asymmetric information. In the first model, a risk averse investor with private information about dividends trades shares over an infinite time horizon with risk neutral uninformed agents. The informed investor trades strategically in equilibrium. The second model also involves an infinite time horizon, but all agents are risk averse and equally informed about dividends. Non-competitive behavior is exogenously specified; price takers trade shares with a strategic investor who accounts for the effects of her trades on the stock price. In this case, an endogenous information asymmetry arises in equilibrium. Closed form equilibria are derived for both models and implications for price dynamics are explored. While the first model constitutes a new extension of the multiperiod Kyle model of insider trading, the second model generates more interesting price dynamics. If the strategic investor manages a large mutual fund, significant risk premia and price volatility may arise in equilibrium. In fact, if mutual fund participation is sufficiently widespread, multiple equilibria may exist. The third model extends the multiperiod Kyle model to a case where the insider observes a noisy signal of the stock's terminal liquidation value. An equilibrium much like Kyle's is derived. Price tends toward value over time, and stock price volatility depends on both the drift and volatility of the insider's private signal. Like the Kyle model, the insider's trading activity leaves no detectable trace in trading volume, expected returns, or price volatility.

Electric power systems are huge real time energy distribution networks where accurate short term load forecasting (STLF) plays an essential role. This thesis is an effort to comprehensively investigate new and advanced neural network (NN) architectures to perform STLF. Two hybrid and two 3-layered NN architectures are introduced. Each network is individually tested to generate weekday and weekend forecasts using data from three jurisdictions of Canada. Overall findings suggest that 3-layered cascaded NN have outperformed almost all others for weekday forecasts. For weekend forecasts 3-layered feed forward NN produced most accurate results. Recurrent and hybrid networks performed well during peak hours but due to occurrence of constant high error spikes were not able to achieve high accuracy.