Sökning: "ARIMA"

Visar resultat 21 - 25 av 162 uppsatser innehållade ordet ARIMA.

  1. 21. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Isabella Mustén Ross; [2023]
    Nyckelord :Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

    Sammanfattning : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. LÄS MER

  3. 22. Demand Forecasting using Machine Learning Methods: An Empirical Study on Walmart Retail Sales Forecast

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Yongjai Lee; [2023]
    Nyckelord :Demand forecasting; machine learning; time series; LSTM; ARIMA;

    Sammanfattning : Economists put considerable effort and research into demand estimation, modeling consumer be- havior uncovering causal relationships between product attributes, consumer preferences, prices, and demand. However, demand forecasting is less explored in the economics literature. LÄS MER

  4. 23. Korttidsprognoser av Kalixälvens vattenflöde

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Mathilda Carlsson; [2023]
    Nyckelord :ARIMA; RecursiveAR; forgetting factor; sliding window; Kalman filter; short-term predictions; water flows; Mathematics and Statistics;

    Sammanfattning : The Kalix River, located in the northern part of Sweden, experiences a slowdown in water flow during cold winters. However, in spring, when snow and ice melt in the mountains, the water flow starts to increase. Towards the end of spring, there is usually a rapid and unpredictable surge in water flow known as the spring flood. LÄS MER

  5. 24. Forecasting airline revenue across markets with machine learning

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Stylianos Sidiropoulos; [2023]
    Nyckelord :;

    Sammanfattning : Sales forecasting is an important aspect of business strategy, as it helps companies make informed decisions for their business development. With the rise of machine learning and AI, companies are using statistical and machine learning models to forecast short-term and long-term sales more accurately. LÄS MER

  7. 25. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Nadine Eklund; [2023]
    Nyckelord :Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

    Sammanfattning : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. LÄS MER