Sökning: "expectation maximisation"
Hittade 3 uppsatser innehållade orden expectation maximisation.
1. Tick data clustering analysis establishing support and resistance levels of the EUR-USD exchange market
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Our aim is to use clustering algorithms in order to compute support and resistance levels within an intra-day trading setting. To achieve this we use a tick data set from the EUR-USD exchange market during 2019 as a measure of market activity. LÄS MER
2. Towards disease progression sub-typing via responsibility sampling for robust expectation-maximisation learning
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : Most diseases have different heterogeneous effects on patients. Broadly, one may conclude what manifested symptoms correspond to which diagnosis, but usually there is more than one disease progression pattern. LÄS MER
3. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. LÄS MER