Sökning: "ARIMA modeller"

Visar resultat 16 - 20 av 34 uppsatser innehållade orden ARIMA modeller.

  1. 16. Evaluering av LASSO och ARIMA algoritmerna för prognostisering i den finansiella marknaden

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Andrej Wilczek; Oskar Erlandsson; [2019]
    Nyckelord :;

    Sammanfattning : Att förutspå händelser i aktiemarknaden anses vara en särskilt utmanande uppgift på grund av dess komplexitet och volatilitet. I detta projekt utvärderar vi befintliga maskininlärningsalgoritmer som metoder för modellering och prognostisering i finansmarknaden. LÄS MER

  3. 17. Short term traffic speed prediction on a large road network

    Master-uppsats, KTH/Matematisk statistik

    Författare :Titing Cui; [2019]
    Nyckelord :;

    Sammanfattning : Traffic flow speed prediction has been an important element in the application of intelligent transportation system (ITS). The timely and accurate traffic flow speed prediction can be utilized to support the control, management, and improvement of traffic conditions. LÄS MER

  4. 18. Anomaly Detection for Portfolio Risk Management : An evaluation of econometric and machine learning based approaches to detecting anomalous behaviour in portfolio risk measures

    Master-uppsats, KTH/Nationalekonomi

    Författare :Simon Westerlind; [2018]
    Nyckelord :Anomaly detection; Outlier Detection; Portfolio management; Risk management; Value-at-Risk; HTM; EWMA; ARIMA; LSTM; GARCH; Anomalidetektering; Avvikelsedetektering; Portföljhantering; Riskhantering; Valueat-Risk; HTM; EWMA; ARIMA; LSTM; GARCH;

    Sammanfattning : Financial institutions manage numerous portfolios whose risk must be managed continuously, and the large amounts of data that has to be processed renders this a considerable effort. As such, a system that autonomously detects anomalies in the risk measures of financial portfolios, would be of great value. LÄS MER

  5. 19. FX Trading Using Gaussian Processes

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ahmed Daadooch; [2018]
    Nyckelord :Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

    Sammanfattning : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. LÄS MER

  7. 20. An evaluation of deep neural network approaches for traffic speed prediction

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

    Författare :Cosar Ghandeharioon; [2018]
    Nyckelord :Deep Learning; Regression; Time Series; LSTM; Neural decomposition.; Djupinlärning; Regression; Tidsserier; LSTM; Neural dekomposition.;

    Sammanfattning : The transportation industry has a significant effect on the sustainability and development of a society. Learning traffic patterns, and predicting the traffic parameters such as flow or speed for a specific spatiotemporal point is beneficial for transportation systems. LÄS MER