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Visar resultat 1 - 5 av 15 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Nyckelord :Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Sammanfattning : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. LÄS MER

  3. 2. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    Kandidat-uppsats, Uppsala universitet/Statistik, AI och data science

    Författare :Yuta Sakiyama; [2023]
    Nyckelord :;

    Sammanfattning : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. LÄS MER

  4. 3. Analys och modellering av sannolikheterna för utfallen i en fotbollsmatch utifrån matchstatistik

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Filip Wikblad; Oskar Hansson; [2022]
    Nyckelord :statistics; applied mathematics; multinomial logistic regression; betting; statistik; tillämpad matematik; multinomial logistisk regression; betting;

    Sammanfattning : Studien undersöker vilken modell som bäst modellerar matchutfallet (1,X,2 - Hemmavinst, Oavgjort, Bortavinst) på en fotbollsmatch utifrån matchstatistik. Datan som analyserats är sammanställd från den engelska fotbollens tre högsta divisioner från 2005 och framåt. LÄS MER

  5. 4. Genre-based Video Clustering using Deep Learning : By Extraction feature using Object Detection and Action Recognition

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Abhinay Vellala; [2021]
    Nyckelord :Bag-of-features; Object detection; Action recognition; Multinomial mixture model;

    Sammanfattning : Social media has become an integral part of the Internet. There have been users across the world sharing content like images, texts, videos, and so on. There is a huge amount of data being generated and it has become a challenge to the social media platforms to group the content for further usage like recommending a video. LÄS MER

  7. 5. Comparison of Multiple Models for Diabetes Using Model Averaging

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Institutionen för farmaci

    Författare :Alex Al-Mashat; [2021]
    Nyckelord :pharmacometrics; population pharmacokinetics; pop-pk; pop-PK diabetes; model averaging; MA; cross-validation; cv; CV; akaike information criterion; Akaike; aic; AIC; MPG; mpg; FPG; fpg; FPI; fpi; HbA1c; hba1c; farmakometri; populationsfarmakokinetik; diabetes; model averaging; MA; cross-validation; cv; CV; akaike; Akaike; aic; AIC; MPG; mpg; FPG; fpg; FPI; fpi; HbA1c; hba1c;

    Sammanfattning : Pharmacometrics is widely used in drug development. Models are developed to describe pharmacological measurements with data gathered from a clinical trial. The information can then be applied to, for instance, safely establish dose-response relationships of a substance. LÄS MER