Sökning: "Dimension reduction"

Visar resultat 1 - 5 av 90 uppsatser innehållade orden Dimension reduction.

  1. 1. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
    Nyckelord :Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

    Sammanfattning : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. LÄS MER

  2. 2. Three Perspectives of Schiemann’s Theorem

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Felix Rydell; [2020-06-23]
    Nyckelord :Lattice theory; Minkowski reduction; flat torus; isospectrality; spectral determination; positive definite quadratic forms; Alexander Schiemann.;

    Sammanfattning : Interest in the field of spectral geometry, the study of how analytic and geometric properties ofmanifolds are related, was sparked when Marc Kac in 1966 asked the question “can one hear theshape of a drum?”. One of the problems that garnered attention because of this was whether theLaplace spectrum of a flat torus determines its shape, even though it was not new. LÄS MER

  3. 3. Text mining Twitter social media for Covid-19 : Comparing latent semantic analysis and latent Dirichlet allocation

    Kandidat-uppsats, Högskolan i Gävle/Avdelningen för datavetenskap och samhällsbyggnad

    Författare :Hassan Sheikha; [2020]
    Nyckelord :Data mining; Text mining; artificial intelligence; Natural language processing; Latent Semantic Analysis; Latent Dirichlet Allocation; KMeans; HDBSCAN; Dimension reduction;

    Sammanfattning : In this thesis, the Twitter social media is data mined for information about the covid-19 outbreak during the month of March, starting from the 3’rd and ending on the 31’st. 100,000 tweets were collected from Harvard’s opensource data and recreated using Hydrate. LÄS MER

  4. 4. Optimal Time-Varying Cash Allocation

    Master-uppsats, KTH/Matematisk statistik

    Författare :David Olanders; [2020]
    Nyckelord :Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Sammanfattning : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. LÄS MER

  5. 5. Image Reconstruction Techniques using Kaiser Window in 2D CT Imaging

    Master-uppsats, Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE); Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Författare :Md Monowarul Islam; Muftadi Ullah Arpon; [2020]
    Nyckelord :CT Imaging; Parallel-Beam Projection; 2D FFT; Radon Transform; Filters; Window Functions; Kaiser window; Inverse Fourier Transform; FBP.;

    Sammanfattning : The traditional Computed Tomography (CT) is based on the Radon Transform and its inversion. The Radon transform uses parallel beam geometry and its inversion is based on the Fourier slice theorem. LÄS MER