Sökning: "Ellis Larson"

Hittade 2 uppsatser innehållade orden Ellis Larson.

  1. 1. Volatility Forecasting using GARCH Processes with Exogenous Variables

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ellis Larson; [2022]
    Nyckelord :Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Sammanfattning : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. LÄS MER

  3. 2. Spectral clustering for Meteorology

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

    Författare :Ellis Larson; Nelly Åkerblom; [2021]
    Nyckelord :;

    Sammanfattning : Climate is a tremendously complex topic, affecting many aspects of human activity and constantly changing. Defining some structures and rules for how it works is thereof of the utmost importance even though it might only cover a small part of the complexity. LÄS MER