Sökning: "LASSO-regression"
Visar resultat 1 - 5 av 30 uppsatser innehållade ordet LASSO-regression.
1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. LÄS MER
2. Evaluating a LSTM model for bankruptcy prediction with feature selection
Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för system- och rymdteknikSammanfattning : Bankruptcy prediction is an important research topic. The cost of incorrect decision making in companies and financial institutions can be great and could affect large parts of society. But while it is indeed a major research area, there are few studies which consider the effects of feature selection. LÄS MER
3. Hållbarhetsbetyget ESG - är spelreglerna desamma för alla?
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : The growing expansion of importance amid financial stakeholders regarding sustainability has led to an extended demand and need of reliable reporting amongst sustainability metrics. Previous research and information about ESG reporting and how ESG ratings are calculated are flawed. LÄS MER
4. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenSammanfattning : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. LÄS MER
5. Capturing time variation within systemic risk estimation
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Systemic risk can be defined as the risk to the whole financial system. Financial institutions may contribute more or less to this risk, and measuring the systemic risk contributions of institutions is of central importance for regulators. LÄS MER