Sökning: "LASSO"

Visar resultat 1 - 5 av 67 uppsatser innehållade ordet LASSO.

  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. House Price Prediction

    Kandidat-uppsats, Högskolan Kristianstad/Fakulteten för naturvetenskap; Högskolan Kristianstad/Fakulteten för naturvetenskap

    Författare :Nawar Aghi; Ahmad Abdulal; [2020]
    Nyckelord :Multiple linear regression; Lasso Regression; Ridge Regression; Random Forest Regression; Artificial Neural Network; Machine Learning; House Price Prediction;

    Sammanfattning : This study proposes a performance comparison between machine learning regression algorithms and Artificial Neural Network (ANN). The regression algorithms used in this study are Multiple linear, Least Absolute Selection Operator (Lasso), Ridge, Random Forest. LÄS MER

  3. 3. Predicting deliveries from suppliers : A comparison of predictive models

    Uppsats för yrkesexamina på avancerad nivå, Mittuniversitetet/Institutionen för informationssystem och –teknologi

    Författare :Marcus Sawert; [2020]
    Nyckelord :Production planning; Supply; Deliveries; Prediction; Linear regression; Ridge regression; Lasso; Elastic net;

    Sammanfattning : In the highly competitive environment that companies find themselves in today, it is key to have a well-functioning supply chain. For manufacturing companies, having a good supply chain is dependent on having a functioning production planning. The production planning tries to fulfill the demand while considering the resources available. LÄS MER

  4. 4. A statistical analysis of gender representation in Swedish political reporting

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Vera Lindén; [2020]
    Nyckelord :gender; politics; quantitative text analysis;

    Sammanfattning : This thesis examines gender representation in Swedish political media using text data from Dagens Nyheter (DN), Sweden's largest daily newspaper. Descriptive statistics and regression analysis provide evidence that there are discrepancies in the amount of coverage that men and women receive; both in terms of number of articles, and article length. LÄS MER

  5. 5. Fuktprediktion i Slig : En studie i användbarhet av statistiska modeller för fuktprediktion i finkrossad järnhaltig malm

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Fredrik Orrmalm; [2020]
    Nyckelord :Prediktion; fuktprediktion; vattenmängd; Statistiska modeller; fukthalt; slig; prediktion i process; onlineprediktion;

    Sammanfattning : BackgroundLKAB has struggled for years with measuring the amount of water that fines are containing when it leaves the filters. This is desirable because if the watercontent could be measured it would be easier to keep it stable on a suitable level and the waste in the process could be reduced. LÄS MER