Sökning: "Moving Average"

Visar resultat 1 - 5 av 196 uppsatser innehållade orden Moving Average.

  1. 1. Machine Learning Technique for Beam Management in 5G NR RAN at mmWave Frequencies

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Joel Bill; Gustav Fahlén; [2020]
    Nyckelord :Machine Learning; Reinforcement Learning; Beam Management; Beam Tracking; mmWaves; Technology and Engineering;

    Sammanfattning : Ericsson has an interest in investigating if the fast-growing concept known as machine learning can be applied to beam management, in a 5G NR environment using mmWave frequencies. Because of the high path-loss at mmWave frequencies and high throughput demands of 5G NR systems it is crucial to the UE to always stay connected to the most suitable beam, to provide highest possible throughput. LÄS MER

  2. 2. Performance Evaluation of JavaScript Rendering Frameworks

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Adam Lindberg; [2020]
    Nyckelord :web; javascript; visualization; rendering; svg; canvas; webgl; d3; pixi;

    Sammanfattning : When developing interactive web applications a number of different technologies and frameworks could be used. This thesis is set to evaluate a number of popular frameworks that are using different native web rendering techniques. LÄS MER

  3. 3. Evaluation of decentralized ventilation system with heat recovery

    M1-uppsats, Lunds universitet/Energi och ByggnadsDesign; Lunds universitet/Institutionen för arkitektur och byggd miljö

    Författare :Sunkavalli Kowshik Chowdary; [2020]
    Nyckelord :Decentralized ventilation; airflow; air draught; heat exchangers; tracer gas; Technology and Engineering;

    Sammanfattning : Humans spend 90% of their times indoors, and maintaining a pleasant indoor environment is essential. Factors like human behaviour, combustion sources, cleaning supplies, affect the indoor environment, which could potentially affect the human health.the most common answer to controlling the indoor environment is a good HVAC system. LÄS MER

  4. 4. Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and Markowitz

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Aron Andersson; Shabnam Mirkhani; [2020]
    Nyckelord :Recurrent Neural network RNN ; long short-term memory LSTM ; portfolio optimization; markowitz; exponential moving average; sharpe ratio; heteroskedasticity; Markowitz;

    Sammanfattning : The stock market is a non-linear field, but many of the best-known portfolio optimization algorithms are based on linear models. In recent years, the rapid development of machine learning has produced flexible models capable of complex pattern recognition. LÄS MER

  5. 5. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

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

    Författare :Peter Johansson; [2019-01-22]
    Nyckelord :Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Sammanfattning : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. LÄS MER