Sökning: "Moving Average"
Visar resultat 1 - 5 av 196 uppsatser innehållade orden Moving Average.
- Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik
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
- Master-uppsats, Linköpings universitet/Institutionen för datavetenskap
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
- M1-uppsats, Lunds universitet/Energi och ByggnadsDesign; Lunds universitet/Institutionen för arkitektur och byggd miljö
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. Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and MarkowitzMaster-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
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
- Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
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