Sökning: "Non-Stationary"

Visar resultat 1 - 5 av 75 uppsatser innehållade ordet Non-Stationary.

  1. 1. INFLATION ANDINTEREST : What does high inflation imply?

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Hugo Sjövall; [2024]
    Nyckelord :;

    Sammanfattning : The objective of this paper is to examine the general relationship between the year-onyear inflation-rate and nominal interest rates, contributing to a better understanding of what high inflation implies for nominal rates. Although a heavily researched topic, economists still seem far from a consensus regarding the relation between these two variables; some papers suggest a strong relationship – while others reject the idea of an empirically observable relationship altogether. LÄS MER

  3. 2. A Borel-Cantelli lemma for non-stationary dynamical systems

    Master-uppsats, Lunds universitet/Matematik LTH

    Författare :Teodor Åberg; [2023]
    Nyckelord :Borel-Cantelli lemmas; Dynamical systems; Mathematics and Statistics;

    Sammanfattning : In this thesis we present a Borel–Cantelli lemma for dynamical systems such that the dynamics driving the system varies with time. These results are largely based on a decomposition of transfer operators produced by Rychlik. Some limitations on the structure of sequences that is necessary for the results is given some discussion. LÄS MER

  4. 3. Identifying Fundamental Characteristics of Shock Nonstationarity using MMS Measurements : Identifying and Distinguishing Non-stationary Behaviour Through the Magnetic Field Gradient in Quasi-perpendicular Shocks

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Hannah Wik; [2023]
    Nyckelord :Space; Space Plasma Physics; Collisionless Shocks; MMS; Non-stationarity; Shock Reformation; Rippling; Bow Shock; Solar Wind; Rymd; Rymdfysik; Kollisionsfria chocker; MMS; Icke-stationär; Reformation; Bogchock; Solvind;

    Sammanfattning : Collisionless shocks are widespread phenomena in the universe, and understanding the mechanisms behind their energy dissipation, with a rare number of collisions between particles, remains a significant unresolved question. The Earth’s bow shock provides an excellent opportunity to study this phenomena in situ. LÄS MER

  5. 4. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Adriano Mundo; [2023]
    Nyckelord :Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

    Sammanfattning : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. LÄS MER

  7. 5. Estimating the Market Risk Exposure through a Factor Model with Random Effects

    Master-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Författare :Lukas Börjesson; [2022]
    Nyckelord :Market risk exposure; non-stationary market risk exposure; non-stationary idiosyncratic risk; factor model; linear regression; linear mixed model; random effects; mixture of gaussians.;

    Sammanfattning : In this thesis, we set out to model the market risk exposure for 251 stocks in the S&P 500 index, during a ten-year period between 2011-04-30 and 2021-03-31. The study brings to light a model not often mentioned in the scientific literature focused on market risk estimation, the linear mixed model. LÄS MER