Sökning: "Prediction Interval"

Visar resultat 6 - 10 av 69 uppsatser innehållade orden Prediction Interval.

  1. 6. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Karl Tingstedt; [2022]
    Nyckelord :SV; ARCH; GARCH; TARCH; EGARCH; HARRV; IV; RV; Integrated Volatility; TINA;

    Sammanfattning : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. LÄS MER

  3. 7. A machine learning approach leveraging technical- and sentiment analysis to forecast price movements in major crypto currencies

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Ludvig Harting; Nils Åkesson; [2022]
    Nyckelord :Artifical Neural Network; Crypto; Sentiment Analysis; Twitter; Technical Analysis; Bitcoin; Ether; Litecoin; Artificiellt Neuronnät; Kryptovalutor; Sentimentsanalys; Twitter; Teknisk Analys; Bitcoin; Ether; Litecoin;

    Sammanfattning : This paper uses a back-propagating neural network (BPN) to predict the price movements of major crypto currencies, leveraging technical factors as well as measurements of collective sentiment derived from the micro-blogging network Twitter. Our dataset consists of daily, hourly and minutely price levels for Bitcoin, Ether and Litecoin along with 8 popular technical indicators, as well as all tweets with the currencies' cash tags during respective time periods. LÄS MER

  4. 8. Heat Storage in Buildings : Achieving thermal peak shaving through indoor temperature flexibility

    Uppsats för yrkesexamina på avancerad nivå, Mälardalens universitet/Framtidens energi

    Författare :Mathilda Cederblad; August Dahlberg; [2022]
    Nyckelord :Building thermal model; Short-term thermal storage; Grey-box model; District heating;

    Sammanfattning : Buildings are currently controlled in a sub optimal way, using a WC controller that is dependent only on the external temperature. A rich amount of real-time data from installed sensors is available within the buildings and the network and can be used to counteract this. LÄS MER

  5. 9. Audio Thermometer : Determining Water Temperature By Its Sound

    Kandidat-uppsats,

    Författare :Hannes Rohlin; Jesper Thulin; [2022]
    Nyckelord :Sound; Water; Temperature; Machine Learning; Thermometer; Audio; FFT; Ljudtermometer; Ljud; Vatten; Temperatur; Maskininlärning; Termometer; Ljud; FFT;

    Sammanfattning : In this project, the temperature of water was to be determined by recording the sound made whilst being poured into a container. The goal was set to achieve an accuracy of at least 80% of measurements should be predicted within ±10°C and a negligible amount outside ±20°C. LÄS MER

  7. 10. Non-Destructive Biomass and Relative Growth Rate Estimation in Aeroponic Agriculture using Machine Learning

    Master-uppsats, Lunds universitet/Matematik LTH

    Författare :Oskar Åström; [2022]
    Nyckelord :Machine Learning; Image Analysis; Aeroponics; Hydroculture; Relative Growth Rate; Multi-variate Regression; Neural Network; ResNet; Plant Growth; Plant Physiology; Technology and Engineering;

    Sammanfattning : Optimising plant growth in a controlled climate requires good measurements of both biomass (measured in grams) and relative growth rate (measured in grams of growth per day and gram of plant). In order to do this efficiently and continuously on an individual level during plant development, this has to be done non-destructively and without frequent and labor intensive weighing of plant biomass. LÄS MER