Sökning: "Stationarity"

Visar resultat 1 - 5 av 59 uppsatser innehållade ordet Stationarity.

  1. 1. Artificial Neural Networks for Financial Time Series Prediction

    Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

    Författare :Dana Malas; [2023]
    Nyckelord :artificial neural networks; time series analysis; deep learning; finance; long short-term memory; simple moving average;

    Sammanfattning : Financial market forecasting is a challenging and complex task due to the sensitivity of the market to various factors such as political, economic, and social factors. However, recent advances in machine learning and computation technology have led to an increased interest in using deep learning for forecasting financial data. LÄS MER

  3. 2. A Framework to Model Bond Liquidity

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alan Issa; [2023]
    Nyckelord :Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Sammanfattning : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. LÄS MER

  4. 3. Investigating the Impact of Air Pollution, Meteorology, and Human Mobility on Excess Deaths during COVID-19 in Quito : A Correlation, Regression, Machine Learning, and Granger Causality Analysis

    Master-uppsats, Högskolan Dalarna/Institutionen för information och teknik

    Författare :Waleed Tariq; Sehrish Naqvi; [2023]
    Nyckelord :Granger Causality; Gradient Boosting Machine; Lasso Regression; Excess Deaths; Correlation Analysis; Stationarity;

    Sammanfattning : Air pollution and meteorological conditions impact COVID-19 mortality rates. This research studied Quito, Ecuador, using Granger causality tests and regression models to investigate the relationship between pollutants, meteorological variables, human mobility, and excess deaths. LÄS MER

  5. 4. The Impact of Foreign Direct Investments on the Swedish Housing Market

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :David Andreasson; Fredrik Elm; [2023]
    Nyckelord :Foreign direct investment; Sweden; Real estate; Housing; Globalization; Regulation; Utländska direkta investeringar; Sverige; Fastigheter; Bostäder; Globalisering; Reglering;

    Sammanfattning : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. LÄS MER

  7. 5. 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