Sökning: "Time-Varying Effect Models"

Visar resultat 6 - 10 av 10 uppsatser innehållade orden Time-Varying Effect Models.

  1. 6. On the effect of architecture on deep learning based features for homography estimation

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

    Författare :Victor Ähdel; [2018]
    Nyckelord :Machine Learning; Deep Learning; Computer Vision; Keypoints; Interest Points; Features; Homography;

    Sammanfattning : Keypoint detection and description is the first step of homography and essential matrix estimation, which in turn is used in Visual Odometry and Visual SLAM. This work explores the effect (in terms of speed and accuracy) of using different deep learning architectures for such keypoints. LÄS MER

  3. 7. Nonlinear mixed effects models for longitudinal DATA

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Filosofiska fakulteten

    Författare :Raid Mahbouba; [2015]
    Nyckelord :Longitudinal data; machine learning techniques; splines; mixed effects; leverage.;

    Sammanfattning : The main objectives of this master thesis are to explore the effectiveness of nonlinear mixed effects model for longitudinal data. Mixed effect models allow to investigate the nature of relationship between the time-varying covariates and the response while also capturing the variations of subjects. LÄS MER

  4. 8. Stereo Echo Cancellation(SEC) employing Signal Decorrelation with emphasis on Affine Projection Algorithm(APA)

    Master-uppsats, Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskap

    Författare :Santosh Ande; [2013]
    Nyckelord :Affine Projection Algorithm APA ; Stereo Echo Cancellation SEC ; De-correlation; Non-linear Processing NLP ; Time Varying All-Pass Filter TV-APF ; ERLE; MIS.;

    Sammanfattning : Monophonic tele-conferencing systems employ acoustic echo cancellation (AEC) to reduce echoes that result from coupling between loudspeaker and microphone. Acoustic echo cancellation is simple to develope as there is a single channel. LÄS MER

  5. 9. The day-of-the-week effect on stock returns and volatility: The case of Latin America

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Irais Perez Duran; [2010]
    Nyckelord :Day-of-the-week effect; Emerging markets; GARCH; EGARCH; APARCH; Business and Economics;

    Sammanfattning : It has been found that the behavior of stock markets follow patterns that are not necessarily consistent with the Efficient Market Hypothesis. Anomalies have been classified into different groups of which calendar anomalies such as the day-of-the-week effect has been under study for many years. LÄS MER

  7. 10. Cross-Section of Stock Returns: : Conditional vs. Unconditional and Single Factor vs. Multifactor Models

    Master-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Rustam Vosilov; Nicklas Bergström; [2010]
    Nyckelord :Cross-section of stock returns; asset-pricing model empirical tests; CAPM; Fama-French; conditional asset-pricing models; time-varying beta; time-varying risk; conditional beta; cross-sectional regression; time series regression; financial market anomalies; value premium; size premium; momentum effect;

    Sammanfattning : The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. LÄS MER