Sökning: "Viktad linjär regression"
Visar resultat 1 - 5 av 6 uppsatser innehållade orden Viktad linjär regression.
1. Traffic State Estimation on Swedish Highways : Model Comparison using Multisource Data
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Due to the escalating demand for traffic information and management, the significance of traffic state estimation, which involves the assessment of traffic conditions on road segments with limited measurement data, is increasing. Two primary estimation methods are model-driven and data-driven. LÄS MER
2. Robust Portfolio Optimization with Correlation Penalties
Master-uppsats, KTH/Matematisk statistikSammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER
3. A Model for Estimating Short Interest
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. LÄS MER
4. Regulariserad linjär regression för modellering av företags valutaexponering
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Inom fondförvaltning används kvantitativa metoder för att förutsäga hur företags räkenskaper kommer att förändras vid nästa kvartal jämfört med motsvarande kvartal året innan. Banken SEB använder i dag multipel linjär regression med förändring av intäkter som beroende variabel och förändring av valutakurser som oberoende variabler. LÄS MER
5. A comparative study on Linear Regression and Neural Networks for estimating order quantities of powder blends
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : This degree project, conducted at Sandvik Coromant, aims to predict powder blend inventory needs based on order quantity prognoses that are made by customers. Two different machine learning approaches were used; linear regression and neural network regression. LÄS MER