Sökning: "a random walk"
Visar resultat 1 - 5 av 146 uppsatser innehållade orden a random walk.
1. A Comparative Investigation of Classical Random and Quantum Walks in Terms of Algorithms, Implementation, and Characteristics
Master-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : In recent years, there has been a significant development in high performance computing, driven by advances in hardware and software technology. The performance of the computers to the present has improved in accordance with Moore’s law, on the other hand, it seems to be reaching the limits in the near future. LÄS MER
2. Spatio-temporal analysis of COVID-19 in Västra Götaland, Sweden
Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaperSammanfattning : Spatio-temporal analysis of COVID-19 data with the two different statistical approaches is the main objective of this thesis. The first classical approach, the Endemic-Epidemic framework (Held et al., 2005) is a class of multivariate time-series models for the incidence counts, obtained from the surveillance systems. LÄS MER
3. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. LÄS MER
4. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). LÄS MER
5. Artificial Neural Networks for Financial Time Series Prediction
Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskapSammanfattning : 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