Sökning: "autocorrelation"
Visar resultat 1 - 5 av 115 uppsatser innehållade ordet autocorrelation.
1. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019
Kandidat-uppsats,Sammanfattning : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. LÄS MER
2. The effect of autocorrelation when performing theapproximated permutation test
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : In meteorology, permutation tests are a commonly recommended tool because standard paramet-ric methods of inference often is insufficient when analysing weather. Therefore other methodswith less stringent assumptions like permutation testing is used. LÄS MER
3. Spin-Glass Behaviour in Ordered Solids
Kandidat-uppsats, Uppsala universitet/MaterialteoriSammanfattning : The spin-glass is a peculiar magnetic phase, exhibiting non-trivial dynamics at low temperatures, characterized by an continuously evolving state without long-range order. The behavior requires some degree of disorder to occur, often in the way of impurities or random exchange energy between the spins. LÄS MER
4. Geographic polarization and clustering of partisan voting: A local-level analysis of Stockholm Municipality
Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapSammanfattning : In the last decade, the topic of political polarization has become a growing concern within academic and public debate. Many highlight the linkage between increased political polarization and democratic problems such as political tribalism and uncivil activism. It is also argued to be a global phenomenon. LÄS MER
5. Algorithmic Approaches to Output Prediction in a Virtual Power Plant
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Virtual Power Plants (VPPs) are an emerging form of technology that allows owners of electricity producing appliances, such as electric vehicles, to partake in a pool of producers of sustainable energy. The Swedish electricity grid owner Svenska Kraftnät hosts a platform where VPPs act as intermediaries between energy producing customers and third party buyers. LÄS MER