Sökning: "autoregressiva modeller"

Visar resultat 1 - 5 av 15 uppsatser innehållade orden autoregressiva modeller.

  1. 1. Credit Index Forecasting: Stability of an Autoregressive Model

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Melker Wallén; Erik Grimlund; [2023]
    Nyckelord :Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

    Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER

  3. 2. Channel Estimation and Power Control Algorithms in the Presence of Channel Aging

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

    Författare :Yan Bixing; [2023]
    Nyckelord :Fading channel; auto-regressive model; power allocation; uncrewed aerial vehicle networks; Fading kanal; auto-regressiv modell; krafttilldelning; obemannade flygfordonsnätverk;

    Sammanfattning : Power allocation algorithms that determine how much power should be allocated to pilot and data symbols play an important role in addressing the trade-off between accurate channel estimation and high high spectral efficiency for data symbols in the presence of time-varying fading channels. Dealing with this trade-off is highly non-trivial when the channel changes or ages rapidly in time. LÄS MER

  4. 3. Algorithmic Approaches to Output Prediction in a Virtual Power Plant

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

    Författare :Johannes Rosing; Oscar Ekhed; [2023]
    Nyckelord :Autoregressive Models; Deep Learning; Machine Learning; Power Output; Random Forest Regression; Strategic Recommendations; Support Vector Regression; Virtual Power Plant;

    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

  5. 4. Attention based Knowledge Tracing in a language learning setting

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

    Författare :Sebastiaan Vergunst; [2022]
    Nyckelord :Knowledge Tracing; Exercise Recommendation; Personalised Learning; Recurrent Neural Network; Attention; Self-Attention; Exercise Embedding; Kunskapsspårning; Övningsrekommendation; Personligt Anpassad Inlärning; Rekurrenta Neurala Nätverk; Uppmärksamhet; Självuppmärksamhet; Övningsembedding;

    Sammanfattning : Knowledge Tracing aims to predict future performance of users of learning platforms based on historical data, by modeling their knowledge state. In this task, the target is a binary variable representing the correctness of the exercise, where an exercise is a word uttered by the user. LÄS MER

  7. 5. Modeling the Relation Between Implied and Realized Volatility

    Master-uppsats, KTH/Matematisk statistik

    Författare :Tobias Brodd; [2020]
    Nyckelord :Volatility; implied volatility; realized volatility; machine learning; applied mathematics; financial mathematics; neural networks; ann; lstm; ar; har; ornstein uhlenbeck; Volatilitet; implicit volatilitet; realiserad volatilitet; maskininlärning; tillämpad matematik; finansiell matematik; neurala nätverk; ann; lstm; ar; har; ornstein uhlenbeck;

    Sammanfattning : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. LÄS MER