Sökning: "conditional performance"

Visar resultat 1 - 5 av 116 uppsatser innehållade orden conditional performance.

1. 1. Predicting Counter-Strike Matches using Machine Learning Models

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Erik Broms; William Nordansjö; [2024]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : Sports betting is a widespread industry where predictive modeling play a big role. The goal of this thesis is to explore the possibilities of machine learning within the realm of e-sport prediction. The data used for this thesis is publicly available data was recorded over a three year period. LÄS MER

3. 2. Volatility Forecasting - A comparative study of different forecasting models.

   Kandidat-uppsats,

   Författare :Emil Sturesson; Anton Wennström; [2023-06-29]
   Nyckelord :Volatility; GARCH; EGARCH; t-GAS; HAR-RV; Realized GARCH; Volatility Forecasting; Volatility Modelling;

   Sammanfattning : This study evaluates the out-of-sample forecasting performance of different volatility mod- els. When applied to XACT OMXS30, we use GARCH(1,1), EGARCH(1,1), and t- GAS(1,1) to forecast squared daily returns while Realized GARCH(1,1) and HAR-RV are used to forecast Realized Variance. LÄS MER

4. 3. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Khaled Jrideh; [2023-05-26]
   Nyckelord :;

   Sammanfattning : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. LÄS MER

5. 4. ASSESSING PREDICTION CONDITIONS ANDSEQUENTIAL CLASSIFICATION IN ICU SEPSISPREDICTION

   Master-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Petter Lind; [2023]
   Nyckelord :Sepsis Prediction; Sequential Prediction; Conditional Predictions; XGBoost;

   Sammanfattning : Patients admitted to intensive care units (ICUs) often have a higher risk of sepsis due to weakened immune systems. Early sepsis diagnosis is crucial for timely treatment, emphasizing the need to improve the predictive capabilities of sepsis prediction models. LÄS MER

7. 5. Exploring Young Adults' Relationship to Forest Visits in Sweden: A Grounded Theory Study with Implications for Policy Planning

   Master-uppsats, Lunds universitet/Socialmedicin och global hälsa

   Författare :Helena Gullberg; [2023]
   Nyckelord :Forest visits; Young adults; Adolescents; Outdoor recreation; Policy Planning; Policy Implementation; Mental Health; Medicine and Health Sciences;

   Sammanfattning : Background: Mental illness is a significant public health issue among young adults in Sweden, who are also spending less time in nature despite its proven positive health effects. However, there is limited research on young adults’ relationship with forest visits from a mental health perspective. LÄS MER