Sökning: "exponential moving average"

Visar resultat 11 - 15 av 23 uppsatser innehållade orden exponential moving average.

1. 11. A Comparison of Recurrent Neural Networks Models and Econometric Models for Stock Market Predictions

   Master-uppsats, Umeå universitet/Institutionen för fysik

   Författare :Johan Keskitalo; [2020]
   Nyckelord :Neural Network; Stock market Predictions;

   Sammanfattning : It is well known that the stock market is highly volatile, so stock price prediction is a very challenging task. However, in order to make a profit or to understand the equity market, many investors and researchers use various statistical, econometric, and neural network models to make the best stock price predictions possible. LÄS MER

3. 12. Natural gas storage level forecasting using temperature data

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Daniel Sundin; [2020]
   Nyckelord :Natural gas storage forecasting; Natural gas storage; Natural gas; Storage forecasting; Forecasting; Futures; Futures forecasting; Natural gas futures forecasting; Least squares regression; Regression; Machine learning; Exponential Weighted Moving Average; Moving Average; EWMA; MA; Seasonality; Commodity futures; Optimisation; Inverse problems; Consumption forecasting; Production Forecasting; Residential; Commercial; Industrial; Electric power; NOAA; EIA; Pipelines; Polynomial; Weather stations;

   Sammanfattning : Even though the theory of storage is historically a popular view to explain commodity futures prices, many authors focus on the oil price link. Past studies have shown an increased futures price volatility on Mondays and days when natural gas storage levels are released, which could both implicate that storage levels and temperature data are incorporated in the prices. LÄS MER

4. 13. Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and Markowitz

   Master-uppsats, KTH/Matematisk statistik

   Författare :Aron Andersson; Shabnam Mirkhani; [2020]
   Nyckelord :Recurrent Neural network RNN ; long short-term memory LSTM ; portfolio optimization; markowitz; exponential moving average; sharpe ratio; heteroskedasticity; Markowitz;

   Sammanfattning : The stock market is a non-linear field, but many of the best-known portfolio optimization algorithms are based on linear models. In recent years, the rapid development of machine learning has produced flexible models capable of complex pattern recognition. LÄS MER

5. 14. Anomaly Detection in Streaming Data from a Sensor Network

   Master-uppsats, KTH/Matematisk statistik

   Författare :Egill Vignisson; [2019]
   Nyckelord :Anomaly Detection; Sequential Data; Semi-supervised Learning; Recurrent Neural Network; Applied Mathematics; Anomalidetektion; sekventiell data; halv-övervakad maskininlärning; återkommande neuralt nätverk; tillämpad matematik.;

   Sammanfattning : In this thesis, the use of unsupervised and semi-supervised machine learning techniques was analyzed as potential tools for anomaly detection in the sensor network that the electrical system in a Scania truck is comprised of. The experimentation was designed to analyse the need for both point and contextual anomaly detection in this setting. LÄS MER

7. 15. Effektiv lagerstyrning med AHP och tvådimensionell artikelklassificering : En fallstudie på Permobil AB, Timrå

   Uppsats för yrkesexamina på avancerad nivå, Mittuniversitetet/Avdelningen för informations- och kommunikationssystem

   Författare :Erik Andersson; [2016]
   Nyckelord :Inventory management; forecast; ABC-classification; AHP; layout; material flow.; Lagerstyrning; prognoser; artikelklassificering; AHP; layout; materialflöde;

   Sammanfattning : Costs related to inventory are usually a significant amount of the company’s total assets. Despite this, companies in general don’t pay a lot of interest in it, even if the benefits from effective inventory are obvious when it comes to less tied up capital, increased customer satisfaction and better working environment. LÄS MER