Sökning: "external regressor"
Hittade 4 uppsatser innehållade orden external regressor.
1. Forecasting daily stock market trading volume using Machine Learning
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Today, brokers within the stock market brokerage industry are having difficulties with accurately forecasting the trading volume that is conducted by their customers. This is especially a problem during periods of exceptionally high or low trading volumes. LÄS MER
2. Portfolio Optimization : A DCC-GARCH forecast with implied volatility
Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Sammanfattning : This thesis performs portfolio optimization using three allocation methods, Certainty Equivalence Tangency (CET), Global Minimum Variance (GMV) and Minimum Conditional Value-at-Risk (MinCVaR). We estimate expected returns and covariance matrices based on 7 stock market indices with a DCC-GARCH model including an ARMA (1. LÄS MER
3. Univariate GARCH models with realized variance
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : This essay investigates how realized variance affects the GARCH-models (GARCH, EGARCH, GJRGARCH) when added as an external regressor. The GARCH models are estimated with three different distributions; Normal-, Student’s t- and Normal inverse gaussian distribution. LÄS MER
4. Hand Detection and Pose Estimation using Convolutional Neural Networks
Master-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)Sammanfattning : This thesis examines how convolutional neural networks can applied to the problem of hand detection and hand pose estimation. Two families of convolutional neural networks are trained, aimed at performing the task of classification or regression. The networks are trained on specialized data generated from publicly available datasets. LÄS MER