Sökning: "forecasting accuracy"

Visar resultat 11 - 15 av 282 uppsatser innehållade orden forecasting accuracy.

1. 11. Evaluating Brain-Inspired Machine Learning Models for Time Series Forecasting: A Comparative Study on Dynamical Memory in Reservoir Computing and Neural Networks

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

   Författare :Eddie Nevander Hellström; Johan Slettengren; [2023]
   Nyckelord :;

   Sammanfattning : Brain-inspired computing is a promising research field, with potential to encouragebreakthroughs within machine learning and enable us to solve complex problems in a moreefficient way. This study aims to compare the performance of brain-like machine learningalgorithms for time series forecasting. LÄS MER

3. 12. Aktiemarknadsprognoser: En jämförande studie av LSTM- och SVR-modeller med olika dataset och epoker

   Kandidat-uppsats, Malmö universitet/Fakulteten för teknik och samhälle (TS)

   Författare :Mads Nørklit Johansen; Jagtej Sidhu; [2023]
   Nyckelord :Stock Market Prediction; Long-Short Term Memory; Support Vector Regression; Prediction Accuracy; Financial Investments;

   Sammanfattning : Predicting stock market trends is a complex task due to the inherent volatility and unpredictability of financial markets. Nevertheless, accurate forecasts are of critical importance to investors, financial analysts, and stakeholders, as they directly inform decision-making processes and risk management strategies associated with financial investments. LÄS MER

4. 13. A Markovian Approach to Financial Market Forecasting

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Kevin Sun Wang; William Borin; [2023]
   Nyckelord :Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

   Sammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER

5. 14. Initial Orbit Determination of Resident Space Objects From A Passive Optical Imaging System: : Application to Space Situational Awareness

   Master-uppsats, Luleå tekniska universitet/Rymdteknik

   Författare :Jessica McKenna; [2023]
   Nyckelord :Space Situational Awareness; Space Science; Angles-Only Initial Orbit Determination;

   Sammanfattning : The probability of satellite collisions and disintegrations cluttering the near-Earth orbital environmentis ever-growing. This is especially true for the congested Low Earth Orbit (LEO) regime; once a critical density of objects is reached, a collisional cascading is projected to generate runaway growth of theorbital population. LÄS MER

7. 15. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds

   Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Sebastian Mortimore; William Sturehed; [2023]
   Nyckelord :GARCH; ARCH; GJR-GARCH; E-GARCH; ARMA; Government Bonds; Volatility; Loss functions; Fixed Income Market and realized volatility.; ARCH; GARCH; GJR-GARCH; E-GARCH; Statsobligationer och Volatilitet;

   Sammanfattning : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. LÄS MER