Sökning: "forecasting"
Visar resultat 11 - 15 av 1252 uppsatser innehållade ordet forecasting.
11. Volatility Forecasting - A comparative study of different forecasting models.
Kandidat-uppsats,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
12. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. LÄS MER
13. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. LÄS MER
14. Seasonal Variability of Ice Nucleating Particles (INP) in Southern Sweden
Master-uppsats, Göteborgs universitet / Institutionen för biologi och miljövetenskapSammanfattning : Cloud ice crystals are formed by ice-nucleating particles (INPs). The micro-physical properties of clouds, precipitation formation and the life cycle of clouds are strongly influenced by the presence or absence of ice. Therefore knowledge of atmospheric INP concentrations is crucial to improve weather forecasting and climate projections. LÄS MER
15. Prognostisering av framtida materialbehov i ERP-system : En fallstudie på Wexiödisk AB
Uppsats för yrkesexamina på grundnivå, Linnéuniversitetet/Institutionen för maskinteknik (MT)Sammanfattning : Utvecklingen av teknologin i dagens industrier förändras snabbt och för att bibehålla verksamhetens konkurrenskraft är det viktigt att förstå kundernas behov. Prognostisering är förväntat framtida behov baserad på historisk data. LÄS MER
