Sökning: "forecasting"

Visar resultat 21 - 25 av 1252 uppsatser innehållade ordet forecasting.

  1. 21. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Gustav Jacobsson; Oscar Klersell; [2023]
    Nyckelord :Economic Policy Uncertainty EPU ; Excess stock returns; Out-of-sample forecasting; Random walk; Sweden;

    Sammanfattning : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). LÄS MER

  3. 22. On Predicting Price Volatility from Limit Order Books

    Master-uppsats, Uppsala universitet/Matematiska institutionen

    Författare :Reza Dadfar; [2023]
    Nyckelord :General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Sammanfattning : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. LÄS MER

  4. 23. 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

  5. 24. Machine Learning Approaches to Macroeconomic Forecasting; An Application toSwedish Inflation

    Magister-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Yomi Popoola; [2023]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  7. 25. Monthly heatwave prediction in Sweden based on Machine Learning techniques with remote sensing data

    Master-uppsats, KTH/Hållbar utveckling, miljövetenskap och teknik

    Författare :Zhuoran Li; [2023]
    Nyckelord :Heatwave Prediction; Sweden; Machine Learning; Remote Sensing Data; Värmebölja förutsägelse; Sverige; Maskininlärning; Fjärravkänningsdata;

    Sammanfattning : Heatwave events as a kind of extreme climate event, have plagued the human race for the past few years. It severely influences people’s life quality, sometimes even leads to some serious diseases. In order to alleviate the possible damages heatwave events can do, some targeted actions are necessary and forecasting heatwaves is one of them. LÄS MER