Sökning: "forecasting"

Visar resultat 31 - 35 av 1252 uppsatser innehållade ordet forecasting.

  1. 31. 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

  3. 32. Forecasting Swedish FCR-D Prices using Penalized Multivariate Time Series Techniques

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Franz Lennart Wunderlich; Sebastian Brugger; [2023]
    Nyckelord :Swedish Energy Market; Multivariate Time-Series; Lasso; Forecasting; Noise Filtering; Business and Economics;

    Sammanfattning : The Swedish energy market is becoming more and more sustainable, with an increasing volume and number of diversified energy sources being continuously added to the mix. To stabilize the grid frequency, auctions are held to offer energy providers incentives to produce or consume energy on short notice. LÄS MER

  4. 33. Understanding Sales Performance Using Natural Language Processing - An experimental study evaluating rule-based algorithms in a B2B setting

    Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

    Författare :Angelica Smedberg; [2023]
    Nyckelord :NLP; Sentiment Analysis; Ruled-based algorithms; TextBlob; VADER; Naïve Bayes; Machine Learning;

    Sammanfattning : Natural Language Processing (NLP) is a branch in data science that marries artificial intelligence with linguistics. Essentially, it tries to program computers to understand human language, both spoken and written. Over the past decade, researchers have applied novel algorithms to gain a better understanding of human sentiment. LÄS MER

  5. 34. Can Machine Learning improve inflation forecasting?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Emil Hansson; [2023]
    Nyckelord :Inflation Forecast; Machine Learning; Rolling Window; Time Series; Business and Economics;

    Sammanfattning : This paper aims to compare and evaluate the performance of inflation forecasting performance for benchmark time series models and machine learning models. The process is performed for both a developed economy, the US, and an emerging economy, Mexico. LÄS MER

  7. 35. Dataset characteristics effect on time series forecasting : comparison of statistical and deep learning models

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för informationsteknologi

    Författare :Adam Ahlman; Adam Taylor; [2023]
    Nyckelord :Time Series; Forecasting;

    Sammanfattning : Time series are points of data measured throughout time in equally spaced periods. They present characteristics such as level, noise, trend, seasonality, and outliers. Time series forecasting is the attempt to predict single or multiple future values. LÄS MER