Sökning: "predictive index"

Visar resultat 16 - 20 av 84 uppsatser innehållade orden predictive index.

  1. 16. Volatility Forecasting using GARCH Processes with Exogenous Variables

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ellis Larson; [2022]
    Nyckelord :Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Sammanfattning : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. LÄS MER

  3. 17. Improving maintenance scheduling with condition monitoring on the electric distribution grid : An economic analysis comparing corrective and predictive maintenance

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

    Författare :Hugo Vincenti; [2022]
    Nyckelord :Condition-based maintenance; predictive maintenance; health index; failure rate; maintenance scheduling; sensors; economic analysis; simulation; Tillståndsbaserat underhåll; förebyggande underhåll; hälsoindex; felfrekvens; underhållsplanering; sensorer; ekonomisk analys; simulering.;

    Sammanfattning : A growing use of sensors on the electric grid has opened the door to new methods of asset management: Distribution System Operators are now looking into conditionbased maintenance, as opposed to the traditional corrective or time-based methods. As an emerging field, the methodology must be constructed from the ground, with the little data available. LÄS MER

  4. 18. Condition Based Reliability Evaluation and Maintenance Strategy for Battery Energy Storage System

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

    Författare :Novalie Hou; [2022]
    Nyckelord :Battery Energy Storage System; Reliability Evaluation; Maintenance Strategy; Batterienergilagringssystem; Tillförlitlighets Evaluering; Underhållsstrategi;

    Sammanfattning : The electrical grid balances production capacity and demand in real-time. With an increased demand for renewable energy sources, challenges such as stability of the grid, the balance between generation and demand, and power quality occur. LÄS MER

  5. 19. Bankruptcy prediction models on Swedish companies.

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Jocelyn Charraud; Adrian Garcia Saez; [2021]
    Nyckelord :Bankruptcy prediction models; Ohlson model; Altman model; Zmijewski model; Sweden; logistic regression; probit regression; AUC; Youden index; Liu index;

    Sammanfattning : Bankruptcies have been a sensitive topic all around the world for over 50 years. From their research, the authors have found that only a few bankruptcy studies have been conducted in Sweden and even less on the topic of bankruptcy prediction models. LÄS MER

  7. 20. Value at Risk estimation : A comparison between different models

    Magister-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Mathias Mattsson; [2021]
    Nyckelord :CAViaR; GARCH; Value at Risk; Backtesting;

    Sammanfattning : In this thesis the performance of the quantile based CAV iaR models is evaluated and compared with GARCH models for predicting the Value at Risk. This is done by one step ahead out of sample prediction. The one step ahead out of sample prediction is done for the 500 observations at the end of the sample. LÄS MER