Sökning: "random walk model"

Visar resultat 11 - 15 av 75 uppsatser innehållade orden random walk model.

  1. 11. Exchange Rate Risk and Forecasting

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ian Wallgren; [2022]
    Nyckelord :Exchange rate risk; exchange rate forecasting; Autoregressive Integrated Moving Average ARIMA ; Uncovered Interest Rate Parity UIRP ; Business and Economics;

    Sammanfattning : Since the collapse of the Bretton Woods system, the system of fixed exchange rates amongst principal industrial countries, in the early 1970s, a new era began, introducing the floating exchange rate regime. Since the inception of the floating rate regime, the general interest in forecasting exchange rate movements has grown considerably. LÄS MER

  3. 12. Mescape - A probabilistic mesoscopic model for fire evacuation in large gatherings

    Master-uppsats, Lunds universitet/Avdelningen för Brandteknik

    Författare :Lorenzo Contini; [2022]
    Nyckelord :Human behaviour; crowd evacuation; mesoscopic modelling; hydraulic model; large gatherings; fire safety; performance-based design; quantitative risk assessment; consequence analysis; uncertainty analysis; probabilistic modelling; Technology and Engineering;

    Sammanfattning : This study presents a mesoscopic model that predicts pedestrian evacuation in large gatherings with probabilistic methods. The model is based on a coarse network representation of buildings, where occupants are treated at a different scale according to their location. LÄS MER

  4. 13. Verification Testing of Evacuationz, a Coarse Network Evacuation Model

    Master-uppsats, Lunds universitet/Avdelningen för Brandteknik

    Författare :Antariksh Gupta; [2022]
    Nyckelord :Technology and Engineering;

    Sammanfattning : Several evacuation models exist in the market. It is an issue for both the user and developer to evaluate the ease of use and the quality of the model results. Verification is the process of determining that the results of a calculation method match with the developer's conceptual modelling representation expectations, i.e. LÄS MER

  5. 14. Uncertainity in Renewable Energy Time Series Prediction using Neural Networks

    Master-uppsats, Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

    Författare :Phil Aupke; [2021]
    Nyckelord :Time Series Data; Uncertainty; Machine Learning;

    Sammanfattning : With the increasing demand for solar energy, the forecast of the PV station energy production has to be as precisely as possible. To make the prediction more robust, also correlated infor- mation about the weather can be added to the previous energy production of the PV station. LÄS MER

  7. 15. Comparison of machine learning models for market predictions with different time horizons

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

    Författare :Adam Lindberg; Gustav Gerholm; [2021]
    Nyckelord :;

    Sammanfattning : Stock market prediction is, when successful, a means of generating large amount of wealth. It remains an unanswered question if stock prices can be predicted consistently, due to the randomness and seemingly unpredictable nature of stock prices. LÄS MER