Sökning: "random walk model"

Visar resultat 21 - 25 av 75 uppsatser innehållade orden random walk model.

1. 21. Neural Network Based Model Predictive Control of Turbulent Gas-Solid Corner Flow

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

   Författare :Simon Wredh; [2020]
   Nyckelord :computational fluid dynamics; machine learning; system identification; control theory; multi-phase flow; gas-solid flow; rans; lagrangian particle tracking; neural network; model predictive control; bio-aerosol;

   Sammanfattning : Over the past decades, attention has been brought to the importance of indoor air quality and the serious threat of bio-aerosol contamination towards human health. A novel idea to transport hazardous particles away from sensitive areas is to automatically control bio-aerosol concentrations, by utilising airflows from ventilation systems. LÄS MER

3. 22. Modellering av föroreningspridning från dagvatten till grundvatten : En studie av Norrvattens reservvattentäkt i Hammarbymagasinet, Upplands Väsby kommun

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

   Författare :Anton Hansson; [2020]
   Nyckelord :Dagvatten; dagvatteninfiltration; vattenförsörjning; grundvattenmodellering; föroreningspridning;

   Sammanfattning : I detta arbete har studerats hur infiltration av dagvatten påverkar grundvattenkvalitén i del av stockholmsåsen som kallas Hammarbymagasinet. Hammarbymagasinet ligger i Upplands Väsby kommun norr om Stockholm och nyttjas av kommunalförbundet Norrvatten som reservvattentäkt vid eventuella störningar i den ordinarie försörjningen från Görvälnverket vid Mälaren. LÄS MER

4. 23. Forecasting of ExchangeRate: Autoregressive modelsvs. XGBoost

   Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

   Författare :Moaz Alhomsi; Hinda Ahmed; [2020]
   Nyckelord :;

   Sammanfattning :  In international economics and trading, the exchange rate is important. Forecasting theexchange rate helps in minimizing risks and maximizing profits. The study attempts to test threemodels to forecast EUR/USD exchange rate. LÄS MER

5. 24. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Peter Johansson; [2019-01-22]
   Nyckelord :Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

   Sammanfattning : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average? The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. LÄS MER

7. 25. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Rostislav Sibirtsev; [2019]
   Nyckelord :Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

   Sammanfattning : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. LÄS MER