Sökning: "simple moving average"
Visar resultat 11 - 15 av 49 uppsatser innehållade orden simple moving average.
11. Improving on Inventory Management Using Time Series Forecasting
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknikSammanfattning : In this master thesis project, four well known time series forecasting models areconstructed and tuned with the purpose of predicting the future consumption of glueon one of AkzoNobels customers production lines. The goal was to examine thepossibility of utilizing their vastly collected data with these models to improve on theinventory management for both AkzoNobel and their customers. LÄS MER
12. Seasonal Adjustment of Weekly Trade Data
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : The main objective of this paper is to equip the trade policy analyst with an appropriate method of seasonally adjusting trade data with weekly observations. To that end, a structural time series model containing a trend, seasonal and irregular component is specified. The seasonal component is represented by a time-varying periodic spline. LÄS MER
13. Quantitative tactical asset allocation: Using the VIX to exploit bull and bear market movements in a Mean-Variance portfolio
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) is known as being an indicator of fear, often referred to as the fear index. Low volatility indicates tranquility in the market, whereas high volatility indicates distress. LÄS MER
14. A Comparison of Recurrent Neural Networks Models and Econometric Models for Stock Market Predictions
Master-uppsats, Umeå universitet/Institutionen för fysikSammanfattning : It is well known that the stock market is highly volatile, so stock price prediction is a very challenging task. However, in order to make a profit or to understand the equity market, many investors and researchers use various statistical, econometric, and neural network models to make the best stock price predictions possible. LÄS MER
15. Detect Specific Movement Patterns Based on Gyro and Accelerometer Data
Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknikSammanfattning : Wearable security cameras has been used by police officers and other agents working within the field of security for many years. Some of these cameras are equipped with an accelerometer and gyroscope sensor that can be used to detect if something is happening to the wearer of the camera. LÄS MER