Essays about: "Akaike Information Criteria"

Found 5 essays containing the words Akaike Information Criteria.

  1. 1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Yuta Sakiyama; [2023]
    Keywords : ;

    Abstract : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. READ MORE

  3. 2. Comparison of forest fire suppression in Quebec and Sweden : a historical review, 1998-2015

    University essay from SLU/Southern Swedish Forest Research Centre

    Author : Maryjane Heckel; [2018]
    Keywords : boreal wildfire suppression; firefighting resource; deployment; effectiveness; aircraft; personnel; area burned; cost; efficiency; response time; remoteness; Sweden; Quebec;

    Abstract : This study compared two suppression systems in Quebec and Sweden: a centralized wildfire agency working with remote fires in Quebec, and a decentralized fire suppression system in Sweden, with each municipality responsible for extinguishing fires in their community. Their management approaches reflect differences in population density and land area. READ MORE

  4. 3. Classification of Hate Tweets and Their Reasons using SVM

    University essay from Uppsala universitet/Avdelningen för datalogi

    Author : Natalya Tarasova; [2016]
    Keywords : Support Vector Machines; classification; Akaike Information Criteria; machine learning; Twitter; hate tweets;

    Abstract : Denna studie fokuserar på att klassificera hat-meddelanden riktade mot mobiloperatörerna Verizon,  AT&T and Sprint. Huvudsyftet är att med hjälp av maskininlärningsalgoritmen Support Vector Machines (SVM) klassificera meddelanden i fyra kategorier - Hat, Orsak, Explicit och Övrigt - för att kunna identifiera ett hat-meddelande och dess orsak. READ MORE

  5. 4. Model risk quantification in option pricing

    University essay from Lunds universitet/Matematisk statistik

    Author : Michael Montag; Fredrik Persson; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis investigates a methodology for quantification of model risk in option pricing. A set of different pricing models is specified and each model is assigned a probability weight based on the Akaike Information Criteria. It is then possible to obtain a price distribution of an exotic derivative from these probability weights. READ MORE

  6. 5. Futures risk premium characterization and spot price modeling on the German electricity market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gustav Lindéus; [2015]
    Keywords : Spot price modeling; futures; electricity markets; Energiewende; risk premium; Business and Economics;

    Abstract : In this thesis it was investigated how accurate the futures predict the spot prices and characterizing the futures risk premium on the German electricity market, which currently undergoes an energy transition. This was conducted twice, with realized data and with data from an own developed model. READ MORE