Essays about: "Autocorrelation"

Showing result 1 - 5 of 96 essays containing the word Autocorrelation.

1. 1. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

   University essay from

   Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
   Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

   Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE

3. 2. The effect of autocorrelation when performing theapproximated permutation test

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Amerik Schouten; Linus Thor; [2023]
   Keywords : exchangeability assumption; Monte Carlo; temporal autocorrelation; type I error; simulation; re-sampling methods;

   Abstract : In meteorology, permutation tests are a commonly recommended tool because standard paramet-ric methods of inference often is insufficient when analysing weather. Therefore other methodswith less stringent assumptions like permutation testing is used. READ MORE

4. 3. Spin-Glass Behaviour in Ordered Solids

   University essay from Uppsala universitet/Materialteori

   Author : Erik Karpelin; [2023]
   Keywords : spin-glass; self-induced; variation; Edwards-Andersson; glassy;

   Abstract : The spin-glass is a peculiar magnetic phase, exhibiting non-trivial dynamics at low temperatures, characterized by an continuously evolving state without long-range order. The behavior requires some degree of disorder to occur, often in the way of impurities or random exchange energy between the spins. READ MORE

5. 4. Geographic polarization and clustering of partisan voting: A local-level analysis of Stockholm Municipality

   University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Author : Jonas Almén; [2023]
   Keywords : Geography; GIS; Spatial Analysis; Spatial Autocorrelation; MAUP; Electoral Geography; Political Polarization; Geographic Polarization; Stockholm Municipality; Earth and Environmental Sciences;

   Abstract : In the last decade, the topic of political polarization has become a growing concern within academic and public debate. Many highlight the linkage between increased political polarization and democratic problems such as political tribalism and uncivil activism. It is also argued to be a global phenomenon. READ MORE

6. 5. Algorithmic Approaches to Output Prediction in a Virtual Power Plant

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Johannes Rosing; Oscar Ekhed; [2023]
   Keywords : Autoregressive Models; Deep Learning; Machine Learning; Power Output; Random Forest Regression; Strategic Recommendations; Support Vector Regression; Virtual Power Plant;

   Abstract : Virtual Power Plants (VPPs) are an emerging form of technology that allows owners of electricity producing appliances, such as electric vehicles, to partake in a pool of producers of sustainable energy. The Swedish electricity grid owner Svenska Kraftnät hosts a platform where VPPs act as intermediaries between energy producing customers and third party buyers. READ MORE