Essays about: "Long-memory"
Showing result 1 - 5 of 8 essays containing the word Long-memory.
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1. Drivers of sea level variability using neural networks
University essay from Göteborgs universitet/Institutionen för geovetenskaperAbstract : Understanding the forcing of regional sea level variability is crucial as many people all over the world live along the coasts and are endangered by extreme sea levels and the global sea level rise. The adding of fresh water into the oceans due to melting of the Earth’s land ice together with thermosteric changes has led to a rise of the global mean sea level with an accelerating rate during the twentieth century. READ MORE
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2. Fractional proportional-integrative-derivative controller : Design, analysis and applications to DC motor and single neuron spiking
University essay from Uppsala universitet/Institutionen för elektroteknikAbstract : This thesis aims to explore and compare the performance of fractional proportional-integrative-derivative controllers in the DC motor system and the fractional leaky integrate and fire (FLIF) model for neuron spike signals. The objective is to determine whether FPID controllers exhibit superior performance and significant improvements in control compared to PID controllers. READ MORE
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3. A Swedish Model-Free Implied Volatility Index constructed from OMXS30 options
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this paper I construct a model-free implied volatility index, SVIX, from OMXS30 options based on a variance replication technique, independent of any option pricing model. The SVIX index exhibits several stylized properties of volatility indices such as long memory components, mean reversion and volatility clustering. READ MORE
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4. Simulation Evidence on Long Memory and Regime Switching in the Second Moment for Modelling of Financial Returns
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : It is well-known that long memory and regime switching in the first moment of a stochastic process are easily confused. But the relation between long memory in the second moment and regime switching in the second moment is less well understood. READ MORE
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5. Groundwater recharge modelling approach to identify climate change impacts using groundwater levels from Tärnsjö.
University essay from KTH/Mark- och vattenteknikAbstract : Groundwater is a sensitive component affected by climate change. Modelling the dynamics of groundwater levels is inherently difficult particularly as the response to climate change. READ MORE