Essays about: "Viktad linjär regression"

Found 5 essays containing the words Viktad linjär regression.

  1. 1. Traffic State Estimation on Swedish Highways : Model Comparison using Multisource Data

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

    Author : Jiaqi Xu; [2023]
    Keywords : Traffic State Estimation; Macroscopic Traffic Model; Extended Kalman Filter; Particle Filter; Data Fusion; Trafiklägesuppskattning; Makroskopisk trafikmodell; Utökad Kalman-filter; Partikelfilter; Datafusion;

    Abstract : Due to the escalating demand for traffic information and management, the significance of traffic state estimation, which involves the assessment of traffic conditions on road segments with limited measurement data, is increasing. Two primary estimation methods are model-driven and data-driven. READ MORE

  3. 2. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  4. 3. A Model for Estimating Short Interest

    University essay from KTH/Matematisk statistik

    Author : Knut Dahlström; Carl Forssbeck; [2021]
    Keywords : Statistics; applied mathematics; regression; finance; short interest; stock market; Statistik; tillämpad matematik; regression; finans; korta positioner; aktiemarknaden;

    Abstract : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. READ MORE

  5. 4. A comparative study on Linear Regression and Neural Networks for estimating order quantities of powder blends

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

    Author : Jacob Hallman; [2019]
    Keywords : ;

    Abstract : This degree project, conducted at Sandvik Coromant, aims to predict powder blend inventory needs based on order quantity prognoses that are made by customers. Two different machine learning approaches were used; linear regression and neural network regression. READ MORE

  6. 5. Using Geographically Weighted Regression (GWR) to explore spatial variations in the relationship between public transport accessibility and car use : a case study in Lund and Malmö, Sweden

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Johanna Andersson; [2017]
    Keywords : public transport accessibility; Physical Geography and Ecosystem analysis; Geographically Weighted Regression GWR ; travel survey; GPS data; car usage; Earth and Environmental Sciences;

    Abstract : In Sweden the number of cars per person has increased since the mid-20th century. With negative impacts on both health and the environment, private ownership of vehicles represents one of the major challenges in urban transport. READ MORE