Essays about: "AIC"

Showing result 1 - 5 of 35 essays containing the word AIC.

1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

   University essay from Göteborgs universitet/Graduate School

   Author : Johannes Marmdal; Adam Törnqvist; [2023-06-29]
   Keywords : Forecast; Volatility; Ether; GARCH; EWMA; SMA;

   Abstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE

3. 2. 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

4. 3. Investigating maintenance costs using response feature analysis

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Linus Hansson; [2022]
   Keywords : Response feature analysis; longitudinal data; maintenance costs; Response feature analysis; longitudinell data; underhållskostnader;

   Abstract : Svenska Kraftnät (Svk) is responsible for ensuring that Sweden has a safe, sustainable, and cost-effective transmission system for electricity. In an effort to reduce costs, Svk has participated in a study where it has been determined that there are mostly costs for common facilities that stand out cost-wise. READ MORE

5. 4. Effect of different thinning regimes on growth of Silver birch (Betula pendula Roth) planted on agricultural lands in Latvia

   University essay from SLU/Southern Swedish Forest Research Centre

   Author : Edzus Romans; [2022]
   Keywords : Betula pendula; thinning; plantations; growth; production; abandoned agricultural land;

   Abstract : This study a is continuation of the long-term experiment established by Šaicāne (2019). The main aim of the study was to examine the initial effect of different thinning regimes on growth of Silver birch (Betula pendula Roth) planted on abandoned farmlands in Latvia. READ MORE

6. 5. Statistical modelling of Bitcoin volatility : Has the sanctions on Russia had any effect on Bitcoin?

   University essay from Stockholms universitet/Statistiska institutionen

   Author : Mathilda Schönbeck; Fatima Salman; [2022]
   Keywords : Bitcoin; forecasting; volatility; logarithmic return; ARCH; GARCH; ARIMA model; dynamic regression;

   Abstract : This thesis aims to fit and compare different time series models namely the ARIMA-model, conditional heteroscedastic models and lastly a dynamic regression model with ARIMA error to Bitcoin closing price data that spans over 5 consecutive years. The purpose is to evaluate if the sanction on Russia had any effect on the cryptocurrency Bitcoin. READ MORE