Essays about: "Autoregressive modelling"
Showing result 1 - 5 of 22 essays containing the words Autoregressive modelling.
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1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE
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2. On modelling OMXS30 stocks - comparison between ARMA models and neural networks
University essay from Uppsala universitet/Matematiska institutionenAbstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE
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3. Transformer Offline Reinforcement Learning for Downlink Link Adaptation
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Recent advancements in Transformers have unlocked a new relational analysis technique for Reinforcement Learning (RL). This thesis researches the models for DownLink Link Adaptation (DLLA). READ MORE
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4. Portfolio Risk Modelling in Venture Debt
University essay from KTH/Matematisk statistikAbstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE
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5. Towards predictive modelling of solar power productionHandledare: Hadi BanaeeExaminer: Andrey Kiselev© Hadi
University essay from Örebro universitet/Institutionen för naturvetenskap och teknikAbstract : In 2019, 732 solar panels were installed on the roof of a building at Örebro University. Thesolar power production of the facility has been collected in a database in Akademiska Hus,along with several parameters from a weather station in the same building. READ MORE