Essays about: "Benjamin von Essen"
Found 3 essays containing the words Benjamin von Essen.
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1. Deep learning, LSTM and Representation Learning in Empirical Asset Pricing
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In recent years, machine learning models have gained traction in the field of empirical asset pricing for their risk premium prediction performance. In this thesis, we build upon the work of [1] by first evaluating models similar to their best performing model in a similar fashion, by using the same dataset and measures, and then expanding upon that. READ MORE
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2. An Empirical Study of Autoencoder Asset Pricing Models and the Impact of Arbitrage Constraints
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Following Gu et al. (2021), we implement a state-of-the-art machine learning asset pricing model, the conditional autoencoder, to capture the time-varying interactions between observable stock characteristics and factor loadings, while simultaneously extracting latent factors from stock returns. READ MORE
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3. Classifying True and Fake Telecommunication Signals With Deep Learning
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : This project aimed to classified artificiality gener-ated,fake, and authentic,true, telecommunication signals, basedupon their frequency response, using methods from deep learn-ing. Another goal was to accomplish this with the least amountof dimension of data possible. READ MORE