Essays about: "Distribution fit"

Showing result 1 - 5 of 142 essays containing the words Distribution fit.

  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. Modeling Stoppage Time as a Convolution of Negative Binomials

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Råvan Talani; [2023]
    Keywords : Machine learning; negative binomial; convolution; stoppage time; injury time; extra time; football;

    Abstract : This thesis develops and evaluates a probabilistic model that estimates the stoppage time in football. Stoppage time represents the additional minutes of play given after the original matchtime is over. It is crucial in determining the course of events during the remainder of a match, thereby affecting the odds of live sports betting. READ MORE

  4. 3. Wind Turbine Recovery Forecasting using Survival Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Anton Palets; [2023]
    Keywords : Survival analysis; Recovery Forecast; Wind Turbine; Availability Forecast; AFT model; Aalen s model; Cox regression; Cox Proportional Hazards; Variation Processes; Mathematics and Statistics;

    Abstract : The goal of this thesis is to present a methodology for predicting time until recovery of failed wind turbines. The necessity is motivated by the potential for more accurate wind energy export forecasts. The current approach rests entirely on having an expert examine the turbine and produce a time estimate. READ MORE

  5. 4. Methods to study device induced aggregation of proteins

    University essay from Lunds universitet/Livsmedelsteknik och nutrition (master)

    Author : Marie Therese von Wowern; [2023]
    Keywords : protein formulation; protein aggregation; insulin; silicone oil; syringe; shear stress; subvisible particle; size exclusion chromatography; flow imaging microscopy; pharmaceutical technology; Technology and Engineering;

    Abstract : This work developed a method for the investigation of how medical devices, such as syringes and needles, affect the formation of subvisible particles in a protein drug without excipients. Protein-based pharmaceuticals are well known to be sensitive to different kinds of stress, and exposure to stress during the use of this device is unavoidable. READ MORE

  6. 5. Agile robotic arm for vertical applications - Evaluation, design and development

    University essay from Lunds universitet/Maskinelement

    Author : Rasmus Gren; [2023]
    Keywords : Robotic arm development; HKM; Kinematics; Product development; Technology and Engineering;

    Abstract : Existing pick and place robots are either heavy or have a limited workspace for vertical operations. Since there is no robot today that are both light and have a good vertical workspace, this leads to a gap in the market. READ MORE